CME Swiss Franc Future June 2018
Trading Metrics calculated at close of trading on 18-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1.0469 |
1.0399 |
-0.0070 |
-0.7% |
1.0485 |
High |
1.0489 |
1.0412 |
-0.0077 |
-0.7% |
1.0547 |
Low |
1.0383 |
1.0361 |
-0.0022 |
-0.2% |
1.0419 |
Close |
1.0402 |
1.0377 |
-0.0025 |
-0.2% |
1.0447 |
Range |
0.0106 |
0.0051 |
-0.0055 |
-51.9% |
0.0128 |
ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
25,219 |
27,656 |
2,437 |
9.7% |
102,911 |
|
Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0536 |
1.0508 |
1.0405 |
|
R3 |
1.0485 |
1.0457 |
1.0391 |
|
R2 |
1.0434 |
1.0434 |
1.0386 |
|
R1 |
1.0406 |
1.0406 |
1.0382 |
1.0395 |
PP |
1.0383 |
1.0383 |
1.0383 |
1.0378 |
S1 |
1.0355 |
1.0355 |
1.0372 |
1.0344 |
S2 |
1.0332 |
1.0332 |
1.0368 |
|
S3 |
1.0281 |
1.0304 |
1.0363 |
|
S4 |
1.0230 |
1.0253 |
1.0349 |
|
|
Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0855 |
1.0779 |
1.0517 |
|
R3 |
1.0727 |
1.0651 |
1.0482 |
|
R2 |
1.0599 |
1.0599 |
1.0470 |
|
R1 |
1.0523 |
1.0523 |
1.0459 |
1.0497 |
PP |
1.0471 |
1.0471 |
1.0471 |
1.0458 |
S1 |
1.0395 |
1.0395 |
1.0435 |
1.0369 |
S2 |
1.0343 |
1.0343 |
1.0424 |
|
S3 |
1.0215 |
1.0267 |
1.0412 |
|
S4 |
1.0087 |
1.0139 |
1.0377 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0503 |
1.0361 |
0.0142 |
1.4% |
0.0070 |
0.7% |
11% |
False |
True |
21,929 |
10 |
1.0547 |
1.0361 |
0.0186 |
1.8% |
0.0063 |
0.6% |
9% |
False |
True |
21,560 |
20 |
1.0676 |
1.0361 |
0.0315 |
3.0% |
0.0066 |
0.6% |
5% |
False |
True |
22,632 |
40 |
1.0825 |
1.0361 |
0.0464 |
4.5% |
0.0071 |
0.7% |
3% |
False |
True |
14,800 |
60 |
1.0991 |
1.0361 |
0.0630 |
6.1% |
0.0081 |
0.8% |
3% |
False |
True |
9,886 |
80 |
1.0991 |
1.0234 |
0.0757 |
7.3% |
0.0077 |
0.7% |
19% |
False |
False |
7,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0629 |
2.618 |
1.0546 |
1.618 |
1.0495 |
1.000 |
1.0463 |
0.618 |
1.0444 |
HIGH |
1.0412 |
0.618 |
1.0393 |
0.500 |
1.0387 |
0.382 |
1.0380 |
LOW |
1.0361 |
0.618 |
1.0329 |
1.000 |
1.0310 |
1.618 |
1.0278 |
2.618 |
1.0227 |
4.250 |
1.0144 |
|
|
Fisher Pivots for day following 18-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0387 |
1.0428 |
PP |
1.0383 |
1.0411 |
S1 |
1.0380 |
1.0394 |
|