CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0373 |
1.0340 |
-0.0033 |
-0.3% |
1.0440 |
| High |
1.0394 |
1.0347 |
-0.0047 |
-0.5% |
1.0494 |
| Low |
1.0331 |
1.0292 |
-0.0039 |
-0.4% |
1.0292 |
| Close |
1.0334 |
1.0304 |
-0.0030 |
-0.3% |
1.0304 |
| Range |
0.0063 |
0.0055 |
-0.0008 |
-12.7% |
0.0202 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
29,164 |
24,719 |
-4,445 |
-15.2% |
123,323 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0479 |
1.0447 |
1.0334 |
|
| R3 |
1.0424 |
1.0392 |
1.0319 |
|
| R2 |
1.0369 |
1.0369 |
1.0314 |
|
| R1 |
1.0337 |
1.0337 |
1.0309 |
1.0326 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0309 |
| S1 |
1.0282 |
1.0282 |
1.0299 |
1.0271 |
| S2 |
1.0259 |
1.0259 |
1.0294 |
|
| S3 |
1.0204 |
1.0227 |
1.0289 |
|
| S4 |
1.0149 |
1.0172 |
1.0274 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0839 |
1.0415 |
|
| R3 |
1.0767 |
1.0637 |
1.0360 |
|
| R2 |
1.0565 |
1.0565 |
1.0341 |
|
| R1 |
1.0435 |
1.0435 |
1.0323 |
1.0399 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0346 |
| S1 |
1.0233 |
1.0233 |
1.0285 |
1.0197 |
| S2 |
1.0161 |
1.0161 |
1.0267 |
|
| S3 |
0.9959 |
1.0031 |
1.0248 |
|
| S4 |
0.9757 |
0.9829 |
1.0193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0494 |
1.0292 |
0.0202 |
2.0% |
0.0068 |
0.7% |
6% |
False |
True |
24,664 |
| 10 |
1.0547 |
1.0292 |
0.0255 |
2.5% |
0.0062 |
0.6% |
5% |
False |
True |
22,623 |
| 20 |
1.0676 |
1.0292 |
0.0384 |
3.7% |
0.0065 |
0.6% |
3% |
False |
True |
22,421 |
| 40 |
1.0825 |
1.0292 |
0.0533 |
5.2% |
0.0070 |
0.7% |
2% |
False |
True |
16,144 |
| 60 |
1.0991 |
1.0292 |
0.0699 |
6.8% |
0.0079 |
0.8% |
2% |
False |
True |
10,784 |
| 80 |
1.0991 |
1.0234 |
0.0757 |
7.3% |
0.0078 |
0.8% |
9% |
False |
False |
8,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0581 |
|
2.618 |
1.0491 |
|
1.618 |
1.0436 |
|
1.000 |
1.0402 |
|
0.618 |
1.0381 |
|
HIGH |
1.0347 |
|
0.618 |
1.0326 |
|
0.500 |
1.0320 |
|
0.382 |
1.0313 |
|
LOW |
1.0292 |
|
0.618 |
1.0258 |
|
1.000 |
1.0237 |
|
1.618 |
1.0203 |
|
2.618 |
1.0148 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0352 |
| PP |
1.0314 |
1.0336 |
| S1 |
1.0309 |
1.0320 |
|