CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0340 |
1.0297 |
-0.0043 |
-0.4% |
1.0440 |
| High |
1.0347 |
1.0305 |
-0.0042 |
-0.4% |
1.0494 |
| Low |
1.0292 |
1.0262 |
-0.0030 |
-0.3% |
1.0292 |
| Close |
1.0304 |
1.0266 |
-0.0038 |
-0.4% |
1.0304 |
| Range |
0.0055 |
0.0043 |
-0.0012 |
-21.8% |
0.0202 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
24,719 |
35,341 |
10,622 |
43.0% |
123,323 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0379 |
1.0290 |
|
| R3 |
1.0364 |
1.0336 |
1.0278 |
|
| R2 |
1.0321 |
1.0321 |
1.0274 |
|
| R1 |
1.0293 |
1.0293 |
1.0270 |
1.0286 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0274 |
| S1 |
1.0250 |
1.0250 |
1.0262 |
1.0243 |
| S2 |
1.0235 |
1.0235 |
1.0258 |
|
| S3 |
1.0192 |
1.0207 |
1.0254 |
|
| S4 |
1.0149 |
1.0164 |
1.0242 |
|
|
| 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 |
1.0489 |
1.0262 |
0.0227 |
2.2% |
0.0064 |
0.6% |
2% |
False |
True |
28,419 |
| 10 |
1.0547 |
1.0262 |
0.0285 |
2.8% |
0.0061 |
0.6% |
1% |
False |
True |
24,608 |
| 20 |
1.0676 |
1.0262 |
0.0414 |
4.0% |
0.0064 |
0.6% |
1% |
False |
True |
23,030 |
| 40 |
1.0823 |
1.0262 |
0.0561 |
5.5% |
0.0069 |
0.7% |
1% |
False |
True |
17,027 |
| 60 |
1.0991 |
1.0262 |
0.0729 |
7.1% |
0.0076 |
0.7% |
1% |
False |
True |
11,372 |
| 80 |
1.0991 |
1.0250 |
0.0741 |
7.2% |
0.0078 |
0.8% |
2% |
False |
False |
8,535 |
| 100 |
1.0991 |
1.0181 |
0.0810 |
7.9% |
0.0071 |
0.7% |
10% |
False |
False |
6,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0488 |
|
2.618 |
1.0418 |
|
1.618 |
1.0375 |
|
1.000 |
1.0348 |
|
0.618 |
1.0332 |
|
HIGH |
1.0305 |
|
0.618 |
1.0289 |
|
0.500 |
1.0284 |
|
0.382 |
1.0278 |
|
LOW |
1.0262 |
|
0.618 |
1.0235 |
|
1.000 |
1.0219 |
|
1.618 |
1.0192 |
|
2.618 |
1.0149 |
|
4.250 |
1.0079 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0284 |
1.0328 |
| PP |
1.0278 |
1.0307 |
| S1 |
1.0272 |
1.0287 |
|