CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 25-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0266 |
1.0258 |
-0.0008 |
-0.1% |
1.0440 |
| High |
1.0283 |
1.0261 |
-0.0022 |
-0.2% |
1.0494 |
| Low |
1.0237 |
1.0198 |
-0.0039 |
-0.4% |
1.0292 |
| Close |
1.0262 |
1.0220 |
-0.0042 |
-0.4% |
1.0304 |
| Range |
0.0046 |
0.0063 |
0.0017 |
37.0% |
0.0202 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
25,009 |
26,463 |
1,454 |
5.8% |
123,323 |
|
| Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0381 |
1.0255 |
|
| R3 |
1.0352 |
1.0318 |
1.0237 |
|
| R2 |
1.0289 |
1.0289 |
1.0232 |
|
| R1 |
1.0255 |
1.0255 |
1.0226 |
1.0241 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0219 |
| S1 |
1.0192 |
1.0192 |
1.0214 |
1.0178 |
| S2 |
1.0163 |
1.0163 |
1.0208 |
|
| S3 |
1.0100 |
1.0129 |
1.0203 |
|
| S4 |
1.0037 |
1.0066 |
1.0185 |
|
|
| 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 |
1.0394 |
1.0198 |
0.0196 |
1.9% |
0.0054 |
0.5% |
11% |
False |
True |
28,139 |
| 10 |
1.0503 |
1.0198 |
0.0305 |
3.0% |
0.0062 |
0.6% |
7% |
False |
True |
25,034 |
| 20 |
1.0639 |
1.0198 |
0.0441 |
4.3% |
0.0062 |
0.6% |
5% |
False |
True |
23,353 |
| 40 |
1.0804 |
1.0198 |
0.0606 |
5.9% |
0.0069 |
0.7% |
4% |
False |
True |
18,308 |
| 60 |
1.0991 |
1.0198 |
0.0793 |
7.8% |
0.0075 |
0.7% |
3% |
False |
True |
12,229 |
| 80 |
1.0991 |
1.0198 |
0.0793 |
7.8% |
0.0078 |
0.8% |
3% |
False |
True |
9,178 |
| 100 |
1.0991 |
1.0181 |
0.0810 |
7.9% |
0.0071 |
0.7% |
5% |
False |
False |
7,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0529 |
|
2.618 |
1.0426 |
|
1.618 |
1.0363 |
|
1.000 |
1.0324 |
|
0.618 |
1.0300 |
|
HIGH |
1.0261 |
|
0.618 |
1.0237 |
|
0.500 |
1.0230 |
|
0.382 |
1.0222 |
|
LOW |
1.0198 |
|
0.618 |
1.0159 |
|
1.000 |
1.0135 |
|
1.618 |
1.0096 |
|
2.618 |
1.0033 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 25-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0230 |
1.0252 |
| PP |
1.0226 |
1.0241 |
| S1 |
1.0223 |
1.0231 |
|