CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0144 |
-0.0066 |
-0.6% |
1.0297 |
| High |
1.0228 |
1.0169 |
-0.0059 |
-0.6% |
1.0305 |
| Low |
1.0146 |
1.0116 |
-0.0030 |
-0.3% |
1.0116 |
| Close |
1.0150 |
1.0162 |
0.0012 |
0.1% |
1.0162 |
| Range |
0.0082 |
0.0053 |
-0.0029 |
-35.4% |
0.0189 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
31,408 |
34,392 |
2,984 |
9.5% |
152,613 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0288 |
1.0191 |
|
| R3 |
1.0255 |
1.0235 |
1.0177 |
|
| R2 |
1.0202 |
1.0202 |
1.0172 |
|
| R1 |
1.0182 |
1.0182 |
1.0167 |
1.0192 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0154 |
| S1 |
1.0129 |
1.0129 |
1.0157 |
1.0139 |
| S2 |
1.0096 |
1.0096 |
1.0152 |
|
| S3 |
1.0043 |
1.0076 |
1.0147 |
|
| S4 |
0.9990 |
1.0023 |
1.0133 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0651 |
1.0266 |
|
| R3 |
1.0572 |
1.0462 |
1.0214 |
|
| R2 |
1.0383 |
1.0383 |
1.0197 |
|
| R1 |
1.0273 |
1.0273 |
1.0179 |
1.0234 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0175 |
| S1 |
1.0084 |
1.0084 |
1.0145 |
1.0045 |
| S2 |
1.0005 |
1.0005 |
1.0127 |
|
| S3 |
0.9816 |
0.9895 |
1.0110 |
|
| S4 |
0.9627 |
0.9706 |
1.0058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0305 |
1.0116 |
0.0189 |
1.9% |
0.0057 |
0.6% |
24% |
False |
True |
30,522 |
| 10 |
1.0494 |
1.0116 |
0.0378 |
3.7% |
0.0063 |
0.6% |
12% |
False |
True |
27,593 |
| 20 |
1.0563 |
1.0116 |
0.0447 |
4.4% |
0.0060 |
0.6% |
10% |
False |
True |
23,956 |
| 40 |
1.0804 |
1.0116 |
0.0688 |
6.8% |
0.0068 |
0.7% |
7% |
False |
True |
19,919 |
| 60 |
1.0991 |
1.0116 |
0.0875 |
8.6% |
0.0075 |
0.7% |
5% |
False |
True |
13,325 |
| 80 |
1.0991 |
1.0116 |
0.0875 |
8.6% |
0.0078 |
0.8% |
5% |
False |
True |
10,000 |
| 100 |
1.0991 |
1.0116 |
0.0875 |
8.6% |
0.0071 |
0.7% |
5% |
False |
True |
8,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0308 |
|
1.618 |
1.0255 |
|
1.000 |
1.0222 |
|
0.618 |
1.0202 |
|
HIGH |
1.0169 |
|
0.618 |
1.0149 |
|
0.500 |
1.0143 |
|
0.382 |
1.0136 |
|
LOW |
1.0116 |
|
0.618 |
1.0083 |
|
1.000 |
1.0063 |
|
1.618 |
1.0030 |
|
2.618 |
0.9977 |
|
4.250 |
0.9891 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0189 |
| PP |
1.0149 |
1.0180 |
| S1 |
1.0143 |
1.0171 |
|