CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0161 |
0.0017 |
0.2% |
1.0297 |
| High |
1.0169 |
1.0168 |
-0.0001 |
0.0% |
1.0305 |
| Low |
1.0116 |
1.0119 |
0.0003 |
0.0% |
1.0116 |
| Close |
1.0162 |
1.0132 |
-0.0030 |
-0.3% |
1.0162 |
| Range |
0.0053 |
0.0049 |
-0.0004 |
-7.5% |
0.0189 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
34,392 |
25,070 |
-9,322 |
-27.1% |
152,613 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0258 |
1.0159 |
|
| R3 |
1.0238 |
1.0209 |
1.0145 |
|
| R2 |
1.0189 |
1.0189 |
1.0141 |
|
| R1 |
1.0160 |
1.0160 |
1.0136 |
1.0150 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0135 |
| S1 |
1.0111 |
1.0111 |
1.0128 |
1.0101 |
| S2 |
1.0091 |
1.0091 |
1.0123 |
|
| S3 |
1.0042 |
1.0062 |
1.0119 |
|
| S4 |
0.9993 |
1.0013 |
1.0105 |
|
|
| 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 |
1.0283 |
1.0116 |
0.0167 |
1.6% |
0.0059 |
0.6% |
10% |
False |
False |
28,468 |
| 10 |
1.0489 |
1.0116 |
0.0373 |
3.7% |
0.0061 |
0.6% |
4% |
False |
False |
28,444 |
| 20 |
1.0554 |
1.0116 |
0.0438 |
4.3% |
0.0061 |
0.6% |
4% |
False |
False |
24,512 |
| 40 |
1.0786 |
1.0116 |
0.0670 |
6.6% |
0.0067 |
0.7% |
2% |
False |
False |
20,525 |
| 60 |
1.0991 |
1.0116 |
0.0875 |
8.6% |
0.0074 |
0.7% |
2% |
False |
False |
13,743 |
| 80 |
1.0991 |
1.0116 |
0.0875 |
8.6% |
0.0078 |
0.8% |
2% |
False |
False |
10,314 |
| 100 |
1.0991 |
1.0116 |
0.0875 |
8.6% |
0.0071 |
0.7% |
2% |
False |
False |
8,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0376 |
|
2.618 |
1.0296 |
|
1.618 |
1.0247 |
|
1.000 |
1.0217 |
|
0.618 |
1.0198 |
|
HIGH |
1.0168 |
|
0.618 |
1.0149 |
|
0.500 |
1.0144 |
|
0.382 |
1.0138 |
|
LOW |
1.0119 |
|
0.618 |
1.0089 |
|
1.000 |
1.0070 |
|
1.618 |
1.0040 |
|
2.618 |
0.9991 |
|
4.250 |
0.9911 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0172 |
| PP |
1.0140 |
1.0159 |
| S1 |
1.0136 |
1.0145 |
|