CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0133 |
-0.0028 |
-0.3% |
1.0297 |
| High |
1.0168 |
1.0136 |
-0.0032 |
-0.3% |
1.0305 |
| Low |
1.0119 |
1.0068 |
-0.0051 |
-0.5% |
1.0116 |
| Close |
1.0132 |
1.0073 |
-0.0059 |
-0.6% |
1.0162 |
| Range |
0.0049 |
0.0068 |
0.0019 |
38.8% |
0.0189 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.5% |
0.0000 |
| Volume |
25,070 |
19,704 |
-5,366 |
-21.4% |
152,613 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0296 |
1.0253 |
1.0110 |
|
| R3 |
1.0228 |
1.0185 |
1.0092 |
|
| R2 |
1.0160 |
1.0160 |
1.0085 |
|
| R1 |
1.0117 |
1.0117 |
1.0079 |
1.0105 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0086 |
| S1 |
1.0049 |
1.0049 |
1.0067 |
1.0037 |
| S2 |
1.0024 |
1.0024 |
1.0061 |
|
| S3 |
0.9956 |
0.9981 |
1.0054 |
|
| S4 |
0.9888 |
0.9913 |
1.0036 |
|
|
| 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 |
1.0261 |
1.0068 |
0.0193 |
1.9% |
0.0063 |
0.6% |
3% |
False |
True |
27,407 |
| 10 |
1.0412 |
1.0068 |
0.0344 |
3.4% |
0.0057 |
0.6% |
1% |
False |
True |
27,892 |
| 20 |
1.0547 |
1.0068 |
0.0479 |
4.8% |
0.0061 |
0.6% |
1% |
False |
True |
24,350 |
| 40 |
1.0781 |
1.0068 |
0.0713 |
7.1% |
0.0067 |
0.7% |
1% |
False |
True |
21,006 |
| 60 |
1.0991 |
1.0068 |
0.0923 |
9.2% |
0.0074 |
0.7% |
1% |
False |
True |
14,071 |
| 80 |
1.0991 |
1.0068 |
0.0923 |
9.2% |
0.0078 |
0.8% |
1% |
False |
True |
10,560 |
| 100 |
1.0991 |
1.0068 |
0.0923 |
9.2% |
0.0072 |
0.7% |
1% |
False |
True |
8,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0314 |
|
1.618 |
1.0246 |
|
1.000 |
1.0204 |
|
0.618 |
1.0178 |
|
HIGH |
1.0136 |
|
0.618 |
1.0110 |
|
0.500 |
1.0102 |
|
0.382 |
1.0094 |
|
LOW |
1.0068 |
|
0.618 |
1.0026 |
|
1.000 |
1.0000 |
|
1.618 |
0.9958 |
|
2.618 |
0.9890 |
|
4.250 |
0.9779 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0102 |
1.0119 |
| PP |
1.0092 |
1.0103 |
| S1 |
1.0083 |
1.0088 |
|