CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 02-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0133 |
1.0070 |
-0.0063 |
-0.6% |
1.0297 |
| High |
1.0136 |
1.0102 |
-0.0034 |
-0.3% |
1.0305 |
| Low |
1.0068 |
1.0036 |
-0.0032 |
-0.3% |
1.0116 |
| Close |
1.0073 |
1.0067 |
-0.0006 |
-0.1% |
1.0162 |
| Range |
0.0068 |
0.0066 |
-0.0002 |
-2.9% |
0.0189 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
| Volume |
19,704 |
38,235 |
18,531 |
94.0% |
152,613 |
|
| Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0266 |
1.0233 |
1.0103 |
|
| R3 |
1.0200 |
1.0167 |
1.0085 |
|
| R2 |
1.0134 |
1.0134 |
1.0079 |
|
| R1 |
1.0101 |
1.0101 |
1.0073 |
1.0085 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0060 |
| S1 |
1.0035 |
1.0035 |
1.0061 |
1.0019 |
| S2 |
1.0002 |
1.0002 |
1.0055 |
|
| S3 |
0.9936 |
0.9969 |
1.0049 |
|
| S4 |
0.9870 |
0.9903 |
1.0031 |
|
|
| 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 |
1.0228 |
1.0036 |
0.0192 |
1.9% |
0.0064 |
0.6% |
16% |
False |
True |
29,761 |
| 10 |
1.0394 |
1.0036 |
0.0358 |
3.6% |
0.0059 |
0.6% |
9% |
False |
True |
28,950 |
| 20 |
1.0547 |
1.0036 |
0.0511 |
5.1% |
0.0061 |
0.6% |
6% |
False |
True |
25,255 |
| 40 |
1.0781 |
1.0036 |
0.0745 |
7.4% |
0.0067 |
0.7% |
4% |
False |
True |
21,949 |
| 60 |
1.0991 |
1.0036 |
0.0955 |
9.5% |
0.0073 |
0.7% |
3% |
False |
True |
14,708 |
| 80 |
1.0991 |
1.0036 |
0.0955 |
9.5% |
0.0078 |
0.8% |
3% |
False |
True |
11,038 |
| 100 |
1.0991 |
1.0036 |
0.0955 |
9.5% |
0.0072 |
0.7% |
3% |
False |
True |
8,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0383 |
|
2.618 |
1.0275 |
|
1.618 |
1.0209 |
|
1.000 |
1.0168 |
|
0.618 |
1.0143 |
|
HIGH |
1.0102 |
|
0.618 |
1.0077 |
|
0.500 |
1.0069 |
|
0.382 |
1.0061 |
|
LOW |
1.0036 |
|
0.618 |
0.9995 |
|
1.000 |
0.9970 |
|
1.618 |
0.9929 |
|
2.618 |
0.9863 |
|
4.250 |
0.9756 |
|
|
| Fisher Pivots for day following 02-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0069 |
1.0102 |
| PP |
1.0068 |
1.0090 |
| S1 |
1.0068 |
1.0079 |
|