CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0045 |
1.0057 |
0.0012 |
0.1% |
1.0161 |
| High |
1.0079 |
1.0069 |
-0.0010 |
-0.1% |
1.0168 |
| Low |
1.0034 |
1.0011 |
-0.0023 |
-0.2% |
1.0011 |
| Close |
1.0059 |
1.0028 |
-0.0031 |
-0.3% |
1.0028 |
| Range |
0.0045 |
0.0058 |
0.0013 |
28.9% |
0.0157 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
28,607 |
32,079 |
3,472 |
12.1% |
143,695 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0210 |
1.0177 |
1.0060 |
|
| R3 |
1.0152 |
1.0119 |
1.0044 |
|
| R2 |
1.0094 |
1.0094 |
1.0039 |
|
| R1 |
1.0061 |
1.0061 |
1.0033 |
1.0049 |
| PP |
1.0036 |
1.0036 |
1.0036 |
1.0030 |
| S1 |
1.0003 |
1.0003 |
1.0023 |
0.9991 |
| S2 |
0.9978 |
0.9978 |
1.0017 |
|
| S3 |
0.9920 |
0.9945 |
1.0012 |
|
| S4 |
0.9862 |
0.9887 |
0.9996 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0441 |
1.0114 |
|
| R3 |
1.0383 |
1.0284 |
1.0071 |
|
| R2 |
1.0226 |
1.0226 |
1.0057 |
|
| R1 |
1.0127 |
1.0127 |
1.0042 |
1.0098 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0055 |
| S1 |
0.9970 |
0.9970 |
1.0014 |
0.9941 |
| S2 |
0.9912 |
0.9912 |
0.9999 |
|
| S3 |
0.9755 |
0.9813 |
0.9985 |
|
| S4 |
0.9598 |
0.9656 |
0.9942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0168 |
1.0011 |
0.0157 |
1.6% |
0.0057 |
0.6% |
11% |
False |
True |
28,739 |
| 10 |
1.0305 |
1.0011 |
0.0294 |
2.9% |
0.0057 |
0.6% |
6% |
False |
True |
29,630 |
| 20 |
1.0547 |
1.0011 |
0.0536 |
5.3% |
0.0060 |
0.6% |
3% |
False |
True |
26,127 |
| 40 |
1.0699 |
1.0011 |
0.0688 |
6.9% |
0.0064 |
0.6% |
2% |
False |
True |
23,373 |
| 60 |
1.0991 |
1.0011 |
0.0980 |
9.8% |
0.0071 |
0.7% |
2% |
False |
True |
15,713 |
| 80 |
1.0991 |
1.0011 |
0.0980 |
9.8% |
0.0078 |
0.8% |
2% |
False |
True |
11,796 |
| 100 |
1.0991 |
1.0011 |
0.0980 |
9.8% |
0.0072 |
0.7% |
2% |
False |
True |
9,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0316 |
|
2.618 |
1.0221 |
|
1.618 |
1.0163 |
|
1.000 |
1.0127 |
|
0.618 |
1.0105 |
|
HIGH |
1.0069 |
|
0.618 |
1.0047 |
|
0.500 |
1.0040 |
|
0.382 |
1.0033 |
|
LOW |
1.0011 |
|
0.618 |
0.9975 |
|
1.000 |
0.9953 |
|
1.618 |
0.9917 |
|
2.618 |
0.9859 |
|
4.250 |
0.9765 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0040 |
1.0057 |
| PP |
1.0036 |
1.0047 |
| S1 |
1.0032 |
1.0038 |
|