CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0029 |
1.0001 |
-0.0028 |
-0.3% |
1.0161 |
| High |
1.0048 |
1.0028 |
-0.0020 |
-0.2% |
1.0168 |
| Low |
0.9977 |
0.9986 |
0.0009 |
0.1% |
1.0011 |
| Close |
1.0005 |
1.0010 |
0.0005 |
0.0% |
1.0028 |
| Range |
0.0071 |
0.0042 |
-0.0029 |
-40.8% |
0.0157 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
19,584 |
30,569 |
10,985 |
56.1% |
143,695 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0134 |
1.0114 |
1.0033 |
|
| R3 |
1.0092 |
1.0072 |
1.0022 |
|
| R2 |
1.0050 |
1.0050 |
1.0018 |
|
| R1 |
1.0030 |
1.0030 |
1.0014 |
1.0040 |
| PP |
1.0008 |
1.0008 |
1.0008 |
1.0013 |
| S1 |
0.9988 |
0.9988 |
1.0006 |
0.9998 |
| S2 |
0.9966 |
0.9966 |
1.0002 |
|
| S3 |
0.9924 |
0.9946 |
0.9998 |
|
| S4 |
0.9882 |
0.9904 |
0.9987 |
|
|
| 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 |
1.0102 |
0.9977 |
0.0125 |
1.2% |
0.0056 |
0.6% |
26% |
False |
False |
29,814 |
| 10 |
1.0261 |
0.9977 |
0.0284 |
2.8% |
0.0060 |
0.6% |
12% |
False |
False |
28,611 |
| 20 |
1.0522 |
0.9977 |
0.0545 |
5.4% |
0.0060 |
0.6% |
6% |
False |
False |
26,745 |
| 40 |
1.0699 |
0.9977 |
0.0722 |
7.2% |
0.0064 |
0.6% |
5% |
False |
False |
24,379 |
| 60 |
1.0991 |
0.9977 |
0.1014 |
10.1% |
0.0070 |
0.7% |
3% |
False |
False |
16,547 |
| 80 |
1.0991 |
0.9977 |
0.1014 |
10.1% |
0.0077 |
0.8% |
3% |
False |
False |
12,422 |
| 100 |
1.0991 |
0.9977 |
0.1014 |
10.1% |
0.0072 |
0.7% |
3% |
False |
False |
9,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0207 |
|
2.618 |
1.0138 |
|
1.618 |
1.0096 |
|
1.000 |
1.0070 |
|
0.618 |
1.0054 |
|
HIGH |
1.0028 |
|
0.618 |
1.0012 |
|
0.500 |
1.0007 |
|
0.382 |
1.0002 |
|
LOW |
0.9986 |
|
0.618 |
0.9960 |
|
1.000 |
0.9944 |
|
1.618 |
0.9918 |
|
2.618 |
0.9876 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0009 |
1.0023 |
| PP |
1.0008 |
1.0019 |
| S1 |
1.0007 |
1.0014 |
|