CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9996 |
1.0025 |
0.0029 |
0.3% |
1.0029 |
| High |
1.0052 |
1.0069 |
0.0017 |
0.2% |
1.0052 |
| Low |
0.9988 |
1.0018 |
0.0030 |
0.3% |
0.9972 |
| Close |
1.0018 |
1.0026 |
0.0008 |
0.1% |
1.0018 |
| Range |
0.0064 |
0.0051 |
-0.0013 |
-20.3% |
0.0080 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
23,817 |
24,580 |
763 |
3.2% |
120,160 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0159 |
1.0054 |
|
| R3 |
1.0140 |
1.0108 |
1.0040 |
|
| R2 |
1.0089 |
1.0089 |
1.0035 |
|
| R1 |
1.0057 |
1.0057 |
1.0031 |
1.0073 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0046 |
| S1 |
1.0006 |
1.0006 |
1.0021 |
1.0022 |
| S2 |
0.9987 |
0.9987 |
1.0017 |
|
| S3 |
0.9936 |
0.9955 |
1.0012 |
|
| S4 |
0.9885 |
0.9904 |
0.9998 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0216 |
1.0062 |
|
| R3 |
1.0174 |
1.0136 |
1.0040 |
|
| R2 |
1.0094 |
1.0094 |
1.0033 |
|
| R1 |
1.0056 |
1.0056 |
1.0025 |
1.0035 |
| PP |
1.0014 |
1.0014 |
1.0014 |
1.0004 |
| S1 |
0.9976 |
0.9976 |
1.0011 |
0.9955 |
| S2 |
0.9934 |
0.9934 |
1.0003 |
|
| S3 |
0.9854 |
0.9896 |
0.9996 |
|
| S4 |
0.9774 |
0.9816 |
0.9974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0069 |
0.9972 |
0.0097 |
1.0% |
0.0054 |
0.5% |
56% |
True |
False |
25,031 |
| 10 |
1.0136 |
0.9972 |
0.0164 |
1.6% |
0.0058 |
0.6% |
33% |
False |
False |
26,336 |
| 20 |
1.0489 |
0.9972 |
0.0517 |
5.2% |
0.0060 |
0.6% |
10% |
False |
False |
27,390 |
| 40 |
1.0676 |
0.9972 |
0.0704 |
7.0% |
0.0062 |
0.6% |
8% |
False |
False |
24,710 |
| 60 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0068 |
0.7% |
5% |
False |
False |
18,118 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0076 |
0.8% |
5% |
False |
False |
13,602 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0073 |
0.7% |
5% |
False |
False |
10,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0203 |
|
1.618 |
1.0152 |
|
1.000 |
1.0120 |
|
0.618 |
1.0101 |
|
HIGH |
1.0069 |
|
0.618 |
1.0050 |
|
0.500 |
1.0044 |
|
0.382 |
1.0037 |
|
LOW |
1.0018 |
|
0.618 |
0.9986 |
|
1.000 |
0.9967 |
|
1.618 |
0.9935 |
|
2.618 |
0.9884 |
|
4.250 |
0.9801 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0044 |
1.0024 |
| PP |
1.0038 |
1.0022 |
| S1 |
1.0032 |
1.0021 |
|