CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0025 |
1.0024 |
-0.0001 |
0.0% |
1.0029 |
| High |
1.0069 |
1.0043 |
-0.0026 |
-0.3% |
1.0052 |
| Low |
1.0018 |
0.9985 |
-0.0033 |
-0.3% |
0.9972 |
| Close |
1.0026 |
1.0004 |
-0.0022 |
-0.2% |
1.0018 |
| Range |
0.0051 |
0.0058 |
0.0007 |
13.7% |
0.0080 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
24,580 |
26,215 |
1,635 |
6.7% |
120,160 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0152 |
1.0036 |
|
| R3 |
1.0127 |
1.0094 |
1.0020 |
|
| R2 |
1.0069 |
1.0069 |
1.0015 |
|
| R1 |
1.0036 |
1.0036 |
1.0009 |
1.0024 |
| PP |
1.0011 |
1.0011 |
1.0011 |
1.0004 |
| S1 |
0.9978 |
0.9978 |
0.9999 |
0.9966 |
| S2 |
0.9953 |
0.9953 |
0.9993 |
|
| S3 |
0.9895 |
0.9920 |
0.9988 |
|
| S4 |
0.9837 |
0.9862 |
0.9972 |
|
|
| 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% |
0.0058 |
0.6% |
33% |
False |
False |
24,160 |
| 10 |
1.0102 |
0.9972 |
0.0130 |
1.3% |
0.0057 |
0.6% |
25% |
False |
False |
26,987 |
| 20 |
1.0412 |
0.9972 |
0.0440 |
4.4% |
0.0057 |
0.6% |
7% |
False |
False |
27,440 |
| 40 |
1.0676 |
0.9972 |
0.0704 |
7.0% |
0.0062 |
0.6% |
5% |
False |
False |
24,876 |
| 60 |
1.0900 |
0.9972 |
0.0928 |
9.3% |
0.0067 |
0.7% |
3% |
False |
False |
18,554 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0075 |
0.7% |
3% |
False |
False |
13,929 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0073 |
0.7% |
3% |
False |
False |
11,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0195 |
|
1.618 |
1.0137 |
|
1.000 |
1.0101 |
|
0.618 |
1.0079 |
|
HIGH |
1.0043 |
|
0.618 |
1.0021 |
|
0.500 |
1.0014 |
|
0.382 |
1.0007 |
|
LOW |
0.9985 |
|
0.618 |
0.9949 |
|
1.000 |
0.9927 |
|
1.618 |
0.9891 |
|
2.618 |
0.9833 |
|
4.250 |
0.9739 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0014 |
1.0027 |
| PP |
1.0011 |
1.0019 |
| S1 |
1.0007 |
1.0012 |
|