CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0045 |
1.0052 |
0.0007 |
0.1% |
1.0025 |
| High |
1.0053 |
1.0104 |
0.0051 |
0.5% |
1.0072 |
| Low |
1.0021 |
1.0031 |
0.0010 |
0.1% |
0.9985 |
| Close |
1.0045 |
1.0092 |
0.0047 |
0.5% |
1.0045 |
| Range |
0.0032 |
0.0073 |
0.0041 |
128.1% |
0.0087 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.0% |
0.0000 |
| Volume |
17,968 |
27,909 |
9,941 |
55.3% |
115,943 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0266 |
1.0132 |
|
| R3 |
1.0222 |
1.0193 |
1.0112 |
|
| R2 |
1.0149 |
1.0149 |
1.0105 |
|
| R1 |
1.0120 |
1.0120 |
1.0099 |
1.0135 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0083 |
| S1 |
1.0047 |
1.0047 |
1.0085 |
1.0062 |
| S2 |
1.0003 |
1.0003 |
1.0079 |
|
| S3 |
0.9930 |
0.9974 |
1.0072 |
|
| S4 |
0.9857 |
0.9901 |
1.0052 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0257 |
1.0093 |
|
| R3 |
1.0208 |
1.0170 |
1.0069 |
|
| R2 |
1.0121 |
1.0121 |
1.0061 |
|
| R1 |
1.0083 |
1.0083 |
1.0053 |
1.0102 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0044 |
| S1 |
0.9996 |
0.9996 |
1.0037 |
1.0015 |
| S2 |
0.9947 |
0.9947 |
1.0029 |
|
| S3 |
0.9860 |
0.9909 |
1.0021 |
|
| S4 |
0.9773 |
0.9822 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0104 |
0.9989 |
0.0115 |
1.1% |
0.0051 |
0.5% |
90% |
True |
False |
22,205 |
| 10 |
1.0104 |
0.9972 |
0.0132 |
1.3% |
0.0054 |
0.5% |
91% |
True |
False |
23,182 |
| 20 |
1.0261 |
0.9972 |
0.0289 |
2.9% |
0.0057 |
0.6% |
42% |
False |
False |
25,896 |
| 40 |
1.0674 |
0.9972 |
0.0702 |
7.0% |
0.0060 |
0.6% |
17% |
False |
False |
24,535 |
| 60 |
1.0804 |
0.9972 |
0.0832 |
8.2% |
0.0065 |
0.6% |
14% |
False |
False |
20,400 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0071 |
0.7% |
12% |
False |
False |
15,316 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0074 |
0.7% |
12% |
False |
False |
12,257 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0069 |
0.7% |
12% |
False |
False |
10,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0414 |
|
2.618 |
1.0295 |
|
1.618 |
1.0222 |
|
1.000 |
1.0177 |
|
0.618 |
1.0149 |
|
HIGH |
1.0104 |
|
0.618 |
1.0076 |
|
0.500 |
1.0068 |
|
0.382 |
1.0059 |
|
LOW |
1.0031 |
|
0.618 |
0.9986 |
|
1.000 |
0.9958 |
|
1.618 |
0.9913 |
|
2.618 |
0.9840 |
|
4.250 |
0.9721 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0084 |
1.0079 |
| PP |
1.0076 |
1.0067 |
| S1 |
1.0068 |
1.0054 |
|