CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0052 |
1.0094 |
0.0042 |
0.4% |
1.0025 |
| High |
1.0104 |
1.0128 |
0.0024 |
0.2% |
1.0072 |
| Low |
1.0031 |
1.0042 |
0.0011 |
0.1% |
0.9985 |
| Close |
1.0092 |
1.0059 |
-0.0033 |
-0.3% |
1.0045 |
| Range |
0.0073 |
0.0086 |
0.0013 |
17.8% |
0.0087 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.5% |
0.0000 |
| Volume |
27,909 |
38,717 |
10,808 |
38.7% |
115,943 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0283 |
1.0106 |
|
| R3 |
1.0248 |
1.0197 |
1.0083 |
|
| R2 |
1.0162 |
1.0162 |
1.0075 |
|
| R1 |
1.0111 |
1.0111 |
1.0067 |
1.0094 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0068 |
| S1 |
1.0025 |
1.0025 |
1.0051 |
1.0008 |
| S2 |
0.9990 |
0.9990 |
1.0043 |
|
| S3 |
0.9904 |
0.9939 |
1.0035 |
|
| S4 |
0.9818 |
0.9853 |
1.0012 |
|
|
| 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 |
1.0128 |
0.9989 |
0.0139 |
1.4% |
0.0061 |
0.6% |
50% |
True |
False |
25,598 |
| 10 |
1.0128 |
0.9972 |
0.0156 |
1.6% |
0.0058 |
0.6% |
56% |
True |
False |
24,847 |
| 20 |
1.0228 |
0.9972 |
0.0256 |
2.5% |
0.0058 |
0.6% |
34% |
False |
False |
26,509 |
| 40 |
1.0639 |
0.9972 |
0.0667 |
6.6% |
0.0060 |
0.6% |
13% |
False |
False |
24,931 |
| 60 |
1.0804 |
0.9972 |
0.0832 |
8.3% |
0.0065 |
0.6% |
10% |
False |
False |
21,041 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0071 |
0.7% |
9% |
False |
False |
15,799 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0074 |
0.7% |
9% |
False |
False |
12,644 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0069 |
0.7% |
9% |
False |
False |
10,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0494 |
|
2.618 |
1.0353 |
|
1.618 |
1.0267 |
|
1.000 |
1.0214 |
|
0.618 |
1.0181 |
|
HIGH |
1.0128 |
|
0.618 |
1.0095 |
|
0.500 |
1.0085 |
|
0.382 |
1.0075 |
|
LOW |
1.0042 |
|
0.618 |
0.9989 |
|
1.000 |
0.9956 |
|
1.618 |
0.9903 |
|
2.618 |
0.9817 |
|
4.250 |
0.9677 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0075 |
| PP |
1.0076 |
1.0069 |
| S1 |
1.0068 |
1.0064 |
|