CME Swiss Franc Future June 2018
Trading Metrics calculated at close of trading on 24-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
Open |
1.0094 |
1.0069 |
-0.0025 |
-0.2% |
1.0025 |
High |
1.0128 |
1.0133 |
0.0005 |
0.0% |
1.0072 |
Low |
1.0042 |
1.0068 |
0.0026 |
0.3% |
0.9985 |
Close |
1.0059 |
1.0103 |
0.0044 |
0.4% |
1.0045 |
Range |
0.0086 |
0.0065 |
-0.0021 |
-24.4% |
0.0087 |
ATR |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0000 |
Volume |
38,717 |
26,120 |
-12,597 |
-32.5% |
115,943 |
|
Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0296 |
1.0265 |
1.0139 |
|
R3 |
1.0231 |
1.0200 |
1.0121 |
|
R2 |
1.0166 |
1.0166 |
1.0115 |
|
R1 |
1.0135 |
1.0135 |
1.0109 |
1.0151 |
PP |
1.0101 |
1.0101 |
1.0101 |
1.0109 |
S1 |
1.0070 |
1.0070 |
1.0097 |
1.0086 |
S2 |
1.0036 |
1.0036 |
1.0091 |
|
S3 |
0.9971 |
1.0005 |
1.0085 |
|
S4 |
0.9906 |
0.9940 |
1.0067 |
|
|
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 |
1.0133 |
1.0004 |
0.0129 |
1.3% |
0.0065 |
0.6% |
77% |
True |
False |
26,607 |
10 |
1.0133 |
0.9985 |
0.0148 |
1.5% |
0.0058 |
0.6% |
80% |
True |
False |
25,047 |
20 |
1.0169 |
0.9972 |
0.0197 |
1.9% |
0.0057 |
0.6% |
66% |
False |
False |
26,245 |
40 |
1.0563 |
0.9972 |
0.0591 |
5.8% |
0.0059 |
0.6% |
22% |
False |
False |
24,858 |
60 |
1.0804 |
0.9972 |
0.0832 |
8.2% |
0.0065 |
0.6% |
16% |
False |
False |
21,467 |
80 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0071 |
0.7% |
13% |
False |
False |
16,125 |
100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0074 |
0.7% |
13% |
False |
False |
12,905 |
120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0069 |
0.7% |
13% |
False |
False |
10,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0409 |
2.618 |
1.0303 |
1.618 |
1.0238 |
1.000 |
1.0198 |
0.618 |
1.0173 |
HIGH |
1.0133 |
0.618 |
1.0108 |
0.500 |
1.0101 |
0.382 |
1.0093 |
LOW |
1.0068 |
0.618 |
1.0028 |
1.000 |
1.0003 |
1.618 |
0.9963 |
2.618 |
0.9898 |
4.250 |
0.9792 |
|
|
Fisher Pivots for day following 24-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0102 |
1.0096 |
PP |
1.0101 |
1.0089 |
S1 |
1.0101 |
1.0082 |
|