CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0069 |
1.0109 |
0.0040 |
0.4% |
1.0045 |
| High |
1.0133 |
1.0127 |
-0.0006 |
-0.1% |
1.0133 |
| Low |
1.0068 |
1.0081 |
0.0013 |
0.1% |
1.0021 |
| Close |
1.0103 |
1.0101 |
-0.0002 |
0.0% |
1.0101 |
| Range |
0.0065 |
0.0046 |
-0.0019 |
-29.2% |
0.0112 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
26,120 |
25,413 |
-707 |
-2.7% |
136,127 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0241 |
1.0217 |
1.0126 |
|
| R3 |
1.0195 |
1.0171 |
1.0114 |
|
| R2 |
1.0149 |
1.0149 |
1.0109 |
|
| R1 |
1.0125 |
1.0125 |
1.0105 |
1.0114 |
| PP |
1.0103 |
1.0103 |
1.0103 |
1.0098 |
| S1 |
1.0079 |
1.0079 |
1.0097 |
1.0068 |
| S2 |
1.0057 |
1.0057 |
1.0093 |
|
| S3 |
1.0011 |
1.0033 |
1.0088 |
|
| S4 |
0.9965 |
0.9987 |
1.0076 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0373 |
1.0163 |
|
| R3 |
1.0309 |
1.0261 |
1.0132 |
|
| R2 |
1.0197 |
1.0197 |
1.0122 |
|
| R1 |
1.0149 |
1.0149 |
1.0111 |
1.0173 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0097 |
| S1 |
1.0037 |
1.0037 |
1.0091 |
1.0061 |
| S2 |
0.9973 |
0.9973 |
1.0080 |
|
| S3 |
0.9861 |
0.9925 |
1.0070 |
|
| S4 |
0.9749 |
0.9813 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0133 |
1.0021 |
0.0112 |
1.1% |
0.0060 |
0.6% |
71% |
False |
False |
27,225 |
| 10 |
1.0133 |
0.9985 |
0.0148 |
1.5% |
0.0056 |
0.6% |
78% |
False |
False |
25,207 |
| 20 |
1.0168 |
0.9972 |
0.0196 |
1.9% |
0.0057 |
0.6% |
66% |
False |
False |
25,796 |
| 40 |
1.0563 |
0.9972 |
0.0591 |
5.9% |
0.0059 |
0.6% |
22% |
False |
False |
24,876 |
| 60 |
1.0804 |
0.9972 |
0.0832 |
8.2% |
0.0064 |
0.6% |
16% |
False |
False |
21,878 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0070 |
0.7% |
13% |
False |
False |
16,443 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0074 |
0.7% |
13% |
False |
False |
13,159 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0069 |
0.7% |
13% |
False |
False |
10,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0323 |
|
2.618 |
1.0247 |
|
1.618 |
1.0201 |
|
1.000 |
1.0173 |
|
0.618 |
1.0155 |
|
HIGH |
1.0127 |
|
0.618 |
1.0109 |
|
0.500 |
1.0104 |
|
0.382 |
1.0099 |
|
LOW |
1.0081 |
|
0.618 |
1.0053 |
|
1.000 |
1.0035 |
|
1.618 |
1.0007 |
|
2.618 |
0.9961 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0104 |
1.0097 |
| PP |
1.0103 |
1.0092 |
| S1 |
1.0102 |
1.0088 |
|