CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0109 |
1.0098 |
-0.0011 |
-0.1% |
1.0045 |
| High |
1.0127 |
1.0168 |
0.0041 |
0.4% |
1.0133 |
| Low |
1.0081 |
1.0032 |
-0.0049 |
-0.5% |
1.0021 |
| Close |
1.0101 |
1.0138 |
0.0037 |
0.4% |
1.0101 |
| Range |
0.0046 |
0.0136 |
0.0090 |
195.7% |
0.0112 |
| ATR |
0.0060 |
0.0065 |
0.0005 |
9.1% |
0.0000 |
| Volume |
25,413 |
62,297 |
36,884 |
145.1% |
136,127 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0465 |
1.0213 |
|
| R3 |
1.0385 |
1.0329 |
1.0175 |
|
| R2 |
1.0249 |
1.0249 |
1.0163 |
|
| R1 |
1.0193 |
1.0193 |
1.0150 |
1.0221 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0127 |
| S1 |
1.0057 |
1.0057 |
1.0126 |
1.0085 |
| S2 |
0.9977 |
0.9977 |
1.0113 |
|
| S3 |
0.9841 |
0.9921 |
1.0101 |
|
| S4 |
0.9705 |
0.9785 |
1.0063 |
|
|
| 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 |
1.0168 |
1.0031 |
0.0137 |
1.4% |
0.0081 |
0.8% |
78% |
True |
False |
36,091 |
| 10 |
1.0168 |
0.9985 |
0.0183 |
1.8% |
0.0065 |
0.6% |
84% |
True |
False |
28,978 |
| 20 |
1.0168 |
0.9972 |
0.0196 |
1.9% |
0.0061 |
0.6% |
85% |
True |
False |
27,657 |
| 40 |
1.0554 |
0.9972 |
0.0582 |
5.7% |
0.0061 |
0.6% |
29% |
False |
False |
26,085 |
| 60 |
1.0786 |
0.9972 |
0.0814 |
8.0% |
0.0065 |
0.6% |
20% |
False |
False |
22,903 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0071 |
0.7% |
16% |
False |
False |
17,222 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0074 |
0.7% |
16% |
False |
False |
13,782 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0070 |
0.7% |
16% |
False |
False |
11,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0746 |
|
2.618 |
1.0524 |
|
1.618 |
1.0388 |
|
1.000 |
1.0304 |
|
0.618 |
1.0252 |
|
HIGH |
1.0168 |
|
0.618 |
1.0116 |
|
0.500 |
1.0100 |
|
0.382 |
1.0084 |
|
LOW |
1.0032 |
|
0.618 |
0.9948 |
|
1.000 |
0.9896 |
|
1.618 |
0.9812 |
|
2.618 |
0.9676 |
|
4.250 |
0.9454 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0125 |
1.0125 |
| PP |
1.0113 |
1.0113 |
| S1 |
1.0100 |
1.0100 |
|