CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0107 |
1.0120 |
0.0013 |
0.1% |
1.0045 |
| High |
1.0138 |
1.0189 |
0.0051 |
0.5% |
1.0133 |
| Low |
1.0081 |
1.0120 |
0.0039 |
0.4% |
1.0021 |
| Close |
1.0124 |
1.0164 |
0.0040 |
0.4% |
1.0101 |
| Range |
0.0057 |
0.0069 |
0.0012 |
21.1% |
0.0112 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.5% |
0.0000 |
| Volume |
34,297 |
32,714 |
-1,583 |
-4.6% |
136,127 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0365 |
1.0333 |
1.0202 |
|
| R3 |
1.0296 |
1.0264 |
1.0183 |
|
| R2 |
1.0227 |
1.0227 |
1.0177 |
|
| R1 |
1.0195 |
1.0195 |
1.0170 |
1.0211 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0166 |
| S1 |
1.0126 |
1.0126 |
1.0158 |
1.0142 |
| S2 |
1.0089 |
1.0089 |
1.0151 |
|
| S3 |
1.0020 |
1.0057 |
1.0145 |
|
| S4 |
0.9951 |
0.9988 |
1.0126 |
|
|
| 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 |
1.0189 |
1.0032 |
0.0157 |
1.5% |
0.0075 |
0.7% |
84% |
True |
False |
36,168 |
| 10 |
1.0189 |
0.9989 |
0.0200 |
2.0% |
0.0068 |
0.7% |
87% |
True |
False |
30,883 |
| 20 |
1.0189 |
0.9972 |
0.0217 |
2.1% |
0.0061 |
0.6% |
88% |
True |
False |
28,111 |
| 40 |
1.0547 |
0.9972 |
0.0575 |
5.7% |
0.0061 |
0.6% |
33% |
False |
False |
26,683 |
| 60 |
1.0781 |
0.9972 |
0.0809 |
8.0% |
0.0065 |
0.6% |
24% |
False |
False |
24,003 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0070 |
0.7% |
19% |
False |
False |
18,059 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0075 |
0.7% |
19% |
False |
False |
14,452 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0070 |
0.7% |
19% |
False |
False |
12,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0482 |
|
2.618 |
1.0370 |
|
1.618 |
1.0301 |
|
1.000 |
1.0258 |
|
0.618 |
1.0232 |
|
HIGH |
1.0189 |
|
0.618 |
1.0163 |
|
0.500 |
1.0155 |
|
0.382 |
1.0146 |
|
LOW |
1.0120 |
|
0.618 |
1.0077 |
|
1.000 |
1.0051 |
|
1.618 |
1.0008 |
|
2.618 |
0.9939 |
|
4.250 |
0.9827 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0146 |
| PP |
1.0158 |
1.0128 |
| S1 |
1.0155 |
1.0111 |
|