CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0155 |
1.0129 |
-0.0026 |
-0.3% |
1.0098 |
| High |
1.0172 |
1.0183 |
0.0011 |
0.1% |
1.0189 |
| Low |
1.0098 |
1.0117 |
0.0019 |
0.2% |
1.0032 |
| Close |
1.0125 |
1.0127 |
0.0002 |
0.0% |
1.0125 |
| Range |
0.0074 |
0.0066 |
-0.0008 |
-10.8% |
0.0157 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0000 |
| Volume |
26,475 |
19,940 |
-6,535 |
-24.7% |
155,783 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0300 |
1.0163 |
|
| R3 |
1.0274 |
1.0234 |
1.0145 |
|
| R2 |
1.0208 |
1.0208 |
1.0139 |
|
| R1 |
1.0168 |
1.0168 |
1.0133 |
1.0155 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0136 |
| S1 |
1.0102 |
1.0102 |
1.0121 |
1.0089 |
| S2 |
1.0076 |
1.0076 |
1.0115 |
|
| S3 |
1.0010 |
1.0036 |
1.0109 |
|
| S4 |
0.9944 |
0.9970 |
1.0091 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0513 |
1.0211 |
|
| R3 |
1.0429 |
1.0356 |
1.0168 |
|
| R2 |
1.0272 |
1.0272 |
1.0154 |
|
| R1 |
1.0199 |
1.0199 |
1.0139 |
1.0236 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0134 |
| S1 |
1.0042 |
1.0042 |
1.0111 |
1.0079 |
| S2 |
0.9958 |
0.9958 |
1.0096 |
|
| S3 |
0.9801 |
0.9885 |
1.0082 |
|
| S4 |
0.9644 |
0.9728 |
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 |
1.6% |
0.0080 |
0.8% |
61% |
False |
False |
35,144 |
| 10 |
1.0189 |
1.0021 |
0.0168 |
1.7% |
0.0070 |
0.7% |
63% |
False |
False |
31,185 |
| 20 |
1.0189 |
0.9972 |
0.0217 |
2.1% |
0.0063 |
0.6% |
71% |
False |
False |
27,397 |
| 40 |
1.0547 |
0.9972 |
0.0575 |
5.7% |
0.0061 |
0.6% |
27% |
False |
False |
26,762 |
| 60 |
1.0699 |
0.9972 |
0.0727 |
7.2% |
0.0064 |
0.6% |
21% |
False |
False |
24,714 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0069 |
0.7% |
15% |
False |
False |
18,634 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0075 |
0.7% |
15% |
False |
False |
14,916 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0070 |
0.7% |
15% |
False |
False |
12,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0464 |
|
2.618 |
1.0356 |
|
1.618 |
1.0290 |
|
1.000 |
1.0249 |
|
0.618 |
1.0224 |
|
HIGH |
1.0183 |
|
0.618 |
1.0158 |
|
0.500 |
1.0150 |
|
0.382 |
1.0142 |
|
LOW |
1.0117 |
|
0.618 |
1.0076 |
|
1.000 |
1.0051 |
|
1.618 |
1.0010 |
|
2.618 |
0.9944 |
|
4.250 |
0.9837 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0144 |
| PP |
1.0142 |
1.0138 |
| S1 |
1.0135 |
1.0133 |
|