CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0129 |
1.0130 |
0.0001 |
0.0% |
1.0098 |
| High |
1.0183 |
1.0182 |
-0.0001 |
0.0% |
1.0189 |
| Low |
1.0117 |
1.0117 |
0.0000 |
0.0% |
1.0032 |
| Close |
1.0127 |
1.0165 |
0.0038 |
0.4% |
1.0125 |
| Range |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0157 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
19,940 |
19,757 |
-183 |
-0.9% |
155,783 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0350 |
1.0322 |
1.0201 |
|
| R3 |
1.0285 |
1.0257 |
1.0183 |
|
| R2 |
1.0220 |
1.0220 |
1.0177 |
|
| R1 |
1.0192 |
1.0192 |
1.0171 |
1.0206 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0162 |
| S1 |
1.0127 |
1.0127 |
1.0159 |
1.0141 |
| S2 |
1.0090 |
1.0090 |
1.0153 |
|
| S3 |
1.0025 |
1.0062 |
1.0147 |
|
| S4 |
0.9960 |
0.9997 |
1.0129 |
|
|
| 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 |
1.0081 |
0.0108 |
1.1% |
0.0066 |
0.7% |
78% |
False |
False |
26,636 |
| 10 |
1.0189 |
1.0031 |
0.0158 |
1.6% |
0.0074 |
0.7% |
85% |
False |
False |
31,363 |
| 20 |
1.0189 |
0.9972 |
0.0217 |
2.1% |
0.0062 |
0.6% |
89% |
False |
False |
27,406 |
| 40 |
1.0547 |
0.9972 |
0.0575 |
5.7% |
0.0061 |
0.6% |
34% |
False |
False |
26,868 |
| 60 |
1.0699 |
0.9972 |
0.0727 |
7.2% |
0.0064 |
0.6% |
27% |
False |
False |
25,020 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0068 |
0.7% |
19% |
False |
False |
18,880 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0075 |
0.7% |
19% |
False |
False |
15,113 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0071 |
0.7% |
19% |
False |
False |
12,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0458 |
|
2.618 |
1.0352 |
|
1.618 |
1.0287 |
|
1.000 |
1.0247 |
|
0.618 |
1.0222 |
|
HIGH |
1.0182 |
|
0.618 |
1.0157 |
|
0.500 |
1.0150 |
|
0.382 |
1.0142 |
|
LOW |
1.0117 |
|
0.618 |
1.0077 |
|
1.000 |
1.0052 |
|
1.618 |
1.0012 |
|
2.618 |
0.9947 |
|
4.250 |
0.9841 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0157 |
| PP |
1.0155 |
1.0149 |
| S1 |
1.0150 |
1.0141 |
|