CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0167 |
0.0037 |
0.4% |
1.0098 |
| High |
1.0182 |
1.0176 |
-0.0006 |
-0.1% |
1.0189 |
| Low |
1.0117 |
1.0124 |
0.0007 |
0.1% |
1.0032 |
| Close |
1.0165 |
1.0152 |
-0.0013 |
-0.1% |
1.0125 |
| Range |
0.0065 |
0.0052 |
-0.0013 |
-20.0% |
0.0157 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
19,757 |
23,861 |
4,104 |
20.8% |
155,783 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0281 |
1.0181 |
|
| R3 |
1.0255 |
1.0229 |
1.0166 |
|
| R2 |
1.0203 |
1.0203 |
1.0162 |
|
| R1 |
1.0177 |
1.0177 |
1.0157 |
1.0164 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0144 |
| S1 |
1.0125 |
1.0125 |
1.0147 |
1.0112 |
| S2 |
1.0099 |
1.0099 |
1.0142 |
|
| S3 |
1.0047 |
1.0073 |
1.0138 |
|
| S4 |
0.9995 |
1.0021 |
1.0123 |
|
|
| 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 |
1.0098 |
0.0091 |
0.9% |
0.0065 |
0.6% |
59% |
False |
False |
24,549 |
| 10 |
1.0189 |
1.0032 |
0.0157 |
1.5% |
0.0072 |
0.7% |
76% |
False |
False |
30,959 |
| 20 |
1.0189 |
0.9972 |
0.0217 |
2.1% |
0.0063 |
0.6% |
83% |
False |
False |
27,070 |
| 40 |
1.0522 |
0.9972 |
0.0550 |
5.4% |
0.0061 |
0.6% |
33% |
False |
False |
26,908 |
| 60 |
1.0699 |
0.9972 |
0.0727 |
7.2% |
0.0064 |
0.6% |
25% |
False |
False |
25,276 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0068 |
0.7% |
18% |
False |
False |
19,178 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0074 |
0.7% |
18% |
False |
False |
15,352 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0071 |
0.7% |
18% |
False |
False |
12,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0397 |
|
2.618 |
1.0312 |
|
1.618 |
1.0260 |
|
1.000 |
1.0228 |
|
0.618 |
1.0208 |
|
HIGH |
1.0176 |
|
0.618 |
1.0156 |
|
0.500 |
1.0150 |
|
0.382 |
1.0144 |
|
LOW |
1.0124 |
|
0.618 |
1.0092 |
|
1.000 |
1.0072 |
|
1.618 |
1.0040 |
|
2.618 |
0.9988 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0151 |
1.0151 |
| PP |
1.0151 |
1.0151 |
| S1 |
1.0150 |
1.0150 |
|