CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0212 |
0.0061 |
0.6% |
1.0129 |
| High |
1.0223 |
1.0213 |
-0.0010 |
-0.1% |
1.0223 |
| Low |
1.0144 |
1.0119 |
-0.0025 |
-0.2% |
1.0117 |
| Close |
1.0208 |
1.0157 |
-0.0051 |
-0.5% |
1.0157 |
| Range |
0.0079 |
0.0094 |
0.0015 |
19.0% |
0.0106 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.1% |
0.0000 |
| Volume |
25,339 |
25,555 |
216 |
0.9% |
114,452 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0395 |
1.0209 |
|
| R3 |
1.0351 |
1.0301 |
1.0183 |
|
| R2 |
1.0257 |
1.0257 |
1.0174 |
|
| R1 |
1.0207 |
1.0207 |
1.0166 |
1.0185 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0152 |
| S1 |
1.0113 |
1.0113 |
1.0148 |
1.0091 |
| S2 |
1.0069 |
1.0069 |
1.0140 |
|
| S3 |
0.9975 |
1.0019 |
1.0131 |
|
| S4 |
0.9881 |
0.9925 |
1.0105 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0484 |
1.0426 |
1.0215 |
|
| R3 |
1.0378 |
1.0320 |
1.0186 |
|
| R2 |
1.0272 |
1.0272 |
1.0176 |
|
| R1 |
1.0214 |
1.0214 |
1.0167 |
1.0243 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0180 |
| S1 |
1.0108 |
1.0108 |
1.0147 |
1.0137 |
| S2 |
1.0060 |
1.0060 |
1.0138 |
|
| S3 |
0.9954 |
1.0002 |
1.0128 |
|
| S4 |
0.9848 |
0.9896 |
1.0099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0223 |
1.0117 |
0.0106 |
1.0% |
0.0071 |
0.7% |
38% |
False |
False |
22,890 |
| 10 |
1.0223 |
1.0032 |
0.0191 |
1.9% |
0.0074 |
0.7% |
65% |
False |
False |
29,564 |
| 20 |
1.0223 |
0.9985 |
0.0238 |
2.3% |
0.0066 |
0.6% |
72% |
False |
False |
27,306 |
| 40 |
1.0494 |
0.9972 |
0.0522 |
5.1% |
0.0063 |
0.6% |
35% |
False |
False |
26,964 |
| 60 |
1.0688 |
0.9972 |
0.0716 |
7.0% |
0.0064 |
0.6% |
26% |
False |
False |
25,552 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0069 |
0.7% |
18% |
False |
False |
19,813 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0074 |
0.7% |
18% |
False |
False |
15,858 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0071 |
0.7% |
18% |
False |
False |
13,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0613 |
|
2.618 |
1.0459 |
|
1.618 |
1.0365 |
|
1.000 |
1.0307 |
|
0.618 |
1.0271 |
|
HIGH |
1.0213 |
|
0.618 |
1.0177 |
|
0.500 |
1.0166 |
|
0.382 |
1.0155 |
|
LOW |
1.0119 |
|
0.618 |
1.0061 |
|
1.000 |
1.0025 |
|
1.618 |
0.9967 |
|
2.618 |
0.9873 |
|
4.250 |
0.9720 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0166 |
1.0171 |
| PP |
1.0163 |
1.0166 |
| S1 |
1.0160 |
1.0162 |
|