CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0152 |
-0.0013 |
-0.1% |
1.0129 |
| High |
1.0169 |
1.0178 |
0.0009 |
0.1% |
1.0223 |
| Low |
1.0133 |
1.0122 |
-0.0011 |
-0.1% |
1.0117 |
| Close |
1.0158 |
1.0147 |
-0.0011 |
-0.1% |
1.0157 |
| Range |
0.0036 |
0.0056 |
0.0020 |
55.6% |
0.0106 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
25,839 |
32,312 |
6,473 |
25.1% |
114,452 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0317 |
1.0288 |
1.0178 |
|
| R3 |
1.0261 |
1.0232 |
1.0162 |
|
| R2 |
1.0205 |
1.0205 |
1.0157 |
|
| R1 |
1.0176 |
1.0176 |
1.0152 |
1.0163 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0142 |
| S1 |
1.0120 |
1.0120 |
1.0142 |
1.0107 |
| S2 |
1.0093 |
1.0093 |
1.0137 |
|
| S3 |
1.0037 |
1.0064 |
1.0132 |
|
| S4 |
0.9981 |
1.0008 |
1.0116 |
|
|
| 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 |
1.0119 |
0.0104 |
1.0% |
0.0063 |
0.6% |
27% |
False |
False |
26,581 |
| 10 |
1.0223 |
1.0081 |
0.0142 |
1.4% |
0.0065 |
0.6% |
46% |
False |
False |
26,608 |
| 20 |
1.0223 |
0.9985 |
0.0238 |
2.3% |
0.0065 |
0.6% |
68% |
False |
False |
27,793 |
| 40 |
1.0489 |
0.9972 |
0.0517 |
5.1% |
0.0062 |
0.6% |
34% |
False |
False |
27,592 |
| 60 |
1.0676 |
0.9972 |
0.0704 |
6.9% |
0.0063 |
0.6% |
25% |
False |
False |
25,738 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0067 |
0.7% |
17% |
False |
False |
20,537 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0073 |
0.7% |
17% |
False |
False |
16,440 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0072 |
0.7% |
17% |
False |
False |
13,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0416 |
|
2.618 |
1.0325 |
|
1.618 |
1.0269 |
|
1.000 |
1.0234 |
|
0.618 |
1.0213 |
|
HIGH |
1.0178 |
|
0.618 |
1.0157 |
|
0.500 |
1.0150 |
|
0.382 |
1.0143 |
|
LOW |
1.0122 |
|
0.618 |
1.0087 |
|
1.000 |
1.0066 |
|
1.618 |
1.0031 |
|
2.618 |
0.9975 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0166 |
| PP |
1.0149 |
1.0160 |
| S1 |
1.0148 |
1.0153 |
|