CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
1.0023 |
-0.0012 |
-0.1% |
1.0165 |
| High |
1.0056 |
1.0058 |
0.0002 |
0.0% |
1.0180 |
| Low |
1.0014 |
1.0010 |
-0.0004 |
0.0% |
1.0014 |
| Close |
1.0028 |
1.0055 |
0.0027 |
0.3% |
1.0028 |
| Range |
0.0042 |
0.0048 |
0.0006 |
14.3% |
0.0166 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
11,660 |
1,361 |
-10,299 |
-88.3% |
189,198 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0168 |
1.0081 |
|
| R3 |
1.0137 |
1.0120 |
1.0068 |
|
| R2 |
1.0089 |
1.0089 |
1.0064 |
|
| R1 |
1.0072 |
1.0072 |
1.0059 |
1.0081 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0045 |
| S1 |
1.0024 |
1.0024 |
1.0051 |
1.0033 |
| S2 |
0.9993 |
0.9993 |
1.0046 |
|
| S3 |
0.9945 |
0.9976 |
1.0042 |
|
| S4 |
0.9897 |
0.9928 |
1.0029 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0572 |
1.0466 |
1.0119 |
|
| R3 |
1.0406 |
1.0300 |
1.0074 |
|
| R2 |
1.0240 |
1.0240 |
1.0058 |
|
| R1 |
1.0134 |
1.0134 |
1.0043 |
1.0104 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0059 |
| S1 |
0.9968 |
0.9968 |
1.0013 |
0.9938 |
| S2 |
0.9908 |
0.9908 |
0.9998 |
|
| S3 |
0.9742 |
0.9802 |
0.9982 |
|
| S4 |
0.9576 |
0.9636 |
0.9937 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0180 |
1.0010 |
0.0170 |
1.7% |
0.0071 |
0.7% |
26% |
False |
True |
32,944 |
| 10 |
1.0223 |
1.0010 |
0.0213 |
2.1% |
0.0068 |
0.7% |
21% |
False |
True |
28,507 |
| 20 |
1.0223 |
1.0010 |
0.0213 |
2.1% |
0.0069 |
0.7% |
21% |
False |
True |
29,846 |
| 40 |
1.0305 |
0.9972 |
0.0333 |
3.3% |
0.0063 |
0.6% |
25% |
False |
False |
28,233 |
| 60 |
1.0676 |
0.9972 |
0.0704 |
7.0% |
0.0063 |
0.6% |
12% |
False |
False |
26,295 |
| 80 |
1.0825 |
0.9972 |
0.0853 |
8.5% |
0.0066 |
0.7% |
10% |
False |
False |
22,188 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0072 |
0.7% |
8% |
False |
False |
17,763 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0073 |
0.7% |
8% |
False |
False |
14,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0262 |
|
2.618 |
1.0184 |
|
1.618 |
1.0136 |
|
1.000 |
1.0106 |
|
0.618 |
1.0088 |
|
HIGH |
1.0058 |
|
0.618 |
1.0040 |
|
0.500 |
1.0034 |
|
0.382 |
1.0028 |
|
LOW |
1.0010 |
|
0.618 |
0.9980 |
|
1.000 |
0.9962 |
|
1.618 |
0.9932 |
|
2.618 |
0.9884 |
|
4.250 |
0.9806 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0095 |
| PP |
1.0041 |
1.0082 |
| S1 |
1.0034 |
1.0068 |
|