CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0182 |
-0.0008 |
-0.1% |
1.0126 |
| High |
1.0207 |
1.0250 |
0.0043 |
0.4% |
1.0214 |
| Low |
1.0165 |
1.0116 |
-0.0049 |
-0.5% |
1.0103 |
| Close |
1.0185 |
1.0221 |
0.0036 |
0.4% |
1.0185 |
| Range |
0.0042 |
0.0134 |
0.0092 |
219.0% |
0.0111 |
| ATR |
0.0056 |
0.0061 |
0.0006 |
10.0% |
0.0000 |
| Volume |
97 |
625 |
528 |
544.3% |
4,488 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0598 |
1.0543 |
1.0295 |
|
| R3 |
1.0464 |
1.0409 |
1.0258 |
|
| R2 |
1.0330 |
1.0330 |
1.0246 |
|
| R1 |
1.0275 |
1.0275 |
1.0233 |
1.0303 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0209 |
| S1 |
1.0141 |
1.0141 |
1.0209 |
1.0169 |
| S2 |
1.0062 |
1.0062 |
1.0196 |
|
| S3 |
0.9928 |
1.0007 |
1.0184 |
|
| S4 |
0.9794 |
0.9873 |
1.0147 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0500 |
1.0454 |
1.0246 |
|
| R3 |
1.0389 |
1.0343 |
1.0216 |
|
| R2 |
1.0278 |
1.0278 |
1.0205 |
|
| R1 |
1.0232 |
1.0232 |
1.0195 |
1.0255 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0179 |
| S1 |
1.0121 |
1.0121 |
1.0175 |
1.0144 |
| S2 |
1.0056 |
1.0056 |
1.0165 |
|
| S3 |
0.9945 |
1.0010 |
1.0154 |
|
| S4 |
0.9834 |
0.9899 |
1.0124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0250 |
1.0114 |
0.0136 |
1.3% |
0.0074 |
0.7% |
79% |
True |
False |
1,009 |
| 10 |
1.0250 |
1.0067 |
0.0183 |
1.8% |
0.0060 |
0.6% |
84% |
True |
False |
536 |
| 20 |
1.0250 |
1.0055 |
0.0195 |
1.9% |
0.0057 |
0.6% |
85% |
True |
False |
281 |
| 40 |
1.0639 |
1.0055 |
0.0584 |
5.7% |
0.0055 |
0.5% |
28% |
False |
False |
143 |
| 60 |
1.0864 |
1.0055 |
0.0809 |
7.9% |
0.0055 |
0.5% |
21% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0820 |
|
2.618 |
1.0601 |
|
1.618 |
1.0467 |
|
1.000 |
1.0384 |
|
0.618 |
1.0333 |
|
HIGH |
1.0250 |
|
0.618 |
1.0199 |
|
0.500 |
1.0183 |
|
0.382 |
1.0167 |
|
LOW |
1.0116 |
|
0.618 |
1.0033 |
|
1.000 |
0.9982 |
|
1.618 |
0.9899 |
|
2.618 |
0.9765 |
|
4.250 |
0.9547 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0208 |
1.0208 |
| PP |
1.0196 |
1.0196 |
| S1 |
1.0183 |
1.0183 |
|