CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0191 |
1.0210 |
0.0019 |
0.2% |
1.0126 |
| High |
1.0219 |
1.0271 |
0.0052 |
0.5% |
1.0214 |
| Low |
1.0165 |
1.0205 |
0.0040 |
0.4% |
1.0103 |
| Close |
1.0206 |
1.0246 |
0.0040 |
0.4% |
1.0185 |
| Range |
0.0054 |
0.0066 |
0.0012 |
22.2% |
0.0111 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
94 |
436 |
342 |
363.8% |
4,488 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0408 |
1.0282 |
|
| R3 |
1.0373 |
1.0342 |
1.0264 |
|
| R2 |
1.0307 |
1.0307 |
1.0258 |
|
| R1 |
1.0276 |
1.0276 |
1.0252 |
1.0292 |
| PP |
1.0241 |
1.0241 |
1.0241 |
1.0248 |
| S1 |
1.0210 |
1.0210 |
1.0240 |
1.0226 |
| S2 |
1.0175 |
1.0175 |
1.0234 |
|
| S3 |
1.0109 |
1.0144 |
1.0228 |
|
| S4 |
1.0043 |
1.0078 |
1.0210 |
|
|
| 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 |
1.0271 |
1.0116 |
0.0155 |
1.5% |
0.0067 |
0.7% |
84% |
True |
False |
255 |
| 10 |
1.0271 |
1.0072 |
0.0199 |
1.9% |
0.0063 |
0.6% |
87% |
True |
False |
581 |
| 20 |
1.0271 |
1.0055 |
0.0216 |
2.1% |
0.0057 |
0.6% |
88% |
True |
False |
303 |
| 40 |
1.0629 |
1.0055 |
0.0574 |
5.6% |
0.0055 |
0.5% |
33% |
False |
False |
156 |
| 60 |
1.0858 |
1.0055 |
0.0803 |
7.8% |
0.0056 |
0.5% |
24% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0552 |
|
2.618 |
1.0444 |
|
1.618 |
1.0378 |
|
1.000 |
1.0337 |
|
0.618 |
1.0312 |
|
HIGH |
1.0271 |
|
0.618 |
1.0246 |
|
0.500 |
1.0238 |
|
0.382 |
1.0230 |
|
LOW |
1.0205 |
|
0.618 |
1.0164 |
|
1.000 |
1.0139 |
|
1.618 |
1.0098 |
|
2.618 |
1.0032 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0229 |
| PP |
1.0241 |
1.0211 |
| S1 |
1.0238 |
1.0194 |
|