CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0237 |
1.0209 |
-0.0028 |
-0.3% |
1.0182 |
| High |
1.0253 |
1.0264 |
0.0011 |
0.1% |
1.0271 |
| Low |
1.0185 |
1.0201 |
0.0016 |
0.2% |
1.0116 |
| Close |
1.0207 |
1.0208 |
0.0001 |
0.0% |
1.0207 |
| Range |
0.0068 |
0.0063 |
-0.0005 |
-7.4% |
0.0155 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
| Volume |
338 |
930 |
592 |
175.1% |
1,493 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0374 |
1.0243 |
|
| R3 |
1.0350 |
1.0311 |
1.0225 |
|
| R2 |
1.0287 |
1.0287 |
1.0220 |
|
| R1 |
1.0248 |
1.0248 |
1.0214 |
1.0236 |
| PP |
1.0224 |
1.0224 |
1.0224 |
1.0219 |
| S1 |
1.0185 |
1.0185 |
1.0202 |
1.0173 |
| S2 |
1.0161 |
1.0161 |
1.0196 |
|
| S3 |
1.0098 |
1.0122 |
1.0191 |
|
| S4 |
1.0035 |
1.0059 |
1.0173 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0663 |
1.0590 |
1.0292 |
|
| R3 |
1.0508 |
1.0435 |
1.0250 |
|
| R2 |
1.0353 |
1.0353 |
1.0235 |
|
| R1 |
1.0280 |
1.0280 |
1.0221 |
1.0317 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0216 |
| S1 |
1.0125 |
1.0125 |
1.0193 |
1.0162 |
| S2 |
1.0043 |
1.0043 |
1.0179 |
|
| S3 |
0.9888 |
0.9970 |
1.0164 |
|
| S4 |
0.9733 |
0.9815 |
1.0122 |
|
|
| 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% |
0.0077 |
0.8% |
59% |
False |
False |
484 |
| 10 |
1.0271 |
1.0103 |
0.0168 |
1.6% |
0.0065 |
0.6% |
63% |
False |
False |
691 |
| 20 |
1.0271 |
1.0055 |
0.0216 |
2.1% |
0.0059 |
0.6% |
71% |
False |
False |
365 |
| 40 |
1.0629 |
1.0055 |
0.0574 |
5.6% |
0.0055 |
0.5% |
27% |
False |
False |
187 |
| 60 |
1.0783 |
1.0055 |
0.0728 |
7.1% |
0.0055 |
0.5% |
21% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0532 |
|
2.618 |
1.0429 |
|
1.618 |
1.0366 |
|
1.000 |
1.0327 |
|
0.618 |
1.0303 |
|
HIGH |
1.0264 |
|
0.618 |
1.0240 |
|
0.500 |
1.0233 |
|
0.382 |
1.0225 |
|
LOW |
1.0201 |
|
0.618 |
1.0162 |
|
1.000 |
1.0138 |
|
1.618 |
1.0099 |
|
2.618 |
1.0036 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0233 |
1.0228 |
| PP |
1.0224 |
1.0221 |
| S1 |
1.0216 |
1.0215 |
|