CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0209 |
1.0211 |
0.0002 |
0.0% |
1.0182 |
| High |
1.0264 |
1.0262 |
-0.0002 |
0.0% |
1.0271 |
| Low |
1.0201 |
1.0199 |
-0.0002 |
0.0% |
1.0116 |
| Close |
1.0208 |
1.0246 |
0.0038 |
0.4% |
1.0207 |
| Range |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0155 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
| Volume |
930 |
566 |
-364 |
-39.1% |
1,493 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0425 |
1.0398 |
1.0281 |
|
| R3 |
1.0362 |
1.0335 |
1.0263 |
|
| R2 |
1.0299 |
1.0299 |
1.0258 |
|
| R1 |
1.0272 |
1.0272 |
1.0252 |
1.0286 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0242 |
| S1 |
1.0209 |
1.0209 |
1.0240 |
1.0223 |
| S2 |
1.0173 |
1.0173 |
1.0234 |
|
| S3 |
1.0110 |
1.0146 |
1.0229 |
|
| S4 |
1.0047 |
1.0083 |
1.0211 |
|
|
| 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 |
1.0165 |
0.0106 |
1.0% |
0.0063 |
0.6% |
76% |
False |
False |
472 |
| 10 |
1.0271 |
1.0114 |
0.0157 |
1.5% |
0.0068 |
0.7% |
84% |
False |
False |
741 |
| 20 |
1.0271 |
1.0055 |
0.0216 |
2.1% |
0.0059 |
0.6% |
88% |
False |
False |
392 |
| 40 |
1.0629 |
1.0055 |
0.0574 |
5.6% |
0.0055 |
0.5% |
33% |
False |
False |
201 |
| 60 |
1.0783 |
1.0055 |
0.0728 |
7.1% |
0.0055 |
0.5% |
26% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0530 |
|
2.618 |
1.0427 |
|
1.618 |
1.0364 |
|
1.000 |
1.0325 |
|
0.618 |
1.0301 |
|
HIGH |
1.0262 |
|
0.618 |
1.0238 |
|
0.500 |
1.0231 |
|
0.382 |
1.0223 |
|
LOW |
1.0199 |
|
0.618 |
1.0160 |
|
1.000 |
1.0136 |
|
1.618 |
1.0097 |
|
2.618 |
1.0034 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0241 |
1.0239 |
| PP |
1.0236 |
1.0232 |
| S1 |
1.0231 |
1.0225 |
|