CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0249 |
0.0038 |
0.4% |
1.0182 |
| High |
1.0262 |
1.0256 |
-0.0006 |
-0.1% |
1.0271 |
| Low |
1.0199 |
1.0205 |
0.0006 |
0.1% |
1.0116 |
| Close |
1.0246 |
1.0233 |
-0.0013 |
-0.1% |
1.0207 |
| Range |
0.0063 |
0.0051 |
-0.0012 |
-19.0% |
0.0155 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
566 |
3,208 |
2,642 |
466.8% |
1,493 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0360 |
1.0261 |
|
| R3 |
1.0333 |
1.0309 |
1.0247 |
|
| R2 |
1.0282 |
1.0282 |
1.0242 |
|
| R1 |
1.0258 |
1.0258 |
1.0238 |
1.0245 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0225 |
| S1 |
1.0207 |
1.0207 |
1.0228 |
1.0194 |
| S2 |
1.0180 |
1.0180 |
1.0224 |
|
| S3 |
1.0129 |
1.0156 |
1.0219 |
|
| S4 |
1.0078 |
1.0105 |
1.0205 |
|
|
| 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 |
1.0185 |
0.0086 |
0.8% |
0.0062 |
0.6% |
56% |
False |
False |
1,095 |
| 10 |
1.0271 |
1.0116 |
0.0155 |
1.5% |
0.0066 |
0.6% |
75% |
False |
False |
1,026 |
| 20 |
1.0271 |
1.0055 |
0.0216 |
2.1% |
0.0059 |
0.6% |
82% |
False |
False |
552 |
| 40 |
1.0606 |
1.0055 |
0.0551 |
5.4% |
0.0056 |
0.5% |
32% |
False |
False |
282 |
| 60 |
1.0783 |
1.0055 |
0.0728 |
7.1% |
0.0056 |
0.5% |
24% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0473 |
|
2.618 |
1.0390 |
|
1.618 |
1.0339 |
|
1.000 |
1.0307 |
|
0.618 |
1.0288 |
|
HIGH |
1.0256 |
|
0.618 |
1.0237 |
|
0.500 |
1.0231 |
|
0.382 |
1.0224 |
|
LOW |
1.0205 |
|
0.618 |
1.0173 |
|
1.000 |
1.0154 |
|
1.618 |
1.0122 |
|
2.618 |
1.0071 |
|
4.250 |
0.9988 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0233 |
| PP |
1.0231 |
1.0232 |
| S1 |
1.0231 |
1.0232 |
|