CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0249 |
1.0226 |
-0.0023 |
-0.2% |
1.0182 |
| High |
1.0256 |
1.0304 |
0.0048 |
0.5% |
1.0271 |
| Low |
1.0205 |
1.0226 |
0.0021 |
0.2% |
1.0116 |
| Close |
1.0233 |
1.0290 |
0.0057 |
0.6% |
1.0207 |
| Range |
0.0051 |
0.0078 |
0.0027 |
52.9% |
0.0155 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.0% |
0.0000 |
| Volume |
3,208 |
2,095 |
-1,113 |
-34.7% |
1,493 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0477 |
1.0333 |
|
| R3 |
1.0429 |
1.0399 |
1.0311 |
|
| R2 |
1.0351 |
1.0351 |
1.0304 |
|
| R1 |
1.0321 |
1.0321 |
1.0297 |
1.0336 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0281 |
| S1 |
1.0243 |
1.0243 |
1.0283 |
1.0258 |
| S2 |
1.0195 |
1.0195 |
1.0276 |
|
| S3 |
1.0117 |
1.0165 |
1.0269 |
|
| S4 |
1.0039 |
1.0087 |
1.0247 |
|
|
| 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 |
1.0304 |
1.0185 |
0.0119 |
1.2% |
0.0065 |
0.6% |
88% |
True |
False |
1,427 |
| 10 |
1.0304 |
1.0116 |
0.0188 |
1.8% |
0.0066 |
0.6% |
93% |
True |
False |
841 |
| 20 |
1.0304 |
1.0055 |
0.0249 |
2.4% |
0.0060 |
0.6% |
94% |
True |
False |
654 |
| 40 |
1.0588 |
1.0055 |
0.0533 |
5.2% |
0.0057 |
0.5% |
44% |
False |
False |
334 |
| 60 |
1.0783 |
1.0055 |
0.0728 |
7.1% |
0.0056 |
0.5% |
32% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0508 |
|
1.618 |
1.0430 |
|
1.000 |
1.0382 |
|
0.618 |
1.0352 |
|
HIGH |
1.0304 |
|
0.618 |
1.0274 |
|
0.500 |
1.0265 |
|
0.382 |
1.0256 |
|
LOW |
1.0226 |
|
0.618 |
1.0178 |
|
1.000 |
1.0148 |
|
1.618 |
1.0100 |
|
2.618 |
1.0022 |
|
4.250 |
0.9895 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0277 |
| PP |
1.0273 |
1.0264 |
| S1 |
1.0265 |
1.0252 |
|