CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0226 |
1.0292 |
0.0066 |
0.6% |
1.0209 |
| High |
1.0304 |
1.0293 |
-0.0011 |
-0.1% |
1.0304 |
| Low |
1.0226 |
1.0202 |
-0.0024 |
-0.2% |
1.0199 |
| Close |
1.0290 |
1.0238 |
-0.0052 |
-0.5% |
1.0238 |
| Range |
0.0078 |
0.0091 |
0.0013 |
16.7% |
0.0105 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.3% |
0.0000 |
| Volume |
2,095 |
1,244 |
-851 |
-40.6% |
8,043 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0469 |
1.0288 |
|
| R3 |
1.0426 |
1.0378 |
1.0263 |
|
| R2 |
1.0335 |
1.0335 |
1.0255 |
|
| R1 |
1.0287 |
1.0287 |
1.0246 |
1.0266 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0234 |
| S1 |
1.0196 |
1.0196 |
1.0230 |
1.0175 |
| S2 |
1.0153 |
1.0153 |
1.0221 |
|
| S3 |
1.0062 |
1.0105 |
1.0213 |
|
| S4 |
0.9971 |
1.0014 |
1.0188 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0505 |
1.0296 |
|
| R3 |
1.0457 |
1.0400 |
1.0267 |
|
| R2 |
1.0352 |
1.0352 |
1.0257 |
|
| R1 |
1.0295 |
1.0295 |
1.0248 |
1.0324 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0261 |
| S1 |
1.0190 |
1.0190 |
1.0228 |
1.0219 |
| S2 |
1.0142 |
1.0142 |
1.0219 |
|
| S3 |
1.0037 |
1.0085 |
1.0209 |
|
| S4 |
0.9932 |
0.9980 |
1.0180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0304 |
1.0199 |
0.0105 |
1.0% |
0.0069 |
0.7% |
37% |
False |
False |
1,608 |
| 10 |
1.0304 |
1.0116 |
0.0188 |
1.8% |
0.0071 |
0.7% |
65% |
False |
False |
963 |
| 20 |
1.0304 |
1.0067 |
0.0237 |
2.3% |
0.0062 |
0.6% |
72% |
False |
False |
715 |
| 40 |
1.0577 |
1.0055 |
0.0522 |
5.1% |
0.0057 |
0.6% |
35% |
False |
False |
365 |
| 60 |
1.0770 |
1.0055 |
0.0715 |
7.0% |
0.0057 |
0.6% |
26% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0680 |
|
2.618 |
1.0531 |
|
1.618 |
1.0440 |
|
1.000 |
1.0384 |
|
0.618 |
1.0349 |
|
HIGH |
1.0293 |
|
0.618 |
1.0258 |
|
0.500 |
1.0248 |
|
0.382 |
1.0237 |
|
LOW |
1.0202 |
|
0.618 |
1.0146 |
|
1.000 |
1.0111 |
|
1.618 |
1.0055 |
|
2.618 |
0.9964 |
|
4.250 |
0.9815 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0253 |
| PP |
1.0244 |
1.0248 |
| S1 |
1.0241 |
1.0243 |
|