CME Swiss Franc Future September 2018
Trading Metrics calculated at close of trading on 12-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1.0237 |
1.0233 |
-0.0004 |
0.0% |
1.0209 |
High |
1.0249 |
1.0259 |
0.0010 |
0.1% |
1.0304 |
Low |
1.0215 |
1.0203 |
-0.0012 |
-0.1% |
1.0199 |
Close |
1.0239 |
1.0227 |
-0.0012 |
-0.1% |
1.0238 |
Range |
0.0034 |
0.0056 |
0.0022 |
64.7% |
0.0105 |
ATR |
0.0062 |
0.0062 |
0.0000 |
-0.7% |
0.0000 |
Volume |
10,228 |
15,907 |
5,679 |
55.5% |
8,043 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0398 |
1.0368 |
1.0258 |
|
R3 |
1.0342 |
1.0312 |
1.0242 |
|
R2 |
1.0286 |
1.0286 |
1.0237 |
|
R1 |
1.0256 |
1.0256 |
1.0232 |
1.0243 |
PP |
1.0230 |
1.0230 |
1.0230 |
1.0223 |
S1 |
1.0200 |
1.0200 |
1.0222 |
1.0187 |
S2 |
1.0174 |
1.0174 |
1.0217 |
|
S3 |
1.0118 |
1.0144 |
1.0212 |
|
S4 |
1.0062 |
1.0088 |
1.0196 |
|
|
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 |
1.0202 |
0.0102 |
1.0% |
0.0062 |
0.6% |
25% |
False |
False |
6,536 |
10 |
1.0304 |
1.0165 |
0.0139 |
1.4% |
0.0062 |
0.6% |
45% |
False |
False |
3,504 |
20 |
1.0304 |
1.0067 |
0.0237 |
2.3% |
0.0061 |
0.6% |
68% |
False |
False |
2,020 |
40 |
1.0573 |
1.0055 |
0.0518 |
5.1% |
0.0057 |
0.6% |
33% |
False |
False |
1,018 |
60 |
1.0762 |
1.0055 |
0.0707 |
6.9% |
0.0056 |
0.5% |
24% |
False |
False |
680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0497 |
2.618 |
1.0406 |
1.618 |
1.0350 |
1.000 |
1.0315 |
0.618 |
1.0294 |
HIGH |
1.0259 |
0.618 |
1.0238 |
0.500 |
1.0231 |
0.382 |
1.0224 |
LOW |
1.0203 |
0.618 |
1.0168 |
1.000 |
1.0147 |
1.618 |
1.0112 |
2.618 |
1.0056 |
4.250 |
0.9965 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0231 |
1.0248 |
PP |
1.0230 |
1.0241 |
S1 |
1.0228 |
1.0234 |
|