CME Swiss Franc Future September 2018
Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1.0233 |
1.0214 |
-0.0019 |
-0.2% |
1.0209 |
High |
1.0259 |
1.0246 |
-0.0013 |
-0.1% |
1.0304 |
Low |
1.0203 |
1.0188 |
-0.0015 |
-0.1% |
1.0199 |
Close |
1.0227 |
1.0221 |
-0.0006 |
-0.1% |
1.0238 |
Range |
0.0056 |
0.0058 |
0.0002 |
3.6% |
0.0105 |
ATR |
0.0062 |
0.0062 |
0.0000 |
-0.4% |
0.0000 |
Volume |
15,907 |
49,490 |
33,583 |
211.1% |
8,043 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0392 |
1.0365 |
1.0253 |
|
R3 |
1.0334 |
1.0307 |
1.0237 |
|
R2 |
1.0276 |
1.0276 |
1.0232 |
|
R1 |
1.0249 |
1.0249 |
1.0226 |
1.0263 |
PP |
1.0218 |
1.0218 |
1.0218 |
1.0225 |
S1 |
1.0191 |
1.0191 |
1.0216 |
1.0205 |
S2 |
1.0160 |
1.0160 |
1.0210 |
|
S3 |
1.0102 |
1.0133 |
1.0205 |
|
S4 |
1.0044 |
1.0075 |
1.0189 |
|
|
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 |
1.0188 |
0.0116 |
1.1% |
0.0063 |
0.6% |
28% |
False |
True |
15,792 |
10 |
1.0304 |
1.0185 |
0.0119 |
1.2% |
0.0063 |
0.6% |
30% |
False |
False |
8,444 |
20 |
1.0304 |
1.0072 |
0.0232 |
2.3% |
0.0061 |
0.6% |
64% |
False |
False |
4,493 |
40 |
1.0494 |
1.0055 |
0.0439 |
4.3% |
0.0056 |
0.5% |
38% |
False |
False |
2,255 |
60 |
1.0762 |
1.0055 |
0.0707 |
6.9% |
0.0056 |
0.6% |
23% |
False |
False |
1,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0493 |
2.618 |
1.0398 |
1.618 |
1.0340 |
1.000 |
1.0304 |
0.618 |
1.0282 |
HIGH |
1.0246 |
0.618 |
1.0224 |
0.500 |
1.0217 |
0.382 |
1.0210 |
LOW |
1.0188 |
0.618 |
1.0152 |
1.000 |
1.0130 |
1.618 |
1.0094 |
2.618 |
1.0036 |
4.250 |
0.9942 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0220 |
1.0224 |
PP |
1.0218 |
1.0223 |
S1 |
1.0217 |
1.0222 |
|