CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0214 |
1.0228 |
0.0014 |
0.1% |
1.0209 |
| High |
1.0246 |
1.0258 |
0.0012 |
0.1% |
1.0304 |
| Low |
1.0188 |
1.0106 |
-0.0082 |
-0.8% |
1.0199 |
| Close |
1.0221 |
1.0115 |
-0.0106 |
-1.0% |
1.0238 |
| Range |
0.0058 |
0.0152 |
0.0094 |
162.1% |
0.0105 |
| ATR |
0.0062 |
0.0068 |
0.0006 |
10.5% |
0.0000 |
| Volume |
49,490 |
40,851 |
-8,639 |
-17.5% |
8,043 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0616 |
1.0517 |
1.0199 |
|
| R3 |
1.0464 |
1.0365 |
1.0157 |
|
| R2 |
1.0312 |
1.0312 |
1.0143 |
|
| R1 |
1.0213 |
1.0213 |
1.0129 |
1.0187 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0146 |
| S1 |
1.0061 |
1.0061 |
1.0101 |
1.0035 |
| S2 |
1.0008 |
1.0008 |
1.0087 |
|
| S3 |
0.9856 |
0.9909 |
1.0073 |
|
| S4 |
0.9704 |
0.9757 |
1.0031 |
|
|
| 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 |
1.0293 |
1.0106 |
0.0187 |
1.8% |
0.0078 |
0.8% |
5% |
False |
True |
23,544 |
| 10 |
1.0304 |
1.0106 |
0.0198 |
2.0% |
0.0071 |
0.7% |
5% |
False |
True |
12,485 |
| 20 |
1.0304 |
1.0072 |
0.0232 |
2.3% |
0.0067 |
0.7% |
19% |
False |
False |
6,533 |
| 40 |
1.0475 |
1.0055 |
0.0420 |
4.2% |
0.0058 |
0.6% |
14% |
False |
False |
3,277 |
| 60 |
1.0762 |
1.0055 |
0.0707 |
7.0% |
0.0059 |
0.6% |
8% |
False |
False |
2,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0904 |
|
2.618 |
1.0656 |
|
1.618 |
1.0504 |
|
1.000 |
1.0410 |
|
0.618 |
1.0352 |
|
HIGH |
1.0258 |
|
0.618 |
1.0200 |
|
0.500 |
1.0182 |
|
0.382 |
1.0164 |
|
LOW |
1.0106 |
|
0.618 |
1.0012 |
|
1.000 |
0.9954 |
|
1.618 |
0.9860 |
|
2.618 |
0.9708 |
|
4.250 |
0.9460 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0182 |
1.0183 |
| PP |
1.0160 |
1.0160 |
| S1 |
1.0137 |
1.0138 |
|