CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0100 |
-0.0011 |
-0.1% |
1.0237 |
| High |
1.0134 |
1.0143 |
0.0009 |
0.1% |
1.0259 |
| Low |
1.0090 |
1.0088 |
-0.0002 |
0.0% |
1.0090 |
| Close |
1.0106 |
1.0130 |
0.0024 |
0.2% |
1.0106 |
| Range |
0.0044 |
0.0055 |
0.0011 |
25.0% |
0.0169 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
33,977 |
14,449 |
-19,528 |
-57.5% |
150,453 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0263 |
1.0160 |
|
| R3 |
1.0230 |
1.0208 |
1.0145 |
|
| R2 |
1.0175 |
1.0175 |
1.0140 |
|
| R1 |
1.0153 |
1.0153 |
1.0135 |
1.0164 |
| PP |
1.0120 |
1.0120 |
1.0120 |
1.0126 |
| S1 |
1.0098 |
1.0098 |
1.0125 |
1.0109 |
| S2 |
1.0065 |
1.0065 |
1.0120 |
|
| S3 |
1.0010 |
1.0043 |
1.0115 |
|
| S4 |
0.9955 |
0.9988 |
1.0100 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0659 |
1.0551 |
1.0199 |
|
| R3 |
1.0490 |
1.0382 |
1.0152 |
|
| R2 |
1.0321 |
1.0321 |
1.0137 |
|
| R1 |
1.0213 |
1.0213 |
1.0121 |
1.0183 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0136 |
| S1 |
1.0044 |
1.0044 |
1.0091 |
1.0014 |
| S2 |
0.9983 |
0.9983 |
1.0075 |
|
| S3 |
0.9814 |
0.9875 |
1.0060 |
|
| S4 |
0.9645 |
0.9706 |
1.0013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0259 |
1.0088 |
0.0171 |
1.7% |
0.0073 |
0.7% |
25% |
False |
True |
30,934 |
| 10 |
1.0304 |
1.0088 |
0.0216 |
2.1% |
0.0068 |
0.7% |
19% |
False |
True |
17,201 |
| 20 |
1.0304 |
1.0088 |
0.0216 |
2.1% |
0.0067 |
0.7% |
19% |
False |
True |
8,946 |
| 40 |
1.0388 |
1.0055 |
0.0333 |
3.3% |
0.0058 |
0.6% |
23% |
False |
False |
4,487 |
| 60 |
1.0762 |
1.0055 |
0.0707 |
7.0% |
0.0058 |
0.6% |
11% |
False |
False |
2,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0377 |
|
2.618 |
1.0287 |
|
1.618 |
1.0232 |
|
1.000 |
1.0198 |
|
0.618 |
1.0177 |
|
HIGH |
1.0143 |
|
0.618 |
1.0122 |
|
0.500 |
1.0116 |
|
0.382 |
1.0109 |
|
LOW |
1.0088 |
|
0.618 |
1.0054 |
|
1.000 |
1.0033 |
|
1.618 |
0.9999 |
|
2.618 |
0.9944 |
|
4.250 |
0.9854 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0125 |
1.0173 |
| PP |
1.0120 |
1.0159 |
| S1 |
1.0116 |
1.0144 |
|