CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0120 |
0.0020 |
0.2% |
1.0237 |
| High |
1.0143 |
1.0161 |
0.0018 |
0.2% |
1.0259 |
| Low |
1.0088 |
1.0100 |
0.0012 |
0.1% |
1.0090 |
| Close |
1.0130 |
1.0129 |
-0.0001 |
0.0% |
1.0106 |
| Range |
0.0055 |
0.0061 |
0.0006 |
10.9% |
0.0169 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
14,449 |
19,351 |
4,902 |
33.9% |
150,453 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0282 |
1.0163 |
|
| R3 |
1.0252 |
1.0221 |
1.0146 |
|
| R2 |
1.0191 |
1.0191 |
1.0140 |
|
| R1 |
1.0160 |
1.0160 |
1.0135 |
1.0176 |
| PP |
1.0130 |
1.0130 |
1.0130 |
1.0138 |
| S1 |
1.0099 |
1.0099 |
1.0123 |
1.0115 |
| S2 |
1.0069 |
1.0069 |
1.0118 |
|
| S3 |
1.0008 |
1.0038 |
1.0112 |
|
| S4 |
0.9947 |
0.9977 |
1.0095 |
|
|
| 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 |
1.0258 |
1.0088 |
0.0170 |
1.7% |
0.0074 |
0.7% |
24% |
False |
False |
31,623 |
| 10 |
1.0304 |
1.0088 |
0.0216 |
2.1% |
0.0068 |
0.7% |
19% |
False |
False |
19,080 |
| 20 |
1.0304 |
1.0088 |
0.0216 |
2.1% |
0.0068 |
0.7% |
19% |
False |
False |
9,910 |
| 40 |
1.0366 |
1.0055 |
0.0311 |
3.1% |
0.0059 |
0.6% |
24% |
False |
False |
4,970 |
| 60 |
1.0762 |
1.0055 |
0.0707 |
7.0% |
0.0059 |
0.6% |
10% |
False |
False |
3,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0420 |
|
2.618 |
1.0321 |
|
1.618 |
1.0260 |
|
1.000 |
1.0222 |
|
0.618 |
1.0199 |
|
HIGH |
1.0161 |
|
0.618 |
1.0138 |
|
0.500 |
1.0131 |
|
0.382 |
1.0123 |
|
LOW |
1.0100 |
|
0.618 |
1.0062 |
|
1.000 |
1.0039 |
|
1.618 |
1.0001 |
|
2.618 |
0.9940 |
|
4.250 |
0.9841 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0131 |
1.0128 |
| PP |
1.0130 |
1.0126 |
| S1 |
1.0130 |
1.0125 |
|