CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0138 |
0.0018 |
0.2% |
1.0237 |
| High |
1.0161 |
1.0140 |
-0.0021 |
-0.2% |
1.0259 |
| Low |
1.0100 |
1.0093 |
-0.0007 |
-0.1% |
1.0090 |
| Close |
1.0129 |
1.0117 |
-0.0012 |
-0.1% |
1.0106 |
| Range |
0.0061 |
0.0047 |
-0.0014 |
-23.0% |
0.0169 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
19,351 |
16,663 |
-2,688 |
-13.9% |
150,453 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0258 |
1.0234 |
1.0143 |
|
| R3 |
1.0211 |
1.0187 |
1.0130 |
|
| R2 |
1.0164 |
1.0164 |
1.0126 |
|
| R1 |
1.0140 |
1.0140 |
1.0121 |
1.0129 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0111 |
| S1 |
1.0093 |
1.0093 |
1.0113 |
1.0082 |
| S2 |
1.0070 |
1.0070 |
1.0108 |
|
| S3 |
1.0023 |
1.0046 |
1.0104 |
|
| S4 |
0.9976 |
0.9999 |
1.0091 |
|
|
| 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% |
0.0072 |
0.7% |
17% |
False |
False |
25,058 |
| 10 |
1.0304 |
1.0088 |
0.0216 |
2.1% |
0.0068 |
0.7% |
13% |
False |
False |
20,425 |
| 20 |
1.0304 |
1.0088 |
0.0216 |
2.1% |
0.0067 |
0.7% |
13% |
False |
False |
10,725 |
| 40 |
1.0320 |
1.0055 |
0.0265 |
2.6% |
0.0059 |
0.6% |
23% |
False |
False |
5,386 |
| 60 |
1.0759 |
1.0055 |
0.0704 |
7.0% |
0.0058 |
0.6% |
9% |
False |
False |
3,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0340 |
|
2.618 |
1.0263 |
|
1.618 |
1.0216 |
|
1.000 |
1.0187 |
|
0.618 |
1.0169 |
|
HIGH |
1.0140 |
|
0.618 |
1.0122 |
|
0.500 |
1.0117 |
|
0.382 |
1.0111 |
|
LOW |
1.0093 |
|
0.618 |
1.0064 |
|
1.000 |
1.0046 |
|
1.618 |
1.0017 |
|
2.618 |
0.9970 |
|
4.250 |
0.9893 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0117 |
1.0125 |
| PP |
1.0117 |
1.0122 |
| S1 |
1.0117 |
1.0120 |
|