CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0138 |
1.0113 |
-0.0025 |
-0.2% |
1.0237 |
| High |
1.0140 |
1.0179 |
0.0039 |
0.4% |
1.0259 |
| Low |
1.0093 |
1.0086 |
-0.0007 |
-0.1% |
1.0090 |
| Close |
1.0117 |
1.0166 |
0.0049 |
0.5% |
1.0106 |
| Range |
0.0047 |
0.0093 |
0.0046 |
97.9% |
0.0169 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.3% |
0.0000 |
| Volume |
16,663 |
26,981 |
10,318 |
61.9% |
150,453 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0423 |
1.0387 |
1.0217 |
|
| R3 |
1.0330 |
1.0294 |
1.0192 |
|
| R2 |
1.0237 |
1.0237 |
1.0183 |
|
| R1 |
1.0201 |
1.0201 |
1.0175 |
1.0219 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0153 |
| S1 |
1.0108 |
1.0108 |
1.0157 |
1.0126 |
| S2 |
1.0051 |
1.0051 |
1.0149 |
|
| S3 |
0.9958 |
1.0015 |
1.0140 |
|
| S4 |
0.9865 |
0.9922 |
1.0115 |
|
|
| 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 |
1.0179 |
1.0086 |
0.0093 |
0.9% |
0.0060 |
0.6% |
86% |
True |
True |
22,284 |
| 10 |
1.0293 |
1.0086 |
0.0207 |
2.0% |
0.0069 |
0.7% |
39% |
False |
True |
22,914 |
| 20 |
1.0304 |
1.0086 |
0.0218 |
2.1% |
0.0067 |
0.7% |
37% |
False |
True |
11,877 |
| 40 |
1.0310 |
1.0055 |
0.0255 |
2.5% |
0.0061 |
0.6% |
44% |
False |
False |
6,061 |
| 60 |
1.0724 |
1.0055 |
0.0669 |
6.6% |
0.0059 |
0.6% |
17% |
False |
False |
4,043 |
| 80 |
1.0883 |
1.0055 |
0.0828 |
8.1% |
0.0058 |
0.6% |
13% |
False |
False |
3,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0574 |
|
2.618 |
1.0422 |
|
1.618 |
1.0329 |
|
1.000 |
1.0272 |
|
0.618 |
1.0236 |
|
HIGH |
1.0179 |
|
0.618 |
1.0143 |
|
0.500 |
1.0133 |
|
0.382 |
1.0122 |
|
LOW |
1.0086 |
|
0.618 |
1.0029 |
|
1.000 |
0.9993 |
|
1.618 |
0.9936 |
|
2.618 |
0.9843 |
|
4.250 |
0.9691 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0155 |
1.0155 |
| PP |
1.0144 |
1.0144 |
| S1 |
1.0133 |
1.0133 |
|