CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0113 |
1.0161 |
0.0048 |
0.5% |
1.0100 |
| High |
1.0179 |
1.0203 |
0.0024 |
0.2% |
1.0203 |
| Low |
1.0086 |
1.0155 |
0.0069 |
0.7% |
1.0086 |
| Close |
1.0166 |
1.0201 |
0.0035 |
0.3% |
1.0201 |
| Range |
0.0093 |
0.0048 |
-0.0045 |
-48.4% |
0.0117 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
26,981 |
17,227 |
-9,754 |
-36.2% |
94,671 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0314 |
1.0227 |
|
| R3 |
1.0282 |
1.0266 |
1.0214 |
|
| R2 |
1.0234 |
1.0234 |
1.0210 |
|
| R1 |
1.0218 |
1.0218 |
1.0205 |
1.0226 |
| PP |
1.0186 |
1.0186 |
1.0186 |
1.0191 |
| S1 |
1.0170 |
1.0170 |
1.0197 |
1.0178 |
| S2 |
1.0138 |
1.0138 |
1.0192 |
|
| S3 |
1.0090 |
1.0122 |
1.0188 |
|
| S4 |
1.0042 |
1.0074 |
1.0175 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0475 |
1.0265 |
|
| R3 |
1.0397 |
1.0358 |
1.0233 |
|
| R2 |
1.0280 |
1.0280 |
1.0222 |
|
| R1 |
1.0241 |
1.0241 |
1.0212 |
1.0261 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0173 |
| S1 |
1.0124 |
1.0124 |
1.0190 |
1.0144 |
| S2 |
1.0046 |
1.0046 |
1.0180 |
|
| S3 |
0.9929 |
1.0007 |
1.0169 |
|
| S4 |
0.9812 |
0.9890 |
1.0137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0203 |
1.0086 |
0.0117 |
1.1% |
0.0061 |
0.6% |
98% |
True |
False |
18,934 |
| 10 |
1.0259 |
1.0086 |
0.0173 |
1.7% |
0.0065 |
0.6% |
66% |
False |
False |
24,512 |
| 20 |
1.0304 |
1.0086 |
0.0218 |
2.1% |
0.0068 |
0.7% |
53% |
False |
False |
12,737 |
| 40 |
1.0304 |
1.0055 |
0.0249 |
2.4% |
0.0060 |
0.6% |
59% |
False |
False |
6,491 |
| 60 |
1.0646 |
1.0055 |
0.0591 |
5.8% |
0.0057 |
0.6% |
25% |
False |
False |
4,329 |
| 80 |
1.0883 |
1.0055 |
0.0828 |
8.1% |
0.0058 |
0.6% |
18% |
False |
False |
3,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0329 |
|
1.618 |
1.0281 |
|
1.000 |
1.0251 |
|
0.618 |
1.0233 |
|
HIGH |
1.0203 |
|
0.618 |
1.0185 |
|
0.500 |
1.0179 |
|
0.382 |
1.0173 |
|
LOW |
1.0155 |
|
0.618 |
1.0125 |
|
1.000 |
1.0107 |
|
1.618 |
1.0077 |
|
2.618 |
1.0029 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0194 |
1.0182 |
| PP |
1.0186 |
1.0163 |
| S1 |
1.0179 |
1.0145 |
|