CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0195 |
1.0203 |
0.0008 |
0.1% |
1.0100 |
| High |
1.0219 |
1.0215 |
-0.0004 |
0.0% |
1.0203 |
| Low |
1.0183 |
1.0149 |
-0.0034 |
-0.3% |
1.0086 |
| Close |
1.0217 |
1.0162 |
-0.0055 |
-0.5% |
1.0201 |
| Range |
0.0036 |
0.0066 |
0.0030 |
83.3% |
0.0117 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.6% |
0.0000 |
| Volume |
16,715 |
18,042 |
1,327 |
7.9% |
94,671 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0373 |
1.0334 |
1.0198 |
|
| R3 |
1.0307 |
1.0268 |
1.0180 |
|
| R2 |
1.0241 |
1.0241 |
1.0174 |
|
| R1 |
1.0202 |
1.0202 |
1.0168 |
1.0189 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0169 |
| S1 |
1.0136 |
1.0136 |
1.0156 |
1.0123 |
| S2 |
1.0109 |
1.0109 |
1.0150 |
|
| S3 |
1.0043 |
1.0070 |
1.0144 |
|
| S4 |
0.9977 |
1.0004 |
1.0126 |
|
|
| 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 |
1.0219 |
1.0086 |
0.0133 |
1.3% |
0.0058 |
0.6% |
57% |
False |
False |
19,125 |
| 10 |
1.0258 |
1.0086 |
0.0172 |
1.7% |
0.0066 |
0.6% |
44% |
False |
False |
25,374 |
| 20 |
1.0304 |
1.0086 |
0.0218 |
2.1% |
0.0064 |
0.6% |
35% |
False |
False |
14,439 |
| 40 |
1.0304 |
1.0055 |
0.0249 |
2.5% |
0.0060 |
0.6% |
43% |
False |
False |
7,360 |
| 60 |
1.0639 |
1.0055 |
0.0584 |
5.7% |
0.0058 |
0.6% |
18% |
False |
False |
4,908 |
| 80 |
1.0864 |
1.0055 |
0.0809 |
8.0% |
0.0058 |
0.6% |
13% |
False |
False |
3,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0496 |
|
2.618 |
1.0388 |
|
1.618 |
1.0322 |
|
1.000 |
1.0281 |
|
0.618 |
1.0256 |
|
HIGH |
1.0215 |
|
0.618 |
1.0190 |
|
0.500 |
1.0182 |
|
0.382 |
1.0174 |
|
LOW |
1.0149 |
|
0.618 |
1.0108 |
|
1.000 |
1.0083 |
|
1.618 |
1.0042 |
|
2.618 |
0.9976 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0182 |
1.0184 |
| PP |
1.0175 |
1.0177 |
| S1 |
1.0169 |
1.0169 |
|