CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0101 |
-0.0061 |
-0.6% |
1.0100 |
| High |
1.0180 |
1.0107 |
-0.0073 |
-0.7% |
1.0203 |
| Low |
1.0093 |
1.0075 |
-0.0018 |
-0.2% |
1.0086 |
| Close |
1.0101 |
1.0081 |
-0.0020 |
-0.2% |
1.0201 |
| Range |
0.0087 |
0.0032 |
-0.0055 |
-63.2% |
0.0117 |
| ATR |
0.0065 |
0.0062 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
22,286 |
22,343 |
57 |
0.3% |
94,671 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0164 |
1.0099 |
|
| R3 |
1.0152 |
1.0132 |
1.0090 |
|
| R2 |
1.0120 |
1.0120 |
1.0087 |
|
| R1 |
1.0100 |
1.0100 |
1.0084 |
1.0094 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0085 |
| S1 |
1.0068 |
1.0068 |
1.0078 |
1.0062 |
| S2 |
1.0056 |
1.0056 |
1.0075 |
|
| S3 |
1.0024 |
1.0036 |
1.0072 |
|
| S4 |
0.9992 |
1.0004 |
1.0063 |
|
|
| 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 |
1.0075 |
0.0144 |
1.4% |
0.0054 |
0.5% |
4% |
False |
True |
19,322 |
| 10 |
1.0219 |
1.0075 |
0.0144 |
1.4% |
0.0057 |
0.6% |
4% |
False |
True |
20,803 |
| 20 |
1.0304 |
1.0075 |
0.0229 |
2.3% |
0.0064 |
0.6% |
3% |
False |
True |
16,644 |
| 40 |
1.0304 |
1.0055 |
0.0249 |
2.5% |
0.0060 |
0.6% |
10% |
False |
False |
8,474 |
| 60 |
1.0629 |
1.0055 |
0.0574 |
5.7% |
0.0058 |
0.6% |
5% |
False |
False |
5,652 |
| 80 |
1.0858 |
1.0055 |
0.0803 |
8.0% |
0.0058 |
0.6% |
3% |
False |
False |
4,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0243 |
|
2.618 |
1.0191 |
|
1.618 |
1.0159 |
|
1.000 |
1.0139 |
|
0.618 |
1.0127 |
|
HIGH |
1.0107 |
|
0.618 |
1.0095 |
|
0.500 |
1.0091 |
|
0.382 |
1.0087 |
|
LOW |
1.0075 |
|
0.618 |
1.0055 |
|
1.000 |
1.0043 |
|
1.618 |
1.0023 |
|
2.618 |
0.9991 |
|
4.250 |
0.9939 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0145 |
| PP |
1.0088 |
1.0124 |
| S1 |
1.0084 |
1.0102 |
|