CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0087 |
-0.0014 |
-0.1% |
1.0195 |
| High |
1.0107 |
1.0174 |
0.0067 |
0.7% |
1.0219 |
| Low |
1.0075 |
1.0085 |
0.0010 |
0.1% |
1.0075 |
| Close |
1.0081 |
1.0155 |
0.0074 |
0.7% |
1.0155 |
| Range |
0.0032 |
0.0089 |
0.0057 |
178.1% |
0.0144 |
| ATR |
0.0062 |
0.0065 |
0.0002 |
3.5% |
0.0000 |
| Volume |
22,343 |
31,907 |
9,564 |
42.8% |
111,293 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0405 |
1.0369 |
1.0204 |
|
| R3 |
1.0316 |
1.0280 |
1.0179 |
|
| R2 |
1.0227 |
1.0227 |
1.0171 |
|
| R1 |
1.0191 |
1.0191 |
1.0163 |
1.0209 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0147 |
| S1 |
1.0102 |
1.0102 |
1.0147 |
1.0120 |
| S2 |
1.0049 |
1.0049 |
1.0139 |
|
| S3 |
0.9960 |
1.0013 |
1.0131 |
|
| S4 |
0.9871 |
0.9924 |
1.0106 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0512 |
1.0234 |
|
| R3 |
1.0438 |
1.0368 |
1.0195 |
|
| R2 |
1.0294 |
1.0294 |
1.0181 |
|
| R1 |
1.0224 |
1.0224 |
1.0168 |
1.0187 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0131 |
| S1 |
1.0080 |
1.0080 |
1.0142 |
1.0043 |
| S2 |
1.0006 |
1.0006 |
1.0129 |
|
| S3 |
0.9862 |
0.9936 |
1.0115 |
|
| S4 |
0.9718 |
0.9792 |
1.0076 |
|
|
| 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% |
0.0062 |
0.6% |
56% |
False |
False |
22,258 |
| 10 |
1.0219 |
1.0075 |
0.0144 |
1.4% |
0.0061 |
0.6% |
56% |
False |
False |
20,596 |
| 20 |
1.0304 |
1.0075 |
0.0229 |
2.3% |
0.0065 |
0.6% |
35% |
False |
False |
18,223 |
| 40 |
1.0304 |
1.0055 |
0.0249 |
2.5% |
0.0062 |
0.6% |
40% |
False |
False |
9,271 |
| 60 |
1.0629 |
1.0055 |
0.0574 |
5.7% |
0.0059 |
0.6% |
17% |
False |
False |
6,183 |
| 80 |
1.0788 |
1.0055 |
0.0733 |
7.2% |
0.0058 |
0.6% |
14% |
False |
False |
4,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0552 |
|
2.618 |
1.0407 |
|
1.618 |
1.0318 |
|
1.000 |
1.0263 |
|
0.618 |
1.0229 |
|
HIGH |
1.0174 |
|
0.618 |
1.0140 |
|
0.500 |
1.0130 |
|
0.382 |
1.0119 |
|
LOW |
1.0085 |
|
0.618 |
1.0030 |
|
1.000 |
0.9996 |
|
1.618 |
0.9941 |
|
2.618 |
0.9852 |
|
4.250 |
0.9707 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0147 |
1.0146 |
| PP |
1.0138 |
1.0137 |
| S1 |
1.0130 |
1.0128 |
|