CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0087 |
1.0162 |
0.0075 |
0.7% |
1.0195 |
| High |
1.0174 |
1.0164 |
-0.0010 |
-0.1% |
1.0219 |
| Low |
1.0085 |
1.0098 |
0.0013 |
0.1% |
1.0075 |
| Close |
1.0155 |
1.0116 |
-0.0039 |
-0.4% |
1.0155 |
| Range |
0.0089 |
0.0066 |
-0.0023 |
-25.8% |
0.0144 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.2% |
0.0000 |
| Volume |
31,907 |
21,504 |
-10,403 |
-32.6% |
111,293 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0286 |
1.0152 |
|
| R3 |
1.0258 |
1.0220 |
1.0134 |
|
| R2 |
1.0192 |
1.0192 |
1.0128 |
|
| R1 |
1.0154 |
1.0154 |
1.0122 |
1.0140 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0119 |
| S1 |
1.0088 |
1.0088 |
1.0110 |
1.0074 |
| S2 |
1.0060 |
1.0060 |
1.0104 |
|
| S3 |
0.9994 |
1.0022 |
1.0098 |
|
| S4 |
0.9928 |
0.9956 |
1.0080 |
|
|
| 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 |
1.0215 |
1.0075 |
0.0140 |
1.4% |
0.0068 |
0.7% |
29% |
False |
False |
23,216 |
| 10 |
1.0219 |
1.0075 |
0.0144 |
1.4% |
0.0063 |
0.6% |
28% |
False |
False |
21,301 |
| 20 |
1.0304 |
1.0075 |
0.0229 |
2.3% |
0.0065 |
0.6% |
18% |
False |
False |
19,251 |
| 40 |
1.0304 |
1.0055 |
0.0249 |
2.5% |
0.0062 |
0.6% |
24% |
False |
False |
9,808 |
| 60 |
1.0629 |
1.0055 |
0.0574 |
5.7% |
0.0059 |
0.6% |
11% |
False |
False |
6,542 |
| 80 |
1.0783 |
1.0055 |
0.0728 |
7.2% |
0.0057 |
0.6% |
8% |
False |
False |
4,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0445 |
|
2.618 |
1.0337 |
|
1.618 |
1.0271 |
|
1.000 |
1.0230 |
|
0.618 |
1.0205 |
|
HIGH |
1.0164 |
|
0.618 |
1.0139 |
|
0.500 |
1.0131 |
|
0.382 |
1.0123 |
|
LOW |
1.0098 |
|
0.618 |
1.0057 |
|
1.000 |
1.0032 |
|
1.618 |
0.9991 |
|
2.618 |
0.9925 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0131 |
1.0125 |
| PP |
1.0126 |
1.0122 |
| S1 |
1.0121 |
1.0119 |
|