CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0228 |
1.0111 |
-0.0117 |
-1.1% |
1.0237 |
| High |
1.0258 |
1.0134 |
-0.0124 |
-1.2% |
1.0259 |
| Low |
1.0106 |
1.0090 |
-0.0016 |
-0.2% |
1.0090 |
| Close |
1.0115 |
1.0106 |
-0.0009 |
-0.1% |
1.0106 |
| Range |
0.0152 |
0.0044 |
-0.0108 |
-71.1% |
0.0169 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
40,851 |
33,977 |
-6,874 |
-16.8% |
150,453 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0218 |
1.0130 |
|
| R3 |
1.0198 |
1.0174 |
1.0118 |
|
| R2 |
1.0154 |
1.0154 |
1.0114 |
|
| R1 |
1.0130 |
1.0130 |
1.0110 |
1.0120 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0105 |
| S1 |
1.0086 |
1.0086 |
1.0102 |
1.0076 |
| S2 |
1.0066 |
1.0066 |
1.0098 |
|
| S3 |
1.0022 |
1.0042 |
1.0094 |
|
| S4 |
0.9978 |
0.9998 |
1.0082 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0659 |
1.0551 |
1.0199 |
|
| R3 |
1.0490 |
1.0382 |
1.0152 |
|
| R2 |
1.0321 |
1.0321 |
1.0137 |
|
| R1 |
1.0213 |
1.0213 |
1.0121 |
1.0183 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0136 |
| S1 |
1.0044 |
1.0044 |
1.0091 |
1.0014 |
| S2 |
0.9983 |
0.9983 |
1.0075 |
|
| S3 |
0.9814 |
0.9875 |
1.0060 |
|
| S4 |
0.9645 |
0.9706 |
1.0013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0259 |
1.0090 |
0.0169 |
1.7% |
0.0069 |
0.7% |
9% |
False |
True |
30,090 |
| 10 |
1.0304 |
1.0090 |
0.0214 |
2.1% |
0.0069 |
0.7% |
7% |
False |
True |
15,849 |
| 20 |
1.0304 |
1.0086 |
0.0218 |
2.2% |
0.0067 |
0.7% |
9% |
False |
False |
8,229 |
| 40 |
1.0430 |
1.0055 |
0.0375 |
3.7% |
0.0058 |
0.6% |
14% |
False |
False |
4,126 |
| 60 |
1.0762 |
1.0055 |
0.0707 |
7.0% |
0.0058 |
0.6% |
7% |
False |
False |
2,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0321 |
|
2.618 |
1.0249 |
|
1.618 |
1.0205 |
|
1.000 |
1.0178 |
|
0.618 |
1.0161 |
|
HIGH |
1.0134 |
|
0.618 |
1.0117 |
|
0.500 |
1.0112 |
|
0.382 |
1.0107 |
|
LOW |
1.0090 |
|
0.618 |
1.0063 |
|
1.000 |
1.0046 |
|
1.618 |
1.0019 |
|
2.618 |
0.9975 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0112 |
1.0174 |
| PP |
1.0110 |
1.0151 |
| S1 |
1.0108 |
1.0129 |
|