CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0155 |
0.0035 |
0.3% |
1.0098 |
| High |
1.0189 |
1.0172 |
-0.0017 |
-0.2% |
1.0189 |
| Low |
1.0120 |
1.0098 |
-0.0022 |
-0.2% |
1.0032 |
| Close |
1.0164 |
1.0125 |
-0.0039 |
-0.4% |
1.0125 |
| Range |
0.0069 |
0.0074 |
0.0005 |
7.2% |
0.0157 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.0% |
0.0000 |
| Volume |
32,714 |
26,475 |
-6,239 |
-19.1% |
155,783 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0313 |
1.0166 |
|
| R3 |
1.0280 |
1.0239 |
1.0145 |
|
| R2 |
1.0206 |
1.0206 |
1.0139 |
|
| R1 |
1.0165 |
1.0165 |
1.0132 |
1.0149 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0123 |
| S1 |
1.0091 |
1.0091 |
1.0118 |
1.0075 |
| S2 |
1.0058 |
1.0058 |
1.0111 |
|
| S3 |
0.9984 |
1.0017 |
1.0105 |
|
| S4 |
0.9910 |
0.9943 |
1.0084 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0513 |
1.0211 |
|
| R3 |
1.0429 |
1.0356 |
1.0168 |
|
| R2 |
1.0272 |
1.0272 |
1.0154 |
|
| R1 |
1.0199 |
1.0199 |
1.0139 |
1.0236 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0134 |
| S1 |
1.0042 |
1.0042 |
1.0111 |
1.0079 |
| S2 |
0.9958 |
0.9958 |
1.0096 |
|
| S3 |
0.9801 |
0.9885 |
1.0082 |
|
| S4 |
0.9644 |
0.9728 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0189 |
1.0032 |
0.0157 |
1.6% |
0.0076 |
0.8% |
59% |
False |
False |
36,239 |
| 10 |
1.0189 |
1.0004 |
0.0185 |
1.8% |
0.0071 |
0.7% |
65% |
False |
False |
31,423 |
| 20 |
1.0189 |
0.9972 |
0.0217 |
2.1% |
0.0062 |
0.6% |
71% |
False |
False |
28,004 |
| 40 |
1.0547 |
0.9972 |
0.0575 |
5.7% |
0.0061 |
0.6% |
27% |
False |
False |
26,874 |
| 60 |
1.0704 |
0.9972 |
0.0732 |
7.2% |
0.0065 |
0.6% |
21% |
False |
False |
24,406 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0070 |
0.7% |
15% |
False |
False |
18,389 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0075 |
0.7% |
15% |
False |
False |
14,717 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0070 |
0.7% |
15% |
False |
False |
12,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0487 |
|
2.618 |
1.0366 |
|
1.618 |
1.0292 |
|
1.000 |
1.0246 |
|
0.618 |
1.0218 |
|
HIGH |
1.0172 |
|
0.618 |
1.0144 |
|
0.500 |
1.0135 |
|
0.382 |
1.0126 |
|
LOW |
1.0098 |
|
0.618 |
1.0052 |
|
1.000 |
1.0024 |
|
1.618 |
0.9978 |
|
2.618 |
0.9904 |
|
4.250 |
0.9784 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0135 |
1.0135 |
| PP |
1.0132 |
1.0132 |
| S1 |
1.0128 |
1.0128 |
|