CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0512 |
1.0541 |
0.0029 |
0.3% |
1.0648 |
| High |
1.0540 |
1.0563 |
0.0023 |
0.2% |
1.0676 |
| Low |
1.0499 |
1.0521 |
0.0022 |
0.2% |
1.0499 |
| Close |
1.0514 |
1.0539 |
0.0025 |
0.2% |
1.0514 |
| Range |
0.0041 |
0.0042 |
0.0001 |
2.4% |
0.0177 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
24,688 |
13,946 |
-10,742 |
-43.5% |
98,739 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0645 |
1.0562 |
|
| R3 |
1.0625 |
1.0603 |
1.0551 |
|
| R2 |
1.0583 |
1.0583 |
1.0547 |
|
| R1 |
1.0561 |
1.0561 |
1.0543 |
1.0551 |
| PP |
1.0541 |
1.0541 |
1.0541 |
1.0536 |
| S1 |
1.0519 |
1.0519 |
1.0535 |
1.0509 |
| S2 |
1.0499 |
1.0499 |
1.0531 |
|
| S3 |
1.0457 |
1.0477 |
1.0527 |
|
| S4 |
1.0415 |
1.0435 |
1.0516 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.0981 |
1.0611 |
|
| R3 |
1.0917 |
1.0804 |
1.0563 |
|
| R2 |
1.0740 |
1.0740 |
1.0546 |
|
| R1 |
1.0627 |
1.0627 |
1.0530 |
1.0595 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0547 |
| S1 |
1.0450 |
1.0450 |
1.0498 |
1.0418 |
| S2 |
1.0386 |
1.0386 |
1.0482 |
|
| S3 |
1.0209 |
1.0273 |
1.0465 |
|
| S4 |
1.0032 |
1.0096 |
1.0417 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0676 |
1.0499 |
0.0177 |
1.7% |
0.0073 |
0.7% |
23% |
False |
False |
22,537 |
| 10 |
1.0676 |
1.0499 |
0.0177 |
1.7% |
0.0071 |
0.7% |
23% |
False |
False |
23,481 |
| 20 |
1.0786 |
1.0499 |
0.0287 |
2.7% |
0.0073 |
0.7% |
14% |
False |
False |
16,538 |
| 40 |
1.0991 |
1.0499 |
0.0492 |
4.7% |
0.0081 |
0.8% |
8% |
False |
False |
8,358 |
| 60 |
1.0991 |
1.0279 |
0.0712 |
6.8% |
0.0083 |
0.8% |
37% |
False |
False |
5,581 |
| 80 |
1.0991 |
1.0181 |
0.0810 |
7.7% |
0.0074 |
0.7% |
44% |
False |
False |
4,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0742 |
|
2.618 |
1.0673 |
|
1.618 |
1.0631 |
|
1.000 |
1.0605 |
|
0.618 |
1.0589 |
|
HIGH |
1.0563 |
|
0.618 |
1.0547 |
|
0.500 |
1.0542 |
|
0.382 |
1.0537 |
|
LOW |
1.0521 |
|
0.618 |
1.0495 |
|
1.000 |
1.0479 |
|
1.618 |
1.0453 |
|
2.618 |
1.0411 |
|
4.250 |
1.0343 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0542 |
1.0569 |
| PP |
1.0541 |
1.0559 |
| S1 |
1.0540 |
1.0549 |
|