CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0541 |
1.0534 |
-0.0007 |
-0.1% |
1.0648 |
| High |
1.0563 |
1.0554 |
-0.0009 |
-0.1% |
1.0676 |
| Low |
1.0521 |
1.0483 |
-0.0038 |
-0.4% |
1.0499 |
| Close |
1.0539 |
1.0491 |
-0.0048 |
-0.5% |
1.0514 |
| Range |
0.0042 |
0.0071 |
0.0029 |
69.0% |
0.0177 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
13,946 |
22,948 |
9,002 |
64.5% |
98,739 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0678 |
1.0530 |
|
| R3 |
1.0651 |
1.0607 |
1.0511 |
|
| R2 |
1.0580 |
1.0580 |
1.0504 |
|
| R1 |
1.0536 |
1.0536 |
1.0498 |
1.0523 |
| PP |
1.0509 |
1.0509 |
1.0509 |
1.0503 |
| S1 |
1.0465 |
1.0465 |
1.0484 |
1.0452 |
| S2 |
1.0438 |
1.0438 |
1.0478 |
|
| S3 |
1.0367 |
1.0394 |
1.0471 |
|
| S4 |
1.0296 |
1.0323 |
1.0452 |
|
|
| 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 |
1.0674 |
1.0483 |
0.0191 |
1.8% |
0.0075 |
0.7% |
4% |
False |
True |
22,698 |
| 10 |
1.0676 |
1.0483 |
0.0193 |
1.8% |
0.0071 |
0.7% |
4% |
False |
True |
23,818 |
| 20 |
1.0781 |
1.0483 |
0.0298 |
2.8% |
0.0073 |
0.7% |
3% |
False |
True |
17,661 |
| 40 |
1.0991 |
1.0483 |
0.0508 |
4.8% |
0.0080 |
0.8% |
2% |
False |
True |
8,931 |
| 60 |
1.0991 |
1.0279 |
0.0712 |
6.8% |
0.0084 |
0.8% |
30% |
False |
False |
5,963 |
| 80 |
1.0991 |
1.0181 |
0.0810 |
7.7% |
0.0074 |
0.7% |
38% |
False |
False |
4,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0856 |
|
2.618 |
1.0740 |
|
1.618 |
1.0669 |
|
1.000 |
1.0625 |
|
0.618 |
1.0598 |
|
HIGH |
1.0554 |
|
0.618 |
1.0527 |
|
0.500 |
1.0519 |
|
0.382 |
1.0510 |
|
LOW |
1.0483 |
|
0.618 |
1.0439 |
|
1.000 |
1.0412 |
|
1.618 |
1.0368 |
|
2.618 |
1.0297 |
|
4.250 |
1.0181 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0519 |
1.0523 |
| PP |
1.0509 |
1.0512 |
| S1 |
1.0500 |
1.0502 |
|