CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 10-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0485 |
1.0518 |
0.0033 |
0.3% |
1.0541 |
| High |
1.0519 |
1.0547 |
0.0028 |
0.3% |
1.0563 |
| Low |
1.0465 |
1.0495 |
0.0030 |
0.3% |
1.0422 |
| Close |
1.0515 |
1.0510 |
-0.0005 |
0.0% |
1.0491 |
| Range |
0.0054 |
0.0052 |
-0.0002 |
-3.7% |
0.0141 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
15,494 |
22,297 |
6,803 |
43.9% |
100,287 |
|
| Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0644 |
1.0539 |
|
| R3 |
1.0621 |
1.0592 |
1.0524 |
|
| R2 |
1.0569 |
1.0569 |
1.0520 |
|
| R1 |
1.0540 |
1.0540 |
1.0515 |
1.0529 |
| PP |
1.0517 |
1.0517 |
1.0517 |
1.0512 |
| S1 |
1.0488 |
1.0488 |
1.0505 |
1.0477 |
| S2 |
1.0465 |
1.0465 |
1.0500 |
|
| S3 |
1.0413 |
1.0436 |
1.0496 |
|
| S4 |
1.0361 |
1.0384 |
1.0481 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0844 |
1.0569 |
|
| R3 |
1.0774 |
1.0703 |
1.0530 |
|
| R2 |
1.0633 |
1.0633 |
1.0517 |
|
| R1 |
1.0562 |
1.0562 |
1.0504 |
1.0527 |
| PP |
1.0492 |
1.0492 |
1.0492 |
1.0475 |
| S1 |
1.0421 |
1.0421 |
1.0478 |
1.0386 |
| S2 |
1.0351 |
1.0351 |
1.0465 |
|
| S3 |
1.0210 |
1.0280 |
1.0452 |
|
| S4 |
1.0069 |
1.0139 |
1.0413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0547 |
1.0422 |
0.0125 |
1.2% |
0.0059 |
0.6% |
70% |
True |
False |
20,236 |
| 10 |
1.0674 |
1.0422 |
0.0252 |
2.4% |
0.0067 |
0.6% |
35% |
False |
False |
21,467 |
| 20 |
1.0699 |
1.0422 |
0.0277 |
2.6% |
0.0069 |
0.7% |
32% |
False |
False |
22,013 |
| 40 |
1.0991 |
1.0422 |
0.0569 |
5.4% |
0.0074 |
0.7% |
15% |
False |
False |
11,448 |
| 60 |
1.0991 |
1.0356 |
0.0635 |
6.0% |
0.0083 |
0.8% |
24% |
False |
False |
7,648 |
| 80 |
1.0991 |
1.0234 |
0.0757 |
7.2% |
0.0075 |
0.7% |
36% |
False |
False |
5,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0768 |
|
2.618 |
1.0683 |
|
1.618 |
1.0631 |
|
1.000 |
1.0599 |
|
0.618 |
1.0579 |
|
HIGH |
1.0547 |
|
0.618 |
1.0527 |
|
0.500 |
1.0521 |
|
0.382 |
1.0515 |
|
LOW |
1.0495 |
|
0.618 |
1.0463 |
|
1.000 |
1.0443 |
|
1.618 |
1.0411 |
|
2.618 |
1.0359 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 10-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0502 |
| PP |
1.0517 |
1.0493 |
| S1 |
1.0514 |
1.0485 |
|