CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0507 |
1.0495 |
-0.0012 |
-0.1% |
1.0541 |
| High |
1.0522 |
1.0503 |
-0.0019 |
-0.2% |
1.0563 |
| Low |
1.0477 |
1.0419 |
-0.0058 |
-0.6% |
1.0422 |
| Close |
1.0493 |
1.0448 |
-0.0045 |
-0.4% |
1.0491 |
| Range |
0.0045 |
0.0084 |
0.0039 |
86.7% |
0.0141 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.6% |
0.0000 |
| Volume |
24,914 |
23,711 |
-1,203 |
-4.8% |
100,287 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0662 |
1.0494 |
|
| R3 |
1.0625 |
1.0578 |
1.0471 |
|
| R2 |
1.0541 |
1.0541 |
1.0463 |
|
| R1 |
1.0494 |
1.0494 |
1.0456 |
1.0476 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0447 |
| S1 |
1.0410 |
1.0410 |
1.0440 |
1.0392 |
| S2 |
1.0373 |
1.0373 |
1.0433 |
|
| S3 |
1.0289 |
1.0326 |
1.0425 |
|
| S4 |
1.0205 |
1.0242 |
1.0402 |
|
|
| 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 |
1.0419 |
0.0128 |
1.2% |
0.0063 |
0.6% |
23% |
False |
True |
22,166 |
| 10 |
1.0563 |
1.0419 |
0.0144 |
1.4% |
0.0058 |
0.6% |
20% |
False |
True |
21,139 |
| 20 |
1.0688 |
1.0419 |
0.0269 |
2.6% |
0.0068 |
0.7% |
11% |
False |
True |
22,727 |
| 40 |
1.0991 |
1.0419 |
0.0572 |
5.5% |
0.0074 |
0.7% |
5% |
False |
True |
12,662 |
| 60 |
1.0991 |
1.0419 |
0.0572 |
5.5% |
0.0082 |
0.8% |
5% |
False |
True |
8,455 |
| 80 |
1.0991 |
1.0234 |
0.0757 |
7.2% |
0.0076 |
0.7% |
28% |
False |
False |
6,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0860 |
|
2.618 |
1.0723 |
|
1.618 |
1.0639 |
|
1.000 |
1.0587 |
|
0.618 |
1.0555 |
|
HIGH |
1.0503 |
|
0.618 |
1.0471 |
|
0.500 |
1.0461 |
|
0.382 |
1.0451 |
|
LOW |
1.0419 |
|
0.618 |
1.0367 |
|
1.000 |
1.0335 |
|
1.618 |
1.0283 |
|
2.618 |
1.0199 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0461 |
1.0483 |
| PP |
1.0457 |
1.0471 |
| S1 |
1.0452 |
1.0460 |
|