CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 17-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0440 |
1.0469 |
0.0029 |
0.3% |
1.0485 |
| High |
1.0494 |
1.0489 |
-0.0005 |
0.0% |
1.0547 |
| Low |
1.0429 |
1.0383 |
-0.0046 |
-0.4% |
1.0419 |
| Close |
1.0472 |
1.0402 |
-0.0070 |
-0.7% |
1.0447 |
| Range |
0.0065 |
0.0106 |
0.0041 |
63.1% |
0.0128 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.0% |
0.0000 |
| Volume |
16,565 |
25,219 |
8,654 |
52.2% |
102,911 |
|
| Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0678 |
1.0460 |
|
| R3 |
1.0637 |
1.0572 |
1.0431 |
|
| R2 |
1.0531 |
1.0531 |
1.0421 |
|
| R1 |
1.0466 |
1.0466 |
1.0412 |
1.0446 |
| PP |
1.0425 |
1.0425 |
1.0425 |
1.0414 |
| S1 |
1.0360 |
1.0360 |
1.0392 |
1.0340 |
| S2 |
1.0319 |
1.0319 |
1.0383 |
|
| S3 |
1.0213 |
1.0254 |
1.0373 |
|
| S4 |
1.0107 |
1.0148 |
1.0344 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0779 |
1.0517 |
|
| R3 |
1.0727 |
1.0651 |
1.0482 |
|
| R2 |
1.0599 |
1.0599 |
1.0470 |
|
| R1 |
1.0523 |
1.0523 |
1.0459 |
1.0497 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0458 |
| S1 |
1.0395 |
1.0395 |
1.0435 |
1.0369 |
| S2 |
1.0343 |
1.0343 |
1.0424 |
|
| S3 |
1.0215 |
1.0267 |
1.0412 |
|
| S4 |
1.0087 |
1.0139 |
1.0377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0522 |
1.0383 |
0.0139 |
1.3% |
0.0069 |
0.7% |
14% |
False |
True |
21,380 |
| 10 |
1.0547 |
1.0383 |
0.0164 |
1.6% |
0.0064 |
0.6% |
12% |
False |
True |
20,808 |
| 20 |
1.0676 |
1.0383 |
0.0293 |
2.8% |
0.0068 |
0.6% |
6% |
False |
True |
22,313 |
| 40 |
1.0900 |
1.0383 |
0.0517 |
5.0% |
0.0072 |
0.7% |
4% |
False |
True |
14,112 |
| 60 |
1.0991 |
1.0383 |
0.0608 |
5.8% |
0.0081 |
0.8% |
3% |
False |
True |
9,426 |
| 80 |
1.0991 |
1.0234 |
0.0757 |
7.3% |
0.0077 |
0.7% |
22% |
False |
False |
7,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0940 |
|
2.618 |
1.0767 |
|
1.618 |
1.0661 |
|
1.000 |
1.0595 |
|
0.618 |
1.0555 |
|
HIGH |
1.0489 |
|
0.618 |
1.0449 |
|
0.500 |
1.0436 |
|
0.382 |
1.0423 |
|
LOW |
1.0383 |
|
0.618 |
1.0317 |
|
1.000 |
1.0277 |
|
1.618 |
1.0211 |
|
2.618 |
1.0105 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 17-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0439 |
| PP |
1.0425 |
1.0426 |
| S1 |
1.0413 |
1.0414 |
|