CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 19-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0399 |
1.0373 |
-0.0026 |
-0.3% |
1.0485 |
| High |
1.0412 |
1.0394 |
-0.0018 |
-0.2% |
1.0547 |
| Low |
1.0361 |
1.0331 |
-0.0030 |
-0.3% |
1.0419 |
| Close |
1.0377 |
1.0334 |
-0.0043 |
-0.4% |
1.0447 |
| Range |
0.0051 |
0.0063 |
0.0012 |
23.5% |
0.0128 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
27,656 |
29,164 |
1,508 |
5.5% |
102,911 |
|
| Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0501 |
1.0369 |
|
| R3 |
1.0479 |
1.0438 |
1.0351 |
|
| R2 |
1.0416 |
1.0416 |
1.0346 |
|
| R1 |
1.0375 |
1.0375 |
1.0340 |
1.0364 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0348 |
| S1 |
1.0312 |
1.0312 |
1.0328 |
1.0301 |
| S2 |
1.0290 |
1.0290 |
1.0322 |
|
| S3 |
1.0227 |
1.0249 |
1.0317 |
|
| S4 |
1.0164 |
1.0186 |
1.0299 |
|
|
| 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 |
1.0494 |
1.0331 |
0.0163 |
1.6% |
0.0066 |
0.6% |
2% |
False |
True |
23,019 |
| 10 |
1.0547 |
1.0331 |
0.0216 |
2.1% |
0.0064 |
0.6% |
1% |
False |
True |
22,592 |
| 20 |
1.0676 |
1.0331 |
0.0345 |
3.3% |
0.0065 |
0.6% |
1% |
False |
True |
22,632 |
| 40 |
1.0825 |
1.0331 |
0.0494 |
4.8% |
0.0071 |
0.7% |
1% |
False |
True |
15,527 |
| 60 |
1.0991 |
1.0331 |
0.0660 |
6.4% |
0.0081 |
0.8% |
0% |
False |
True |
10,372 |
| 80 |
1.0991 |
1.0234 |
0.0757 |
7.3% |
0.0077 |
0.7% |
13% |
False |
False |
7,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0662 |
|
2.618 |
1.0559 |
|
1.618 |
1.0496 |
|
1.000 |
1.0457 |
|
0.618 |
1.0433 |
|
HIGH |
1.0394 |
|
0.618 |
1.0370 |
|
0.500 |
1.0363 |
|
0.382 |
1.0355 |
|
LOW |
1.0331 |
|
0.618 |
1.0292 |
|
1.000 |
1.0268 |
|
1.618 |
1.0229 |
|
2.618 |
1.0166 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 19-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0363 |
1.0410 |
| PP |
1.0353 |
1.0385 |
| S1 |
1.0344 |
1.0359 |
|