CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0297 |
1.0266 |
-0.0031 |
-0.3% |
1.0440 |
| High |
1.0305 |
1.0283 |
-0.0022 |
-0.2% |
1.0494 |
| Low |
1.0262 |
1.0237 |
-0.0025 |
-0.2% |
1.0292 |
| Close |
1.0266 |
1.0262 |
-0.0004 |
0.0% |
1.0304 |
| Range |
0.0043 |
0.0046 |
0.0003 |
7.0% |
0.0202 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
35,341 |
25,009 |
-10,332 |
-29.2% |
123,323 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0376 |
1.0287 |
|
| R3 |
1.0353 |
1.0330 |
1.0275 |
|
| R2 |
1.0307 |
1.0307 |
1.0270 |
|
| R1 |
1.0284 |
1.0284 |
1.0266 |
1.0273 |
| PP |
1.0261 |
1.0261 |
1.0261 |
1.0255 |
| S1 |
1.0238 |
1.0238 |
1.0258 |
1.0227 |
| S2 |
1.0215 |
1.0215 |
1.0254 |
|
| S3 |
1.0169 |
1.0192 |
1.0249 |
|
| S4 |
1.0123 |
1.0146 |
1.0237 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0839 |
1.0415 |
|
| R3 |
1.0767 |
1.0637 |
1.0360 |
|
| R2 |
1.0565 |
1.0565 |
1.0341 |
|
| R1 |
1.0435 |
1.0435 |
1.0323 |
1.0399 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0346 |
| S1 |
1.0233 |
1.0233 |
1.0285 |
1.0197 |
| S2 |
1.0161 |
1.0161 |
1.0267 |
|
| S3 |
0.9959 |
1.0031 |
1.0248 |
|
| S4 |
0.9757 |
0.9829 |
1.0193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0412 |
1.0237 |
0.0175 |
1.7% |
0.0052 |
0.5% |
14% |
False |
True |
28,377 |
| 10 |
1.0522 |
1.0237 |
0.0285 |
2.8% |
0.0060 |
0.6% |
9% |
False |
True |
24,879 |
| 20 |
1.0674 |
1.0237 |
0.0437 |
4.3% |
0.0064 |
0.6% |
6% |
False |
True |
23,173 |
| 40 |
1.0804 |
1.0237 |
0.0567 |
5.5% |
0.0069 |
0.7% |
4% |
False |
True |
17,651 |
| 60 |
1.0991 |
1.0237 |
0.0754 |
7.3% |
0.0075 |
0.7% |
3% |
False |
True |
11,789 |
| 80 |
1.0991 |
1.0237 |
0.0754 |
7.3% |
0.0078 |
0.8% |
3% |
False |
True |
8,847 |
| 100 |
1.0991 |
1.0181 |
0.0810 |
7.9% |
0.0071 |
0.7% |
10% |
False |
False |
7,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0479 |
|
2.618 |
1.0403 |
|
1.618 |
1.0357 |
|
1.000 |
1.0329 |
|
0.618 |
1.0311 |
|
HIGH |
1.0283 |
|
0.618 |
1.0265 |
|
0.500 |
1.0260 |
|
0.382 |
1.0255 |
|
LOW |
1.0237 |
|
0.618 |
1.0209 |
|
1.000 |
1.0191 |
|
1.618 |
1.0163 |
|
2.618 |
1.0117 |
|
4.250 |
1.0042 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0292 |
| PP |
1.0261 |
1.0282 |
| S1 |
1.0260 |
1.0272 |
|