CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0258 |
1.0210 |
-0.0048 |
-0.5% |
1.0440 |
| High |
1.0261 |
1.0228 |
-0.0033 |
-0.3% |
1.0494 |
| Low |
1.0198 |
1.0146 |
-0.0052 |
-0.5% |
1.0292 |
| Close |
1.0220 |
1.0150 |
-0.0070 |
-0.7% |
1.0304 |
| Range |
0.0063 |
0.0082 |
0.0019 |
30.2% |
0.0202 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.9% |
0.0000 |
| Volume |
26,463 |
31,408 |
4,945 |
18.7% |
123,323 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0367 |
1.0195 |
|
| R3 |
1.0339 |
1.0285 |
1.0173 |
|
| R2 |
1.0257 |
1.0257 |
1.0165 |
|
| R1 |
1.0203 |
1.0203 |
1.0158 |
1.0189 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0168 |
| S1 |
1.0121 |
1.0121 |
1.0142 |
1.0107 |
| S2 |
1.0093 |
1.0093 |
1.0135 |
|
| S3 |
1.0011 |
1.0039 |
1.0127 |
|
| S4 |
0.9929 |
0.9957 |
1.0105 |
|
|
| 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 |
1.0347 |
1.0146 |
0.0201 |
2.0% |
0.0058 |
0.6% |
2% |
False |
True |
28,588 |
| 10 |
1.0494 |
1.0146 |
0.0348 |
3.4% |
0.0062 |
0.6% |
1% |
False |
True |
25,803 |
| 20 |
1.0563 |
1.0146 |
0.0417 |
4.1% |
0.0060 |
0.6% |
1% |
False |
True |
23,471 |
| 40 |
1.0804 |
1.0146 |
0.0658 |
6.5% |
0.0069 |
0.7% |
1% |
False |
True |
19,078 |
| 60 |
1.0991 |
1.0146 |
0.0845 |
8.3% |
0.0075 |
0.7% |
0% |
False |
True |
12,752 |
| 80 |
1.0991 |
1.0146 |
0.0845 |
8.3% |
0.0078 |
0.8% |
0% |
False |
True |
9,571 |
| 100 |
1.0991 |
1.0146 |
0.0845 |
8.3% |
0.0072 |
0.7% |
0% |
False |
True |
7,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0577 |
|
2.618 |
1.0443 |
|
1.618 |
1.0361 |
|
1.000 |
1.0310 |
|
0.618 |
1.0279 |
|
HIGH |
1.0228 |
|
0.618 |
1.0197 |
|
0.500 |
1.0187 |
|
0.382 |
1.0177 |
|
LOW |
1.0146 |
|
0.618 |
1.0095 |
|
1.000 |
1.0064 |
|
1.618 |
1.0013 |
|
2.618 |
0.9931 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0215 |
| PP |
1.0175 |
1.0193 |
| S1 |
1.0162 |
1.0172 |
|