CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0070 |
1.0045 |
-0.0025 |
-0.2% |
1.0297 |
| High |
1.0102 |
1.0079 |
-0.0023 |
-0.2% |
1.0305 |
| Low |
1.0036 |
1.0034 |
-0.0002 |
0.0% |
1.0116 |
| Close |
1.0067 |
1.0059 |
-0.0008 |
-0.1% |
1.0162 |
| Range |
0.0066 |
0.0045 |
-0.0021 |
-31.8% |
0.0189 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
38,235 |
28,607 |
-9,628 |
-25.2% |
152,613 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0171 |
1.0084 |
|
| R3 |
1.0147 |
1.0126 |
1.0071 |
|
| R2 |
1.0102 |
1.0102 |
1.0067 |
|
| R1 |
1.0081 |
1.0081 |
1.0063 |
1.0092 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0063 |
| S1 |
1.0036 |
1.0036 |
1.0055 |
1.0047 |
| S2 |
1.0012 |
1.0012 |
1.0051 |
|
| S3 |
0.9967 |
0.9991 |
1.0047 |
|
| S4 |
0.9922 |
0.9946 |
1.0034 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0651 |
1.0266 |
|
| R3 |
1.0572 |
1.0462 |
1.0214 |
|
| R2 |
1.0383 |
1.0383 |
1.0197 |
|
| R1 |
1.0273 |
1.0273 |
1.0179 |
1.0234 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0175 |
| S1 |
1.0084 |
1.0084 |
1.0145 |
1.0045 |
| S2 |
1.0005 |
1.0005 |
1.0127 |
|
| S3 |
0.9816 |
0.9895 |
1.0110 |
|
| S4 |
0.9627 |
0.9706 |
1.0058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0169 |
1.0034 |
0.0135 |
1.3% |
0.0056 |
0.6% |
19% |
False |
True |
29,201 |
| 10 |
1.0347 |
1.0034 |
0.0313 |
3.1% |
0.0057 |
0.6% |
8% |
False |
True |
28,894 |
| 20 |
1.0547 |
1.0034 |
0.0513 |
5.1% |
0.0061 |
0.6% |
5% |
False |
True |
25,743 |
| 40 |
1.0704 |
1.0034 |
0.0670 |
6.7% |
0.0066 |
0.7% |
4% |
False |
True |
22,607 |
| 60 |
1.0991 |
1.0034 |
0.0957 |
9.5% |
0.0072 |
0.7% |
3% |
False |
True |
15,184 |
| 80 |
1.0991 |
1.0034 |
0.0957 |
9.5% |
0.0078 |
0.8% |
3% |
False |
True |
11,395 |
| 100 |
1.0991 |
1.0034 |
0.0957 |
9.5% |
0.0072 |
0.7% |
3% |
False |
True |
9,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0270 |
|
2.618 |
1.0197 |
|
1.618 |
1.0152 |
|
1.000 |
1.0124 |
|
0.618 |
1.0107 |
|
HIGH |
1.0079 |
|
0.618 |
1.0062 |
|
0.500 |
1.0057 |
|
0.382 |
1.0051 |
|
LOW |
1.0034 |
|
0.618 |
1.0006 |
|
1.000 |
0.9989 |
|
1.618 |
0.9961 |
|
2.618 |
0.9916 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0085 |
| PP |
1.0057 |
1.0076 |
| S1 |
1.0057 |
1.0068 |
|