CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
1.0029 |
-0.0028 |
-0.3% |
1.0161 |
| High |
1.0069 |
1.0048 |
-0.0021 |
-0.2% |
1.0168 |
| Low |
1.0011 |
0.9977 |
-0.0034 |
-0.3% |
1.0011 |
| Close |
1.0028 |
1.0005 |
-0.0023 |
-0.2% |
1.0028 |
| Range |
0.0058 |
0.0071 |
0.0013 |
22.4% |
0.0157 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.0% |
0.0000 |
| Volume |
32,079 |
19,584 |
-12,495 |
-39.0% |
143,695 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0223 |
1.0185 |
1.0044 |
|
| R3 |
1.0152 |
1.0114 |
1.0025 |
|
| R2 |
1.0081 |
1.0081 |
1.0018 |
|
| R1 |
1.0043 |
1.0043 |
1.0012 |
1.0027 |
| PP |
1.0010 |
1.0010 |
1.0010 |
1.0002 |
| S1 |
0.9972 |
0.9972 |
0.9998 |
0.9956 |
| S2 |
0.9939 |
0.9939 |
0.9992 |
|
| S3 |
0.9868 |
0.9901 |
0.9985 |
|
| S4 |
0.9797 |
0.9830 |
0.9966 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0441 |
1.0114 |
|
| R3 |
1.0383 |
1.0284 |
1.0071 |
|
| R2 |
1.0226 |
1.0226 |
1.0057 |
|
| R1 |
1.0127 |
1.0127 |
1.0042 |
1.0098 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0055 |
| S1 |
0.9970 |
0.9970 |
1.0014 |
0.9941 |
| S2 |
0.9912 |
0.9912 |
0.9999 |
|
| S3 |
0.9755 |
0.9813 |
0.9985 |
|
| S4 |
0.9598 |
0.9656 |
0.9942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0136 |
0.9977 |
0.0159 |
1.6% |
0.0062 |
0.6% |
18% |
False |
True |
27,641 |
| 10 |
1.0283 |
0.9977 |
0.0306 |
3.1% |
0.0060 |
0.6% |
9% |
False |
True |
28,055 |
| 20 |
1.0547 |
0.9977 |
0.0570 |
5.7% |
0.0060 |
0.6% |
5% |
False |
True |
26,331 |
| 40 |
1.0699 |
0.9977 |
0.0722 |
7.2% |
0.0065 |
0.6% |
4% |
False |
True |
23,827 |
| 60 |
1.0991 |
0.9977 |
0.1014 |
10.1% |
0.0070 |
0.7% |
3% |
False |
True |
16,038 |
| 80 |
1.0991 |
0.9977 |
0.1014 |
10.1% |
0.0078 |
0.8% |
3% |
False |
True |
12,040 |
| 100 |
1.0991 |
0.9977 |
0.1014 |
10.1% |
0.0072 |
0.7% |
3% |
False |
True |
9,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0234 |
|
1.618 |
1.0163 |
|
1.000 |
1.0119 |
|
0.618 |
1.0092 |
|
HIGH |
1.0048 |
|
0.618 |
1.0021 |
|
0.500 |
1.0013 |
|
0.382 |
1.0004 |
|
LOW |
0.9977 |
|
0.618 |
0.9933 |
|
1.000 |
0.9906 |
|
1.618 |
0.9862 |
|
2.618 |
0.9791 |
|
4.250 |
0.9675 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0028 |
| PP |
1.0010 |
1.0020 |
| S1 |
1.0008 |
1.0013 |
|