CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
1.0013 |
0.0012 |
0.1% |
1.0161 |
| High |
1.0028 |
1.0025 |
-0.0003 |
0.0% |
1.0168 |
| Low |
0.9986 |
0.9973 |
-0.0013 |
-0.1% |
1.0011 |
| Close |
1.0010 |
0.9981 |
-0.0029 |
-0.3% |
1.0028 |
| Range |
0.0042 |
0.0052 |
0.0010 |
23.8% |
0.0157 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
30,569 |
22,068 |
-8,501 |
-27.8% |
143,695 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0117 |
1.0010 |
|
| R3 |
1.0097 |
1.0065 |
0.9995 |
|
| R2 |
1.0045 |
1.0045 |
0.9991 |
|
| R1 |
1.0013 |
1.0013 |
0.9986 |
1.0003 |
| PP |
0.9993 |
0.9993 |
0.9993 |
0.9988 |
| S1 |
0.9961 |
0.9961 |
0.9976 |
0.9951 |
| S2 |
0.9941 |
0.9941 |
0.9971 |
|
| S3 |
0.9889 |
0.9909 |
0.9967 |
|
| S4 |
0.9837 |
0.9857 |
0.9952 |
|
|
| 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 |
1.0079 |
0.9973 |
0.0106 |
1.1% |
0.0054 |
0.5% |
8% |
False |
True |
26,581 |
| 10 |
1.0228 |
0.9973 |
0.0255 |
2.6% |
0.0059 |
0.6% |
3% |
False |
True |
28,171 |
| 20 |
1.0503 |
0.9973 |
0.0530 |
5.3% |
0.0060 |
0.6% |
2% |
False |
True |
26,602 |
| 40 |
1.0699 |
0.9973 |
0.0726 |
7.3% |
0.0064 |
0.6% |
1% |
False |
True |
24,727 |
| 60 |
1.0991 |
0.9973 |
0.1018 |
10.2% |
0.0070 |
0.7% |
1% |
False |
True |
16,914 |
| 80 |
1.0991 |
0.9973 |
0.1018 |
10.2% |
0.0077 |
0.8% |
1% |
False |
True |
12,697 |
| 100 |
1.0991 |
0.9973 |
0.1018 |
10.2% |
0.0072 |
0.7% |
1% |
False |
True |
10,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0246 |
|
2.618 |
1.0161 |
|
1.618 |
1.0109 |
|
1.000 |
1.0077 |
|
0.618 |
1.0057 |
|
HIGH |
1.0025 |
|
0.618 |
1.0005 |
|
0.500 |
0.9999 |
|
0.382 |
0.9993 |
|
LOW |
0.9973 |
|
0.618 |
0.9941 |
|
1.000 |
0.9921 |
|
1.618 |
0.9889 |
|
2.618 |
0.9837 |
|
4.250 |
0.9752 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9999 |
1.0011 |
| PP |
0.9993 |
1.0001 |
| S1 |
0.9987 |
0.9991 |
|