CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0013 |
0.9974 |
-0.0039 |
-0.4% |
1.0161 |
| High |
1.0025 |
1.0035 |
0.0010 |
0.1% |
1.0168 |
| Low |
0.9973 |
0.9972 |
-0.0001 |
0.0% |
1.0011 |
| Close |
0.9981 |
1.0006 |
0.0025 |
0.3% |
1.0028 |
| Range |
0.0052 |
0.0063 |
0.0011 |
21.2% |
0.0157 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.2% |
0.0000 |
| Volume |
22,068 |
24,122 |
2,054 |
9.3% |
143,695 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0163 |
1.0041 |
|
| R3 |
1.0130 |
1.0100 |
1.0023 |
|
| R2 |
1.0067 |
1.0067 |
1.0018 |
|
| R1 |
1.0037 |
1.0037 |
1.0012 |
1.0052 |
| PP |
1.0004 |
1.0004 |
1.0004 |
1.0012 |
| S1 |
0.9974 |
0.9974 |
1.0000 |
0.9989 |
| S2 |
0.9941 |
0.9941 |
0.9994 |
|
| S3 |
0.9878 |
0.9911 |
0.9989 |
|
| S4 |
0.9815 |
0.9848 |
0.9971 |
|
|
| 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 |
1.0069 |
0.9972 |
0.0097 |
1.0% |
0.0057 |
0.6% |
35% |
False |
True |
25,684 |
| 10 |
1.0169 |
0.9972 |
0.0197 |
2.0% |
0.0057 |
0.6% |
17% |
False |
True |
27,443 |
| 20 |
1.0494 |
0.9972 |
0.0522 |
5.2% |
0.0059 |
0.6% |
7% |
False |
True |
26,623 |
| 40 |
1.0688 |
0.9972 |
0.0716 |
7.2% |
0.0064 |
0.6% |
5% |
False |
True |
24,675 |
| 60 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0069 |
0.7% |
3% |
False |
True |
17,316 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0076 |
0.8% |
3% |
False |
True |
12,997 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0072 |
0.7% |
3% |
False |
True |
10,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0303 |
|
2.618 |
1.0200 |
|
1.618 |
1.0137 |
|
1.000 |
1.0098 |
|
0.618 |
1.0074 |
|
HIGH |
1.0035 |
|
0.618 |
1.0011 |
|
0.500 |
1.0004 |
|
0.382 |
0.9996 |
|
LOW |
0.9972 |
|
0.618 |
0.9933 |
|
1.000 |
0.9909 |
|
1.618 |
0.9870 |
|
2.618 |
0.9807 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0005 |
1.0005 |
| PP |
1.0004 |
1.0004 |
| S1 |
1.0004 |
1.0004 |
|