CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0024 |
1.0014 |
-0.0010 |
-0.1% |
1.0029 |
| High |
1.0043 |
1.0042 |
-0.0001 |
0.0% |
1.0052 |
| Low |
0.9985 |
1.0007 |
0.0022 |
0.2% |
0.9972 |
| Close |
1.0004 |
1.0014 |
0.0010 |
0.1% |
1.0018 |
| Range |
0.0058 |
0.0035 |
-0.0023 |
-39.7% |
0.0080 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
26,215 |
21,748 |
-4,467 |
-17.0% |
120,160 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0105 |
1.0033 |
|
| R3 |
1.0091 |
1.0070 |
1.0024 |
|
| R2 |
1.0056 |
1.0056 |
1.0020 |
|
| R1 |
1.0035 |
1.0035 |
1.0017 |
1.0032 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0019 |
| S1 |
1.0000 |
1.0000 |
1.0011 |
0.9997 |
| S2 |
0.9986 |
0.9986 |
1.0008 |
|
| S3 |
0.9951 |
0.9965 |
1.0004 |
|
| S4 |
0.9916 |
0.9930 |
0.9995 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0216 |
1.0062 |
|
| R3 |
1.0174 |
1.0136 |
1.0040 |
|
| R2 |
1.0094 |
1.0094 |
1.0033 |
|
| R1 |
1.0056 |
1.0056 |
1.0025 |
1.0035 |
| PP |
1.0014 |
1.0014 |
1.0014 |
1.0004 |
| S1 |
0.9976 |
0.9976 |
1.0011 |
0.9955 |
| S2 |
0.9934 |
0.9934 |
1.0003 |
|
| S3 |
0.9854 |
0.9896 |
0.9996 |
|
| S4 |
0.9774 |
0.9816 |
0.9974 |
|
|
| 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% |
0.0054 |
0.5% |
43% |
False |
False |
24,096 |
| 10 |
1.0079 |
0.9972 |
0.0107 |
1.1% |
0.0054 |
0.5% |
39% |
False |
False |
25,338 |
| 20 |
1.0394 |
0.9972 |
0.0422 |
4.2% |
0.0056 |
0.6% |
10% |
False |
False |
27,144 |
| 40 |
1.0676 |
0.9972 |
0.0704 |
7.0% |
0.0061 |
0.6% |
6% |
False |
False |
24,888 |
| 60 |
1.0825 |
0.9972 |
0.0853 |
8.5% |
0.0066 |
0.7% |
5% |
False |
False |
18,915 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0075 |
0.7% |
4% |
False |
False |
14,201 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0073 |
0.7% |
4% |
False |
False |
11,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0191 |
|
2.618 |
1.0134 |
|
1.618 |
1.0099 |
|
1.000 |
1.0077 |
|
0.618 |
1.0064 |
|
HIGH |
1.0042 |
|
0.618 |
1.0029 |
|
0.500 |
1.0025 |
|
0.382 |
1.0020 |
|
LOW |
1.0007 |
|
0.618 |
0.9985 |
|
1.000 |
0.9972 |
|
1.618 |
0.9950 |
|
2.618 |
0.9915 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0025 |
1.0027 |
| PP |
1.0021 |
1.0023 |
| S1 |
1.0018 |
1.0018 |
|