CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0014 |
1.0018 |
0.0004 |
0.0% |
1.0029 |
| High |
1.0042 |
1.0037 |
-0.0005 |
0.0% |
1.0052 |
| Low |
1.0007 |
0.9989 |
-0.0018 |
-0.2% |
0.9972 |
| Close |
1.0014 |
1.0010 |
-0.0004 |
0.0% |
1.0018 |
| Range |
0.0035 |
0.0048 |
0.0013 |
37.1% |
0.0080 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
21,748 |
21,075 |
-673 |
-3.1% |
120,160 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0131 |
1.0036 |
|
| R3 |
1.0108 |
1.0083 |
1.0023 |
|
| R2 |
1.0060 |
1.0060 |
1.0019 |
|
| R1 |
1.0035 |
1.0035 |
1.0014 |
1.0024 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0006 |
| S1 |
0.9987 |
0.9987 |
1.0006 |
0.9976 |
| S2 |
0.9964 |
0.9964 |
1.0001 |
|
| S3 |
0.9916 |
0.9939 |
0.9997 |
|
| S4 |
0.9868 |
0.9891 |
0.9984 |
|
|
| 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 |
0.9985 |
0.0084 |
0.8% |
0.0051 |
0.5% |
30% |
False |
False |
23,487 |
| 10 |
1.0069 |
0.9972 |
0.0097 |
1.0% |
0.0054 |
0.5% |
39% |
False |
False |
24,585 |
| 20 |
1.0347 |
0.9972 |
0.0375 |
3.7% |
0.0056 |
0.6% |
10% |
False |
False |
26,740 |
| 40 |
1.0676 |
0.9972 |
0.0704 |
7.0% |
0.0060 |
0.6% |
5% |
False |
False |
24,686 |
| 60 |
1.0825 |
0.9972 |
0.0853 |
8.5% |
0.0066 |
0.7% |
4% |
False |
False |
19,264 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0075 |
0.7% |
4% |
False |
False |
14,464 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0073 |
0.7% |
4% |
False |
False |
11,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0241 |
|
2.618 |
1.0163 |
|
1.618 |
1.0115 |
|
1.000 |
1.0085 |
|
0.618 |
1.0067 |
|
HIGH |
1.0037 |
|
0.618 |
1.0019 |
|
0.500 |
1.0013 |
|
0.382 |
1.0007 |
|
LOW |
0.9989 |
|
0.618 |
0.9959 |
|
1.000 |
0.9941 |
|
1.618 |
0.9911 |
|
2.618 |
0.9863 |
|
4.250 |
0.9785 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0014 |
| PP |
1.0012 |
1.0013 |
| S1 |
1.0011 |
1.0011 |
|