CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0007 |
1.0045 |
0.0038 |
0.4% |
1.0025 |
| High |
1.0072 |
1.0053 |
-0.0019 |
-0.2% |
1.0072 |
| Low |
1.0004 |
1.0021 |
0.0017 |
0.2% |
0.9985 |
| Close |
1.0045 |
1.0045 |
0.0000 |
0.0% |
1.0045 |
| Range |
0.0068 |
0.0032 |
-0.0036 |
-52.9% |
0.0087 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
22,325 |
17,968 |
-4,357 |
-19.5% |
115,943 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0122 |
1.0063 |
|
| R3 |
1.0104 |
1.0090 |
1.0054 |
|
| R2 |
1.0072 |
1.0072 |
1.0051 |
|
| R1 |
1.0058 |
1.0058 |
1.0048 |
1.0061 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0041 |
| S1 |
1.0026 |
1.0026 |
1.0042 |
1.0029 |
| S2 |
1.0008 |
1.0008 |
1.0039 |
|
| S3 |
0.9976 |
0.9994 |
1.0036 |
|
| S4 |
0.9944 |
0.9962 |
1.0027 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0257 |
1.0093 |
|
| R3 |
1.0208 |
1.0170 |
1.0069 |
|
| R2 |
1.0121 |
1.0121 |
1.0061 |
|
| R1 |
1.0083 |
1.0083 |
1.0053 |
1.0102 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0044 |
| S1 |
0.9996 |
0.9996 |
1.0037 |
1.0015 |
| S2 |
0.9947 |
0.9947 |
1.0029 |
|
| S3 |
0.9860 |
0.9909 |
1.0021 |
|
| S4 |
0.9773 |
0.9822 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0072 |
0.9985 |
0.0087 |
0.9% |
0.0048 |
0.5% |
69% |
False |
False |
21,866 |
| 10 |
1.0072 |
0.9972 |
0.0100 |
1.0% |
0.0051 |
0.5% |
73% |
False |
False |
23,448 |
| 20 |
1.0283 |
0.9972 |
0.0311 |
3.1% |
0.0056 |
0.6% |
23% |
False |
False |
25,751 |
| 40 |
1.0676 |
0.9972 |
0.0704 |
7.0% |
0.0060 |
0.6% |
10% |
False |
False |
24,390 |
| 60 |
1.0823 |
0.9972 |
0.0851 |
8.5% |
0.0065 |
0.6% |
9% |
False |
False |
19,935 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0071 |
0.7% |
7% |
False |
False |
14,967 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0073 |
0.7% |
7% |
False |
False |
11,978 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0069 |
0.7% |
7% |
False |
False |
9,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0189 |
|
2.618 |
1.0137 |
|
1.618 |
1.0105 |
|
1.000 |
1.0085 |
|
0.618 |
1.0073 |
|
HIGH |
1.0053 |
|
0.618 |
1.0041 |
|
0.500 |
1.0037 |
|
0.382 |
1.0033 |
|
LOW |
1.0021 |
|
0.618 |
1.0001 |
|
1.000 |
0.9989 |
|
1.618 |
0.9969 |
|
2.618 |
0.9937 |
|
4.250 |
0.9885 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0040 |
| PP |
1.0040 |
1.0035 |
| S1 |
1.0037 |
1.0031 |
|