CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0107 |
0.0009 |
0.1% |
1.0045 |
| High |
1.0168 |
1.0138 |
-0.0030 |
-0.3% |
1.0133 |
| Low |
1.0032 |
1.0081 |
0.0049 |
0.5% |
1.0021 |
| Close |
1.0138 |
1.0124 |
-0.0014 |
-0.1% |
1.0101 |
| Range |
0.0136 |
0.0057 |
-0.0079 |
-58.1% |
0.0112 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
62,297 |
34,297 |
-28,000 |
-44.9% |
136,127 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0262 |
1.0155 |
|
| R3 |
1.0228 |
1.0205 |
1.0140 |
|
| R2 |
1.0171 |
1.0171 |
1.0134 |
|
| R1 |
1.0148 |
1.0148 |
1.0129 |
1.0160 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0120 |
| S1 |
1.0091 |
1.0091 |
1.0119 |
1.0103 |
| S2 |
1.0057 |
1.0057 |
1.0114 |
|
| S3 |
1.0000 |
1.0034 |
1.0108 |
|
| S4 |
0.9943 |
0.9977 |
1.0093 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0373 |
1.0163 |
|
| R3 |
1.0309 |
1.0261 |
1.0132 |
|
| R2 |
1.0197 |
1.0197 |
1.0122 |
|
| R1 |
1.0149 |
1.0149 |
1.0111 |
1.0173 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0097 |
| S1 |
1.0037 |
1.0037 |
1.0091 |
1.0061 |
| S2 |
0.9973 |
0.9973 |
1.0080 |
|
| S3 |
0.9861 |
0.9925 |
1.0070 |
|
| S4 |
0.9749 |
0.9813 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0168 |
1.0032 |
0.0136 |
1.3% |
0.0078 |
0.8% |
68% |
False |
False |
37,368 |
| 10 |
1.0168 |
0.9989 |
0.0179 |
1.8% |
0.0065 |
0.6% |
75% |
False |
False |
29,786 |
| 20 |
1.0168 |
0.9972 |
0.0196 |
1.9% |
0.0061 |
0.6% |
78% |
False |
False |
28,387 |
| 40 |
1.0547 |
0.9972 |
0.0575 |
5.7% |
0.0061 |
0.6% |
26% |
False |
False |
26,368 |
| 60 |
1.0781 |
0.9972 |
0.0809 |
8.0% |
0.0065 |
0.6% |
19% |
False |
False |
23,466 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0070 |
0.7% |
15% |
False |
False |
17,650 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0074 |
0.7% |
15% |
False |
False |
14,125 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.1% |
0.0070 |
0.7% |
15% |
False |
False |
11,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0380 |
|
2.618 |
1.0287 |
|
1.618 |
1.0230 |
|
1.000 |
1.0195 |
|
0.618 |
1.0173 |
|
HIGH |
1.0138 |
|
0.618 |
1.0116 |
|
0.500 |
1.0110 |
|
0.382 |
1.0103 |
|
LOW |
1.0081 |
|
0.618 |
1.0046 |
|
1.000 |
1.0024 |
|
1.618 |
0.9989 |
|
2.618 |
0.9932 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0119 |
1.0116 |
| PP |
1.0114 |
1.0108 |
| S1 |
1.0110 |
1.0100 |
|