CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0167 |
1.0151 |
-0.0016 |
-0.2% |
1.0098 |
| High |
1.0176 |
1.0223 |
0.0047 |
0.5% |
1.0189 |
| Low |
1.0124 |
1.0144 |
0.0020 |
0.2% |
1.0032 |
| Close |
1.0152 |
1.0208 |
0.0056 |
0.6% |
1.0125 |
| Range |
0.0052 |
0.0079 |
0.0027 |
51.9% |
0.0157 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.6% |
0.0000 |
| Volume |
23,861 |
25,339 |
1,478 |
6.2% |
155,783 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0429 |
1.0397 |
1.0251 |
|
| R3 |
1.0350 |
1.0318 |
1.0230 |
|
| R2 |
1.0271 |
1.0271 |
1.0222 |
|
| R1 |
1.0239 |
1.0239 |
1.0215 |
1.0255 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0200 |
| S1 |
1.0160 |
1.0160 |
1.0201 |
1.0176 |
| S2 |
1.0113 |
1.0113 |
1.0194 |
|
| S3 |
1.0034 |
1.0081 |
1.0186 |
|
| S4 |
0.9955 |
1.0002 |
1.0165 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0513 |
1.0211 |
|
| R3 |
1.0429 |
1.0356 |
1.0168 |
|
| R2 |
1.0272 |
1.0272 |
1.0154 |
|
| R1 |
1.0199 |
1.0199 |
1.0139 |
1.0236 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0134 |
| S1 |
1.0042 |
1.0042 |
1.0111 |
1.0079 |
| S2 |
0.9958 |
0.9958 |
1.0096 |
|
| S3 |
0.9801 |
0.9885 |
1.0082 |
|
| S4 |
0.9644 |
0.9728 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0223 |
1.0098 |
0.0125 |
1.2% |
0.0067 |
0.7% |
88% |
True |
False |
23,074 |
| 10 |
1.0223 |
1.0032 |
0.0191 |
1.9% |
0.0071 |
0.7% |
92% |
True |
False |
29,621 |
| 20 |
1.0223 |
0.9972 |
0.0251 |
2.5% |
0.0064 |
0.6% |
94% |
True |
False |
27,234 |
| 40 |
1.0503 |
0.9972 |
0.0531 |
5.2% |
0.0062 |
0.6% |
44% |
False |
False |
26,918 |
| 60 |
1.0699 |
0.9972 |
0.0727 |
7.1% |
0.0064 |
0.6% |
32% |
False |
False |
25,563 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0068 |
0.7% |
23% |
False |
False |
19,494 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0074 |
0.7% |
23% |
False |
False |
15,605 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0071 |
0.7% |
23% |
False |
False |
13,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0559 |
|
2.618 |
1.0430 |
|
1.618 |
1.0351 |
|
1.000 |
1.0302 |
|
0.618 |
1.0272 |
|
HIGH |
1.0223 |
|
0.618 |
1.0193 |
|
0.500 |
1.0184 |
|
0.382 |
1.0174 |
|
LOW |
1.0144 |
|
0.618 |
1.0095 |
|
1.000 |
1.0065 |
|
1.618 |
1.0016 |
|
2.618 |
0.9937 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0195 |
| PP |
1.0192 |
1.0183 |
| S1 |
1.0184 |
1.0170 |
|