CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0165 |
-0.0047 |
-0.5% |
1.0129 |
| High |
1.0213 |
1.0169 |
-0.0044 |
-0.4% |
1.0223 |
| Low |
1.0119 |
1.0133 |
0.0014 |
0.1% |
1.0117 |
| Close |
1.0157 |
1.0158 |
0.0001 |
0.0% |
1.0157 |
| Range |
0.0094 |
0.0036 |
-0.0058 |
-61.7% |
0.0106 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
25,555 |
25,839 |
284 |
1.1% |
114,452 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0246 |
1.0178 |
|
| R3 |
1.0225 |
1.0210 |
1.0168 |
|
| R2 |
1.0189 |
1.0189 |
1.0165 |
|
| R1 |
1.0174 |
1.0174 |
1.0161 |
1.0164 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0148 |
| S1 |
1.0138 |
1.0138 |
1.0155 |
1.0128 |
| S2 |
1.0117 |
1.0117 |
1.0151 |
|
| S3 |
1.0081 |
1.0102 |
1.0148 |
|
| S4 |
1.0045 |
1.0066 |
1.0138 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0484 |
1.0426 |
1.0215 |
|
| R3 |
1.0378 |
1.0320 |
1.0186 |
|
| R2 |
1.0272 |
1.0272 |
1.0176 |
|
| R1 |
1.0214 |
1.0214 |
1.0167 |
1.0243 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0180 |
| S1 |
1.0108 |
1.0108 |
1.0147 |
1.0137 |
| S2 |
1.0060 |
1.0060 |
1.0138 |
|
| S3 |
0.9954 |
1.0002 |
1.0128 |
|
| S4 |
0.9848 |
0.9896 |
1.0099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0223 |
1.0117 |
0.0106 |
1.0% |
0.0065 |
0.6% |
39% |
False |
False |
24,070 |
| 10 |
1.0223 |
1.0032 |
0.0191 |
1.9% |
0.0073 |
0.7% |
66% |
False |
False |
29,607 |
| 20 |
1.0223 |
0.9985 |
0.0238 |
2.3% |
0.0064 |
0.6% |
73% |
False |
False |
27,407 |
| 40 |
1.0494 |
0.9972 |
0.0522 |
5.1% |
0.0062 |
0.6% |
36% |
False |
False |
27,198 |
| 60 |
1.0676 |
0.9972 |
0.0704 |
6.9% |
0.0063 |
0.6% |
26% |
False |
False |
25,732 |
| 80 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0068 |
0.7% |
18% |
False |
False |
20,135 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0074 |
0.7% |
18% |
False |
False |
16,117 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0071 |
0.7% |
18% |
False |
False |
13,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0322 |
|
2.618 |
1.0263 |
|
1.618 |
1.0227 |
|
1.000 |
1.0205 |
|
0.618 |
1.0191 |
|
HIGH |
1.0169 |
|
0.618 |
1.0155 |
|
0.500 |
1.0151 |
|
0.382 |
1.0147 |
|
LOW |
1.0133 |
|
0.618 |
1.0111 |
|
1.000 |
1.0097 |
|
1.618 |
1.0075 |
|
2.618 |
1.0039 |
|
4.250 |
0.9980 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0171 |
| PP |
1.0153 |
1.0167 |
| S1 |
1.0151 |
1.0162 |
|