CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0136 |
-0.0016 |
-0.2% |
1.0129 |
| High |
1.0178 |
1.0166 |
-0.0012 |
-0.1% |
1.0223 |
| Low |
1.0122 |
1.0109 |
-0.0013 |
-0.1% |
1.0117 |
| Close |
1.0147 |
1.0142 |
-0.0005 |
0.0% |
1.0157 |
| Range |
0.0056 |
0.0057 |
0.0001 |
1.8% |
0.0106 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
32,312 |
69,486 |
37,174 |
115.0% |
114,452 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0283 |
1.0173 |
|
| R3 |
1.0253 |
1.0226 |
1.0158 |
|
| R2 |
1.0196 |
1.0196 |
1.0152 |
|
| R1 |
1.0169 |
1.0169 |
1.0147 |
1.0183 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0146 |
| S1 |
1.0112 |
1.0112 |
1.0137 |
1.0126 |
| S2 |
1.0082 |
1.0082 |
1.0132 |
|
| S3 |
1.0025 |
1.0055 |
1.0126 |
|
| S4 |
0.9968 |
0.9998 |
1.0111 |
|
|
| 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 |
1.0109 |
0.0114 |
1.1% |
0.0064 |
0.6% |
29% |
False |
True |
35,706 |
| 10 |
1.0223 |
1.0098 |
0.0125 |
1.2% |
0.0065 |
0.6% |
35% |
False |
False |
30,127 |
| 20 |
1.0223 |
0.9989 |
0.0234 |
2.3% |
0.0065 |
0.6% |
65% |
False |
False |
29,957 |
| 40 |
1.0412 |
0.9972 |
0.0440 |
4.3% |
0.0061 |
0.6% |
39% |
False |
False |
28,698 |
| 60 |
1.0676 |
0.9972 |
0.0704 |
6.9% |
0.0063 |
0.6% |
24% |
False |
False |
26,570 |
| 80 |
1.0900 |
0.9972 |
0.0928 |
9.2% |
0.0067 |
0.7% |
18% |
False |
False |
21,405 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0073 |
0.7% |
17% |
False |
False |
17,135 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.0% |
0.0072 |
0.7% |
17% |
False |
False |
14,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0408 |
|
2.618 |
1.0315 |
|
1.618 |
1.0258 |
|
1.000 |
1.0223 |
|
0.618 |
1.0201 |
|
HIGH |
1.0166 |
|
0.618 |
1.0144 |
|
0.500 |
1.0138 |
|
0.382 |
1.0131 |
|
LOW |
1.0109 |
|
0.618 |
1.0074 |
|
1.000 |
1.0052 |
|
1.618 |
1.0017 |
|
2.618 |
0.9960 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0141 |
1.0144 |
| PP |
1.0139 |
1.0143 |
| S1 |
1.0138 |
1.0143 |
|