CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0136 |
1.0154 |
0.0018 |
0.2% |
1.0129 |
| High |
1.0166 |
1.0180 |
0.0014 |
0.1% |
1.0223 |
| Low |
1.0109 |
1.0028 |
-0.0081 |
-0.8% |
1.0117 |
| Close |
1.0142 |
1.0038 |
-0.0104 |
-1.0% |
1.0157 |
| Range |
0.0057 |
0.0152 |
0.0095 |
166.7% |
0.0106 |
| ATR |
0.0064 |
0.0070 |
0.0006 |
9.8% |
0.0000 |
| Volume |
69,486 |
49,901 |
-19,585 |
-28.2% |
114,452 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0440 |
1.0122 |
|
| R3 |
1.0386 |
1.0288 |
1.0080 |
|
| R2 |
1.0234 |
1.0234 |
1.0066 |
|
| R1 |
1.0136 |
1.0136 |
1.0052 |
1.0109 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0069 |
| S1 |
0.9984 |
0.9984 |
1.0024 |
0.9957 |
| S2 |
0.9930 |
0.9930 |
1.0010 |
|
| S3 |
0.9778 |
0.9832 |
0.9996 |
|
| S4 |
0.9626 |
0.9680 |
0.9954 |
|
|
| 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 |
1.0213 |
1.0028 |
0.0185 |
1.8% |
0.0079 |
0.8% |
5% |
False |
True |
40,618 |
| 10 |
1.0223 |
1.0028 |
0.0195 |
1.9% |
0.0073 |
0.7% |
5% |
False |
True |
31,846 |
| 20 |
1.0223 |
0.9989 |
0.0234 |
2.3% |
0.0071 |
0.7% |
21% |
False |
False |
31,365 |
| 40 |
1.0394 |
0.9972 |
0.0422 |
4.2% |
0.0063 |
0.6% |
16% |
False |
False |
29,254 |
| 60 |
1.0676 |
0.9972 |
0.0704 |
7.0% |
0.0064 |
0.6% |
9% |
False |
False |
27,047 |
| 80 |
1.0825 |
0.9972 |
0.0853 |
8.5% |
0.0067 |
0.7% |
8% |
False |
False |
22,027 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0074 |
0.7% |
6% |
False |
False |
17,634 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0073 |
0.7% |
6% |
False |
False |
14,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0826 |
|
2.618 |
1.0578 |
|
1.618 |
1.0426 |
|
1.000 |
1.0332 |
|
0.618 |
1.0274 |
|
HIGH |
1.0180 |
|
0.618 |
1.0122 |
|
0.500 |
1.0104 |
|
0.382 |
1.0086 |
|
LOW |
1.0028 |
|
0.618 |
0.9934 |
|
1.000 |
0.9876 |
|
1.618 |
0.9782 |
|
2.618 |
0.9630 |
|
4.250 |
0.9382 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0104 |
1.0104 |
| PP |
1.0082 |
1.0082 |
| S1 |
1.0060 |
1.0060 |
|