CME Swiss Franc Future June 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0154 |
1.0035 |
-0.0119 |
-1.2% |
1.0165 |
| High |
1.0180 |
1.0056 |
-0.0124 |
-1.2% |
1.0180 |
| Low |
1.0028 |
1.0014 |
-0.0014 |
-0.1% |
1.0014 |
| Close |
1.0038 |
1.0028 |
-0.0010 |
-0.1% |
1.0028 |
| Range |
0.0152 |
0.0042 |
-0.0110 |
-72.4% |
0.0166 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
49,901 |
11,660 |
-38,241 |
-76.6% |
189,198 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0159 |
1.0135 |
1.0051 |
|
| R3 |
1.0117 |
1.0093 |
1.0040 |
|
| R2 |
1.0075 |
1.0075 |
1.0036 |
|
| R1 |
1.0051 |
1.0051 |
1.0032 |
1.0042 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0028 |
| S1 |
1.0009 |
1.0009 |
1.0024 |
1.0000 |
| S2 |
0.9991 |
0.9991 |
1.0020 |
|
| S3 |
0.9949 |
0.9967 |
1.0016 |
|
| S4 |
0.9907 |
0.9925 |
1.0005 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0572 |
1.0466 |
1.0119 |
|
| R3 |
1.0406 |
1.0300 |
1.0074 |
|
| R2 |
1.0240 |
1.0240 |
1.0058 |
|
| R1 |
1.0134 |
1.0134 |
1.0043 |
1.0104 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0059 |
| S1 |
0.9968 |
0.9968 |
1.0013 |
0.9938 |
| S2 |
0.9908 |
0.9908 |
0.9998 |
|
| S3 |
0.9742 |
0.9802 |
0.9982 |
|
| S4 |
0.9576 |
0.9636 |
0.9937 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0180 |
1.0014 |
0.0166 |
1.7% |
0.0069 |
0.7% |
8% |
False |
True |
37,839 |
| 10 |
1.0223 |
1.0014 |
0.0209 |
2.1% |
0.0070 |
0.7% |
7% |
False |
True |
30,365 |
| 20 |
1.0223 |
1.0004 |
0.0219 |
2.2% |
0.0070 |
0.7% |
11% |
False |
False |
30,894 |
| 40 |
1.0347 |
0.9972 |
0.0375 |
3.7% |
0.0063 |
0.6% |
15% |
False |
False |
28,817 |
| 60 |
1.0676 |
0.9972 |
0.0704 |
7.0% |
0.0064 |
0.6% |
8% |
False |
False |
26,755 |
| 80 |
1.0825 |
0.9972 |
0.0853 |
8.5% |
0.0067 |
0.7% |
7% |
False |
False |
22,172 |
| 100 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0074 |
0.7% |
5% |
False |
False |
17,750 |
| 120 |
1.0991 |
0.9972 |
0.1019 |
10.2% |
0.0073 |
0.7% |
5% |
False |
False |
14,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0235 |
|
2.618 |
1.0166 |
|
1.618 |
1.0124 |
|
1.000 |
1.0098 |
|
0.618 |
1.0082 |
|
HIGH |
1.0056 |
|
0.618 |
1.0040 |
|
0.500 |
1.0035 |
|
0.382 |
1.0030 |
|
LOW |
1.0014 |
|
0.618 |
0.9988 |
|
1.000 |
0.9972 |
|
1.618 |
0.9946 |
|
2.618 |
0.9904 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0035 |
1.0097 |
| PP |
1.0033 |
1.0074 |
| S1 |
1.0030 |
1.0051 |
|