CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0191 |
0.0009 |
0.1% |
1.0126 |
| High |
1.0250 |
1.0219 |
-0.0031 |
-0.3% |
1.0214 |
| Low |
1.0116 |
1.0165 |
0.0049 |
0.5% |
1.0103 |
| Close |
1.0221 |
1.0206 |
-0.0015 |
-0.1% |
1.0185 |
| Range |
0.0134 |
0.0054 |
-0.0080 |
-59.7% |
0.0111 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
625 |
94 |
-531 |
-85.0% |
4,488 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0359 |
1.0336 |
1.0236 |
|
| R3 |
1.0305 |
1.0282 |
1.0221 |
|
| R2 |
1.0251 |
1.0251 |
1.0216 |
|
| R1 |
1.0228 |
1.0228 |
1.0211 |
1.0240 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0202 |
| S1 |
1.0174 |
1.0174 |
1.0201 |
1.0186 |
| S2 |
1.0143 |
1.0143 |
1.0196 |
|
| S3 |
1.0089 |
1.0120 |
1.0191 |
|
| S4 |
1.0035 |
1.0066 |
1.0176 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0500 |
1.0454 |
1.0246 |
|
| R3 |
1.0389 |
1.0343 |
1.0216 |
|
| R2 |
1.0278 |
1.0278 |
1.0205 |
|
| R1 |
1.0232 |
1.0232 |
1.0195 |
1.0255 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0179 |
| S1 |
1.0121 |
1.0121 |
1.0175 |
1.0144 |
| S2 |
1.0056 |
1.0056 |
1.0165 |
|
| S3 |
0.9945 |
1.0010 |
1.0154 |
|
| S4 |
0.9834 |
0.9899 |
1.0124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0250 |
1.0116 |
0.0134 |
1.3% |
0.0070 |
0.7% |
67% |
False |
False |
957 |
| 10 |
1.0250 |
1.0072 |
0.0178 |
1.7% |
0.0060 |
0.6% |
75% |
False |
False |
543 |
| 20 |
1.0250 |
1.0055 |
0.0195 |
1.9% |
0.0056 |
0.6% |
77% |
False |
False |
282 |
| 40 |
1.0629 |
1.0055 |
0.0574 |
5.6% |
0.0055 |
0.5% |
26% |
False |
False |
145 |
| 60 |
1.0858 |
1.0055 |
0.0803 |
7.9% |
0.0055 |
0.5% |
19% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0449 |
|
2.618 |
1.0360 |
|
1.618 |
1.0306 |
|
1.000 |
1.0273 |
|
0.618 |
1.0252 |
|
HIGH |
1.0219 |
|
0.618 |
1.0198 |
|
0.500 |
1.0192 |
|
0.382 |
1.0186 |
|
LOW |
1.0165 |
|
0.618 |
1.0132 |
|
1.000 |
1.0111 |
|
1.618 |
1.0078 |
|
2.618 |
1.0024 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0201 |
1.0198 |
| PP |
1.0197 |
1.0191 |
| S1 |
1.0192 |
1.0183 |
|