CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0237 |
0.0027 |
0.3% |
1.0182 |
| High |
1.0271 |
1.0253 |
-0.0018 |
-0.2% |
1.0271 |
| Low |
1.0205 |
1.0185 |
-0.0020 |
-0.2% |
1.0116 |
| Close |
1.0246 |
1.0207 |
-0.0039 |
-0.4% |
1.0207 |
| Range |
0.0066 |
0.0068 |
0.0002 |
3.0% |
0.0155 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.8% |
0.0000 |
| Volume |
436 |
338 |
-98 |
-22.5% |
1,493 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0381 |
1.0244 |
|
| R3 |
1.0351 |
1.0313 |
1.0226 |
|
| R2 |
1.0283 |
1.0283 |
1.0219 |
|
| R1 |
1.0245 |
1.0245 |
1.0213 |
1.0230 |
| PP |
1.0215 |
1.0215 |
1.0215 |
1.0208 |
| S1 |
1.0177 |
1.0177 |
1.0201 |
1.0162 |
| S2 |
1.0147 |
1.0147 |
1.0195 |
|
| S3 |
1.0079 |
1.0109 |
1.0188 |
|
| S4 |
1.0011 |
1.0041 |
1.0170 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0663 |
1.0590 |
1.0292 |
|
| R3 |
1.0508 |
1.0435 |
1.0250 |
|
| R2 |
1.0353 |
1.0353 |
1.0235 |
|
| R1 |
1.0280 |
1.0280 |
1.0221 |
1.0317 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0216 |
| S1 |
1.0125 |
1.0125 |
1.0193 |
1.0162 |
| S2 |
1.0043 |
1.0043 |
1.0179 |
|
| S3 |
0.9888 |
0.9970 |
1.0164 |
|
| S4 |
0.9733 |
0.9815 |
1.0122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0271 |
1.0116 |
0.0155 |
1.5% |
0.0073 |
0.7% |
59% |
False |
False |
318 |
| 10 |
1.0271 |
1.0086 |
0.0185 |
1.8% |
0.0065 |
0.6% |
65% |
False |
False |
609 |
| 20 |
1.0271 |
1.0055 |
0.0216 |
2.1% |
0.0058 |
0.6% |
70% |
False |
False |
320 |
| 40 |
1.0629 |
1.0055 |
0.0574 |
5.6% |
0.0055 |
0.5% |
26% |
False |
False |
164 |
| 60 |
1.0788 |
1.0055 |
0.0733 |
7.2% |
0.0055 |
0.5% |
21% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0542 |
|
2.618 |
1.0431 |
|
1.618 |
1.0363 |
|
1.000 |
1.0321 |
|
0.618 |
1.0295 |
|
HIGH |
1.0253 |
|
0.618 |
1.0227 |
|
0.500 |
1.0219 |
|
0.382 |
1.0211 |
|
LOW |
1.0185 |
|
0.618 |
1.0143 |
|
1.000 |
1.0117 |
|
1.618 |
1.0075 |
|
2.618 |
1.0007 |
|
4.250 |
0.9896 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0219 |
1.0218 |
| PP |
1.0215 |
1.0214 |
| S1 |
1.0211 |
1.0211 |
|