CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0292 |
1.0237 |
-0.0055 |
-0.5% |
1.0209 |
| High |
1.0293 |
1.0249 |
-0.0044 |
-0.4% |
1.0304 |
| Low |
1.0202 |
1.0215 |
0.0013 |
0.1% |
1.0199 |
| Close |
1.0238 |
1.0239 |
0.0001 |
0.0% |
1.0238 |
| Range |
0.0091 |
0.0034 |
-0.0057 |
-62.6% |
0.0105 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
1,244 |
10,228 |
8,984 |
722.2% |
8,043 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0322 |
1.0258 |
|
| R3 |
1.0302 |
1.0288 |
1.0248 |
|
| R2 |
1.0268 |
1.0268 |
1.0245 |
|
| R1 |
1.0254 |
1.0254 |
1.0242 |
1.0261 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0238 |
| S1 |
1.0220 |
1.0220 |
1.0236 |
1.0227 |
| S2 |
1.0200 |
1.0200 |
1.0233 |
|
| S3 |
1.0166 |
1.0186 |
1.0230 |
|
| S4 |
1.0132 |
1.0152 |
1.0220 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0505 |
1.0296 |
|
| R3 |
1.0457 |
1.0400 |
1.0267 |
|
| R2 |
1.0352 |
1.0352 |
1.0257 |
|
| R1 |
1.0295 |
1.0295 |
1.0248 |
1.0324 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0261 |
| S1 |
1.0190 |
1.0190 |
1.0228 |
1.0219 |
| S2 |
1.0142 |
1.0142 |
1.0219 |
|
| S3 |
1.0037 |
1.0085 |
1.0209 |
|
| S4 |
0.9932 |
0.9980 |
1.0180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0304 |
1.0199 |
0.0105 |
1.0% |
0.0063 |
0.6% |
38% |
False |
False |
3,468 |
| 10 |
1.0304 |
1.0116 |
0.0188 |
1.8% |
0.0070 |
0.7% |
65% |
False |
False |
1,976 |
| 20 |
1.0304 |
1.0067 |
0.0237 |
2.3% |
0.0061 |
0.6% |
73% |
False |
False |
1,226 |
| 40 |
1.0577 |
1.0055 |
0.0522 |
5.1% |
0.0057 |
0.6% |
35% |
False |
False |
621 |
| 60 |
1.0762 |
1.0055 |
0.0707 |
6.9% |
0.0056 |
0.5% |
26% |
False |
False |
415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0338 |
|
1.618 |
1.0304 |
|
1.000 |
1.0283 |
|
0.618 |
1.0270 |
|
HIGH |
1.0249 |
|
0.618 |
1.0236 |
|
0.500 |
1.0232 |
|
0.382 |
1.0228 |
|
LOW |
1.0215 |
|
0.618 |
1.0194 |
|
1.000 |
1.0181 |
|
1.618 |
1.0160 |
|
2.618 |
1.0126 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0237 |
1.0253 |
| PP |
1.0234 |
1.0248 |
| S1 |
1.0232 |
1.0244 |
|