CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0203 |
1.0162 |
-0.0041 |
-0.4% |
1.0100 |
| High |
1.0215 |
1.0180 |
-0.0035 |
-0.3% |
1.0203 |
| Low |
1.0149 |
1.0093 |
-0.0056 |
-0.6% |
1.0086 |
| Close |
1.0162 |
1.0101 |
-0.0061 |
-0.6% |
1.0201 |
| Range |
0.0066 |
0.0087 |
0.0021 |
31.8% |
0.0117 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.7% |
0.0000 |
| Volume |
18,042 |
22,286 |
4,244 |
23.5% |
94,671 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0330 |
1.0149 |
|
| R3 |
1.0299 |
1.0243 |
1.0125 |
|
| R2 |
1.0212 |
1.0212 |
1.0117 |
|
| R1 |
1.0156 |
1.0156 |
1.0109 |
1.0141 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0117 |
| S1 |
1.0069 |
1.0069 |
1.0093 |
1.0054 |
| S2 |
1.0038 |
1.0038 |
1.0085 |
|
| S3 |
0.9951 |
0.9982 |
1.0077 |
|
| S4 |
0.9864 |
0.9895 |
1.0053 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0475 |
1.0265 |
|
| R3 |
1.0397 |
1.0358 |
1.0233 |
|
| R2 |
1.0280 |
1.0280 |
1.0222 |
|
| R1 |
1.0241 |
1.0241 |
1.0212 |
1.0261 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0173 |
| S1 |
1.0124 |
1.0124 |
1.0190 |
1.0144 |
| S2 |
1.0046 |
1.0046 |
1.0180 |
|
| S3 |
0.9929 |
1.0007 |
1.0169 |
|
| S4 |
0.9812 |
0.9890 |
1.0137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0219 |
1.0086 |
0.0133 |
1.3% |
0.0066 |
0.7% |
11% |
False |
False |
20,250 |
| 10 |
1.0258 |
1.0086 |
0.0172 |
1.7% |
0.0069 |
0.7% |
9% |
False |
False |
22,654 |
| 20 |
1.0304 |
1.0086 |
0.0218 |
2.2% |
0.0066 |
0.7% |
7% |
False |
False |
15,549 |
| 40 |
1.0304 |
1.0055 |
0.0249 |
2.5% |
0.0061 |
0.6% |
18% |
False |
False |
7,915 |
| 60 |
1.0629 |
1.0055 |
0.0574 |
5.7% |
0.0058 |
0.6% |
8% |
False |
False |
5,280 |
| 80 |
1.0858 |
1.0055 |
0.0803 |
7.9% |
0.0058 |
0.6% |
6% |
False |
False |
3,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0550 |
|
2.618 |
1.0408 |
|
1.618 |
1.0321 |
|
1.000 |
1.0267 |
|
0.618 |
1.0234 |
|
HIGH |
1.0180 |
|
0.618 |
1.0147 |
|
0.500 |
1.0137 |
|
0.382 |
1.0126 |
|
LOW |
1.0093 |
|
0.618 |
1.0039 |
|
1.000 |
1.0006 |
|
1.618 |
0.9952 |
|
2.618 |
0.9865 |
|
4.250 |
0.9723 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0137 |
1.0156 |
| PP |
1.0125 |
1.0138 |
| S1 |
1.0113 |
1.0119 |
|