CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0586 |
1.0560 |
-0.0026 |
-0.2% |
1.0748 |
| High |
1.0619 |
1.0564 |
-0.0055 |
-0.5% |
1.0762 |
| Low |
1.0557 |
1.0523 |
-0.0034 |
-0.3% |
1.0586 |
| Close |
1.0562 |
1.0528 |
-0.0034 |
-0.3% |
1.0601 |
| Range |
0.0062 |
0.0041 |
-0.0021 |
-33.9% |
0.0176 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
13 |
5 |
-8 |
-61.5% |
64 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0636 |
1.0551 |
|
| R3 |
1.0620 |
1.0595 |
1.0539 |
|
| R2 |
1.0579 |
1.0579 |
1.0536 |
|
| R1 |
1.0554 |
1.0554 |
1.0532 |
1.0546 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0535 |
| S1 |
1.0513 |
1.0513 |
1.0524 |
1.0505 |
| S2 |
1.0497 |
1.0497 |
1.0520 |
|
| S3 |
1.0456 |
1.0472 |
1.0517 |
|
| S4 |
1.0415 |
1.0431 |
1.0505 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1065 |
1.0698 |
|
| R3 |
1.1002 |
1.0889 |
1.0649 |
|
| R2 |
1.0826 |
1.0826 |
1.0633 |
|
| R1 |
1.0713 |
1.0713 |
1.0617 |
1.0682 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0634 |
| S1 |
1.0537 |
1.0537 |
1.0585 |
1.0506 |
| S2 |
1.0474 |
1.0474 |
1.0569 |
|
| S3 |
1.0298 |
1.0361 |
1.0553 |
|
| S4 |
1.0122 |
1.0185 |
1.0504 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0738 |
|
2.618 |
1.0671 |
|
1.618 |
1.0630 |
|
1.000 |
1.0605 |
|
0.618 |
1.0589 |
|
HIGH |
1.0564 |
|
0.618 |
1.0548 |
|
0.500 |
1.0544 |
|
0.382 |
1.0539 |
|
LOW |
1.0523 |
|
0.618 |
1.0498 |
|
1.000 |
1.0482 |
|
1.618 |
1.0457 |
|
2.618 |
1.0416 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0544 |
1.0581 |
| PP |
1.0538 |
1.0563 |
| S1 |
1.0533 |
1.0546 |
|