CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0574 |
1.0540 |
-0.0034 |
-0.3% |
1.0626 |
| High |
1.0606 |
1.0588 |
-0.0018 |
-0.2% |
1.0646 |
| Low |
1.0566 |
1.0514 |
-0.0052 |
-0.5% |
1.0512 |
| Close |
1.0580 |
1.0535 |
-0.0045 |
-0.4% |
1.0578 |
| Range |
0.0040 |
0.0074 |
0.0034 |
85.0% |
0.0134 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
23 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0725 |
1.0576 |
|
| R3 |
1.0694 |
1.0651 |
1.0555 |
|
| R2 |
1.0620 |
1.0620 |
1.0549 |
|
| R1 |
1.0577 |
1.0577 |
1.0542 |
1.0562 |
| PP |
1.0546 |
1.0546 |
1.0546 |
1.0538 |
| S1 |
1.0503 |
1.0503 |
1.0528 |
1.0488 |
| S2 |
1.0472 |
1.0472 |
1.0521 |
|
| S3 |
1.0398 |
1.0429 |
1.0515 |
|
| S4 |
1.0324 |
1.0355 |
1.0494 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0913 |
1.0652 |
|
| R3 |
1.0847 |
1.0779 |
1.0615 |
|
| R2 |
1.0713 |
1.0713 |
1.0603 |
|
| R1 |
1.0645 |
1.0645 |
1.0590 |
1.0612 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0562 |
| S1 |
1.0511 |
1.0511 |
1.0566 |
1.0478 |
| S2 |
1.0445 |
1.0445 |
1.0553 |
|
| S3 |
1.0311 |
1.0377 |
1.0541 |
|
| S4 |
1.0177 |
1.0243 |
1.0504 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0903 |
|
2.618 |
1.0782 |
|
1.618 |
1.0708 |
|
1.000 |
1.0662 |
|
0.618 |
1.0634 |
|
HIGH |
1.0588 |
|
0.618 |
1.0560 |
|
0.500 |
1.0551 |
|
0.382 |
1.0542 |
|
LOW |
1.0514 |
|
0.618 |
1.0468 |
|
1.000 |
1.0440 |
|
1.618 |
1.0394 |
|
2.618 |
1.0320 |
|
4.250 |
1.0200 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0551 |
1.0572 |
| PP |
1.0546 |
1.0559 |
| S1 |
1.0540 |
1.0547 |
|