CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0469 |
1.0421 |
-0.0048 |
-0.5% |
1.0561 |
| High |
1.0475 |
1.0430 |
-0.0045 |
-0.4% |
1.0577 |
| Low |
1.0420 |
1.0384 |
-0.0036 |
-0.3% |
1.0384 |
| Close |
1.0420 |
1.0389 |
-0.0031 |
-0.3% |
1.0389 |
| Range |
0.0055 |
0.0046 |
-0.0009 |
-16.4% |
0.0193 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
2 |
10 |
8 |
400.0% |
17 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0510 |
1.0414 |
|
| R3 |
1.0493 |
1.0464 |
1.0402 |
|
| R2 |
1.0447 |
1.0447 |
1.0397 |
|
| R1 |
1.0418 |
1.0418 |
1.0393 |
1.0410 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0397 |
| S1 |
1.0372 |
1.0372 |
1.0385 |
1.0364 |
| S2 |
1.0355 |
1.0355 |
1.0381 |
|
| S3 |
1.0309 |
1.0326 |
1.0376 |
|
| S4 |
1.0263 |
1.0280 |
1.0364 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1029 |
1.0902 |
1.0495 |
|
| R3 |
1.0836 |
1.0709 |
1.0442 |
|
| R2 |
1.0643 |
1.0643 |
1.0424 |
|
| R1 |
1.0516 |
1.0516 |
1.0407 |
1.0483 |
| PP |
1.0450 |
1.0450 |
1.0450 |
1.0434 |
| S1 |
1.0323 |
1.0323 |
1.0371 |
1.0290 |
| S2 |
1.0257 |
1.0257 |
1.0354 |
|
| S3 |
1.0064 |
1.0130 |
1.0336 |
|
| S4 |
0.9871 |
0.9937 |
1.0283 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0626 |
|
2.618 |
1.0550 |
|
1.618 |
1.0504 |
|
1.000 |
1.0476 |
|
0.618 |
1.0458 |
|
HIGH |
1.0430 |
|
0.618 |
1.0412 |
|
0.500 |
1.0407 |
|
0.382 |
1.0402 |
|
LOW |
1.0384 |
|
0.618 |
1.0356 |
|
1.000 |
1.0338 |
|
1.618 |
1.0310 |
|
2.618 |
1.0264 |
|
4.250 |
1.0189 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0439 |
| PP |
1.0401 |
1.0422 |
| S1 |
1.0395 |
1.0406 |
|