CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 23-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0421 |
1.0375 |
-0.0046 |
-0.4% |
1.0561 |
| High |
1.0430 |
1.0388 |
-0.0042 |
-0.4% |
1.0577 |
| Low |
1.0384 |
1.0347 |
-0.0037 |
-0.4% |
1.0384 |
| Close |
1.0389 |
1.0352 |
-0.0037 |
-0.4% |
1.0389 |
| Range |
0.0046 |
0.0041 |
-0.0005 |
-10.9% |
0.0193 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
10 |
13 |
3 |
30.0% |
17 |
|
| Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0460 |
1.0375 |
|
| R3 |
1.0444 |
1.0419 |
1.0363 |
|
| R2 |
1.0403 |
1.0403 |
1.0360 |
|
| R1 |
1.0378 |
1.0378 |
1.0356 |
1.0370 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0359 |
| S1 |
1.0337 |
1.0337 |
1.0348 |
1.0329 |
| S2 |
1.0321 |
1.0321 |
1.0344 |
|
| S3 |
1.0280 |
1.0296 |
1.0341 |
|
| S4 |
1.0239 |
1.0255 |
1.0329 |
|
|
| 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 |
1.0562 |
|
2.618 |
1.0495 |
|
1.618 |
1.0454 |
|
1.000 |
1.0429 |
|
0.618 |
1.0413 |
|
HIGH |
1.0388 |
|
0.618 |
1.0372 |
|
0.500 |
1.0368 |
|
0.382 |
1.0363 |
|
LOW |
1.0347 |
|
0.618 |
1.0322 |
|
1.000 |
1.0306 |
|
1.618 |
1.0281 |
|
2.618 |
1.0240 |
|
4.250 |
1.0173 |
|
|
| Fisher Pivots for day following 23-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0368 |
1.0411 |
| PP |
1.0362 |
1.0391 |
| S1 |
1.0357 |
1.0372 |
|