CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0295 |
1.0217 |
-0.0078 |
-0.8% |
1.0375 |
| High |
1.0310 |
1.0249 |
-0.0061 |
-0.6% |
1.0388 |
| Low |
1.0236 |
1.0208 |
-0.0028 |
-0.3% |
1.0208 |
| Close |
1.0236 |
1.0246 |
0.0010 |
0.1% |
1.0246 |
| Range |
0.0074 |
0.0041 |
-0.0033 |
-44.6% |
0.0180 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
3 |
7 |
4 |
133.3% |
51 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0343 |
1.0269 |
|
| R3 |
1.0316 |
1.0302 |
1.0257 |
|
| R2 |
1.0275 |
1.0275 |
1.0254 |
|
| R1 |
1.0261 |
1.0261 |
1.0250 |
1.0268 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0238 |
| S1 |
1.0220 |
1.0220 |
1.0242 |
1.0227 |
| S2 |
1.0193 |
1.0193 |
1.0238 |
|
| S3 |
1.0152 |
1.0179 |
1.0235 |
|
| S4 |
1.0111 |
1.0138 |
1.0223 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0713 |
1.0345 |
|
| R3 |
1.0641 |
1.0533 |
1.0296 |
|
| R2 |
1.0461 |
1.0461 |
1.0279 |
|
| R1 |
1.0353 |
1.0353 |
1.0263 |
1.0317 |
| PP |
1.0281 |
1.0281 |
1.0281 |
1.0263 |
| S1 |
1.0173 |
1.0173 |
1.0230 |
1.0137 |
| S2 |
1.0101 |
1.0101 |
1.0213 |
|
| S3 |
0.9921 |
0.9993 |
1.0197 |
|
| S4 |
0.9741 |
0.9813 |
1.0147 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0423 |
|
2.618 |
1.0356 |
|
1.618 |
1.0315 |
|
1.000 |
1.0290 |
|
0.618 |
1.0274 |
|
HIGH |
1.0249 |
|
0.618 |
1.0233 |
|
0.500 |
1.0229 |
|
0.382 |
1.0224 |
|
LOW |
1.0208 |
|
0.618 |
1.0183 |
|
1.000 |
1.0167 |
|
1.618 |
1.0142 |
|
2.618 |
1.0101 |
|
4.250 |
1.0034 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0240 |
1.0264 |
| PP |
1.0234 |
1.0258 |
| S1 |
1.0229 |
1.0252 |
|