CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0247 |
1.0194 |
-0.0053 |
-0.5% |
1.0375 |
| High |
1.0250 |
1.0218 |
-0.0032 |
-0.3% |
1.0388 |
| Low |
1.0208 |
1.0156 |
-0.0052 |
-0.5% |
1.0208 |
| Close |
1.0216 |
1.0156 |
-0.0060 |
-0.6% |
1.0246 |
| Range |
0.0042 |
0.0062 |
0.0020 |
47.6% |
0.0180 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.7% |
0.0000 |
| Volume |
6 |
76 |
70 |
1,166.7% |
51 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0321 |
1.0190 |
|
| R3 |
1.0301 |
1.0259 |
1.0173 |
|
| R2 |
1.0239 |
1.0239 |
1.0167 |
|
| R1 |
1.0197 |
1.0197 |
1.0162 |
1.0187 |
| PP |
1.0177 |
1.0177 |
1.0177 |
1.0172 |
| S1 |
1.0135 |
1.0135 |
1.0150 |
1.0125 |
| S2 |
1.0115 |
1.0115 |
1.0145 |
|
| S3 |
1.0053 |
1.0073 |
1.0139 |
|
| S4 |
0.9991 |
1.0011 |
1.0122 |
|
|
| 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 |
1.0482 |
|
2.618 |
1.0380 |
|
1.618 |
1.0318 |
|
1.000 |
1.0280 |
|
0.618 |
1.0256 |
|
HIGH |
1.0218 |
|
0.618 |
1.0194 |
|
0.500 |
1.0187 |
|
0.382 |
1.0180 |
|
LOW |
1.0156 |
|
0.618 |
1.0118 |
|
1.000 |
1.0094 |
|
1.618 |
1.0056 |
|
2.618 |
0.9994 |
|
4.250 |
0.9893 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0203 |
| PP |
1.0177 |
1.0187 |
| S1 |
1.0166 |
1.0172 |
|