CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0068 |
-0.0005 |
0.0% |
1.0247 |
| High |
1.0105 |
1.0115 |
0.0010 |
0.1% |
1.0250 |
| Low |
1.0056 |
1.0055 |
-0.0001 |
0.0% |
1.0099 |
| Close |
1.0062 |
1.0087 |
0.0025 |
0.2% |
1.0110 |
| Range |
0.0049 |
0.0060 |
0.0011 |
22.4% |
0.0151 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.7% |
0.0000 |
| Volume |
49 |
19 |
-30 |
-61.2% |
128 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0266 |
1.0236 |
1.0120 |
|
| R3 |
1.0206 |
1.0176 |
1.0104 |
|
| R2 |
1.0146 |
1.0146 |
1.0098 |
|
| R1 |
1.0116 |
1.0116 |
1.0093 |
1.0131 |
| PP |
1.0086 |
1.0086 |
1.0086 |
1.0093 |
| S1 |
1.0056 |
1.0056 |
1.0082 |
1.0071 |
| S2 |
1.0026 |
1.0026 |
1.0076 |
|
| S3 |
0.9966 |
0.9996 |
1.0071 |
|
| S4 |
0.9906 |
0.9936 |
1.0054 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0606 |
1.0509 |
1.0193 |
|
| R3 |
1.0455 |
1.0358 |
1.0152 |
|
| R2 |
1.0304 |
1.0304 |
1.0138 |
|
| R1 |
1.0207 |
1.0207 |
1.0124 |
1.0180 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0140 |
| S1 |
1.0056 |
1.0056 |
1.0096 |
1.0029 |
| S2 |
1.0002 |
1.0002 |
1.0082 |
|
| S3 |
0.9851 |
0.9905 |
1.0068 |
|
| S4 |
0.9700 |
0.9754 |
1.0027 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0370 |
|
2.618 |
1.0272 |
|
1.618 |
1.0212 |
|
1.000 |
1.0175 |
|
0.618 |
1.0152 |
|
HIGH |
1.0115 |
|
0.618 |
1.0092 |
|
0.500 |
1.0085 |
|
0.382 |
1.0078 |
|
LOW |
1.0055 |
|
0.618 |
1.0018 |
|
1.000 |
0.9995 |
|
1.618 |
0.9958 |
|
2.618 |
0.9898 |
|
4.250 |
0.9800 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0086 |
1.0086 |
| PP |
1.0086 |
1.0086 |
| S1 |
1.0085 |
1.0085 |
|