CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0104 |
-0.0001 |
0.0% |
1.0089 |
| High |
1.0148 |
1.0123 |
-0.0025 |
-0.2% |
1.0131 |
| Low |
1.0101 |
1.0067 |
-0.0034 |
-0.3% |
1.0055 |
| Close |
1.0107 |
1.0084 |
-0.0023 |
-0.2% |
1.0099 |
| Range |
0.0047 |
0.0056 |
0.0009 |
19.1% |
0.0076 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.2% |
0.0000 |
| Volume |
23 |
28 |
5 |
21.7% |
119 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0228 |
1.0115 |
|
| R3 |
1.0203 |
1.0172 |
1.0099 |
|
| R2 |
1.0147 |
1.0147 |
1.0094 |
|
| R1 |
1.0116 |
1.0116 |
1.0089 |
1.0104 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0085 |
| S1 |
1.0060 |
1.0060 |
1.0079 |
1.0048 |
| S2 |
1.0035 |
1.0035 |
1.0074 |
|
| S3 |
0.9979 |
1.0004 |
1.0069 |
|
| S4 |
0.9923 |
0.9948 |
1.0053 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0287 |
1.0141 |
|
| R3 |
1.0247 |
1.0211 |
1.0120 |
|
| R2 |
1.0171 |
1.0171 |
1.0113 |
|
| R1 |
1.0135 |
1.0135 |
1.0106 |
1.0153 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0104 |
| S1 |
1.0059 |
1.0059 |
1.0092 |
1.0077 |
| S2 |
1.0019 |
1.0019 |
1.0085 |
|
| S3 |
0.9943 |
0.9983 |
1.0078 |
|
| S4 |
0.9867 |
0.9907 |
1.0057 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0361 |
|
2.618 |
1.0270 |
|
1.618 |
1.0214 |
|
1.000 |
1.0179 |
|
0.618 |
1.0158 |
|
HIGH |
1.0123 |
|
0.618 |
1.0102 |
|
0.500 |
1.0095 |
|
0.382 |
1.0088 |
|
LOW |
1.0067 |
|
0.618 |
1.0032 |
|
1.000 |
1.0011 |
|
1.618 |
0.9976 |
|
2.618 |
0.9920 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0095 |
1.0108 |
| PP |
1.0091 |
1.0100 |
| S1 |
1.0088 |
1.0092 |
|