CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0098 |
0.0004 |
0.0% |
1.0089 |
| High |
1.0122 |
1.0116 |
-0.0006 |
-0.1% |
1.0131 |
| Low |
1.0090 |
1.0072 |
-0.0018 |
-0.2% |
1.0055 |
| Close |
1.0095 |
1.0091 |
-0.0004 |
0.0% |
1.0099 |
| Range |
0.0032 |
0.0044 |
0.0012 |
37.5% |
0.0076 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
56 |
59 |
3 |
5.4% |
119 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0225 |
1.0202 |
1.0115 |
|
| R3 |
1.0181 |
1.0158 |
1.0103 |
|
| R2 |
1.0137 |
1.0137 |
1.0099 |
|
| R1 |
1.0114 |
1.0114 |
1.0095 |
1.0104 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0088 |
| S1 |
1.0070 |
1.0070 |
1.0087 |
1.0060 |
| S2 |
1.0049 |
1.0049 |
1.0083 |
|
| S3 |
1.0005 |
1.0026 |
1.0079 |
|
| S4 |
0.9961 |
0.9982 |
1.0067 |
|
|
| 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 |
1.0303 |
|
2.618 |
1.0231 |
|
1.618 |
1.0187 |
|
1.000 |
1.0160 |
|
0.618 |
1.0143 |
|
HIGH |
1.0116 |
|
0.618 |
1.0099 |
|
0.500 |
1.0094 |
|
0.382 |
1.0089 |
|
LOW |
1.0072 |
|
0.618 |
1.0045 |
|
1.000 |
1.0028 |
|
1.618 |
1.0001 |
|
2.618 |
0.9957 |
|
4.250 |
0.9885 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0094 |
1.0095 |
| PP |
1.0093 |
1.0094 |
| S1 |
1.0092 |
1.0092 |
|