CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0126 |
0.0033 |
0.3% |
1.0105 |
| High |
1.0151 |
1.0133 |
-0.0018 |
-0.2% |
1.0151 |
| Low |
1.0086 |
1.0103 |
0.0017 |
0.2% |
1.0067 |
| Close |
1.0126 |
1.0127 |
0.0001 |
0.0% |
1.0126 |
| Range |
0.0065 |
0.0030 |
-0.0035 |
-53.8% |
0.0084 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
109 |
64 |
-45 |
-41.3% |
275 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0199 |
1.0144 |
|
| R3 |
1.0181 |
1.0169 |
1.0135 |
|
| R2 |
1.0151 |
1.0151 |
1.0133 |
|
| R1 |
1.0139 |
1.0139 |
1.0130 |
1.0145 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0124 |
| S1 |
1.0109 |
1.0109 |
1.0124 |
1.0115 |
| S2 |
1.0091 |
1.0091 |
1.0122 |
|
| S3 |
1.0061 |
1.0079 |
1.0119 |
|
| S4 |
1.0031 |
1.0049 |
1.0111 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0330 |
1.0172 |
|
| R3 |
1.0283 |
1.0246 |
1.0149 |
|
| R2 |
1.0199 |
1.0199 |
1.0141 |
|
| R1 |
1.0162 |
1.0162 |
1.0134 |
1.0181 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0124 |
| S1 |
1.0078 |
1.0078 |
1.0118 |
1.0097 |
| S2 |
1.0031 |
1.0031 |
1.0111 |
|
| S3 |
0.9947 |
0.9994 |
1.0103 |
|
| S4 |
0.9863 |
0.9910 |
1.0080 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0261 |
|
2.618 |
1.0212 |
|
1.618 |
1.0182 |
|
1.000 |
1.0163 |
|
0.618 |
1.0152 |
|
HIGH |
1.0133 |
|
0.618 |
1.0122 |
|
0.500 |
1.0118 |
|
0.382 |
1.0114 |
|
LOW |
1.0103 |
|
0.618 |
1.0084 |
|
1.000 |
1.0073 |
|
1.618 |
1.0054 |
|
2.618 |
1.0024 |
|
4.250 |
0.9976 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0124 |
1.0122 |
| PP |
1.0121 |
1.0117 |
| S1 |
1.0118 |
1.0112 |
|