CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0126 |
1.0138 |
0.0012 |
0.1% |
1.0105 |
| High |
1.0133 |
1.0186 |
0.0053 |
0.5% |
1.0151 |
| Low |
1.0103 |
1.0114 |
0.0011 |
0.1% |
1.0067 |
| Close |
1.0127 |
1.0174 |
0.0047 |
0.5% |
1.0126 |
| Range |
0.0030 |
0.0072 |
0.0042 |
140.0% |
0.0084 |
| ATR |
0.0052 |
0.0054 |
0.0001 |
2.7% |
0.0000 |
| Volume |
64 |
358 |
294 |
459.4% |
275 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0374 |
1.0346 |
1.0214 |
|
| R3 |
1.0302 |
1.0274 |
1.0194 |
|
| R2 |
1.0230 |
1.0230 |
1.0187 |
|
| R1 |
1.0202 |
1.0202 |
1.0181 |
1.0216 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0165 |
| S1 |
1.0130 |
1.0130 |
1.0167 |
1.0144 |
| S2 |
1.0086 |
1.0086 |
1.0161 |
|
| S3 |
1.0014 |
1.0058 |
1.0154 |
|
| S4 |
0.9942 |
0.9986 |
1.0134 |
|
|
| 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 |
1.0492 |
|
2.618 |
1.0374 |
|
1.618 |
1.0302 |
|
1.000 |
1.0258 |
|
0.618 |
1.0230 |
|
HIGH |
1.0186 |
|
0.618 |
1.0158 |
|
0.500 |
1.0150 |
|
0.382 |
1.0142 |
|
LOW |
1.0114 |
|
0.618 |
1.0070 |
|
1.000 |
1.0042 |
|
1.618 |
0.9998 |
|
2.618 |
0.9926 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0166 |
1.0161 |
| PP |
1.0158 |
1.0149 |
| S1 |
1.0150 |
1.0136 |
|