CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0179 |
1.0179 |
0.0000 |
0.0% |
1.0105 |
| High |
1.0210 |
1.0214 |
0.0004 |
0.0% |
1.0151 |
| Low |
1.0127 |
1.0175 |
0.0048 |
0.5% |
1.0067 |
| Close |
1.0142 |
1.0185 |
0.0043 |
0.4% |
1.0126 |
| Range |
0.0083 |
0.0039 |
-0.0044 |
-53.0% |
0.0084 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.1% |
0.0000 |
| Volume |
3,944 |
25 |
-3,919 |
-99.4% |
275 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0286 |
1.0206 |
|
| R3 |
1.0269 |
1.0247 |
1.0196 |
|
| R2 |
1.0230 |
1.0230 |
1.0192 |
|
| R1 |
1.0208 |
1.0208 |
1.0189 |
1.0219 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0197 |
| S1 |
1.0169 |
1.0169 |
1.0181 |
1.0180 |
| S2 |
1.0152 |
1.0152 |
1.0178 |
|
| S3 |
1.0113 |
1.0130 |
1.0174 |
|
| S4 |
1.0074 |
1.0091 |
1.0164 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0214 |
1.0086 |
0.0128 |
1.3% |
0.0058 |
0.6% |
77% |
True |
False |
900 |
| 10 |
1.0214 |
1.0067 |
0.0147 |
1.4% |
0.0053 |
0.5% |
80% |
True |
False |
468 |
| 20 |
1.0250 |
1.0055 |
0.0195 |
1.9% |
0.0052 |
0.5% |
67% |
False |
False |
246 |
| 40 |
1.0646 |
1.0055 |
0.0591 |
5.8% |
0.0052 |
0.5% |
22% |
False |
False |
125 |
| 60 |
1.0883 |
1.0055 |
0.0828 |
8.1% |
0.0054 |
0.5% |
16% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0380 |
|
2.618 |
1.0316 |
|
1.618 |
1.0277 |
|
1.000 |
1.0253 |
|
0.618 |
1.0238 |
|
HIGH |
1.0214 |
|
0.618 |
1.0199 |
|
0.500 |
1.0195 |
|
0.382 |
1.0190 |
|
LOW |
1.0175 |
|
0.618 |
1.0151 |
|
1.000 |
1.0136 |
|
1.618 |
1.0112 |
|
2.618 |
1.0073 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0195 |
1.0178 |
| PP |
1.0191 |
1.0171 |
| S1 |
1.0188 |
1.0164 |
|