CME Swiss Franc Future September 2018
Trading Metrics calculated at close of trading on 07-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
Open |
1.0130 |
1.0089 |
-0.0041 |
-0.4% |
1.0247 |
High |
1.0144 |
1.0129 |
-0.0015 |
-0.1% |
1.0250 |
Low |
1.0099 |
1.0061 |
-0.0038 |
-0.4% |
1.0099 |
Close |
1.0110 |
1.0088 |
-0.0022 |
-0.2% |
1.0110 |
Range |
0.0045 |
0.0068 |
0.0023 |
51.1% |
0.0151 |
ATR |
0.0055 |
0.0056 |
0.0001 |
1.7% |
0.0000 |
Volume |
31 |
27 |
-4 |
-12.9% |
128 |
|
Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0297 |
1.0260 |
1.0125 |
|
R3 |
1.0229 |
1.0192 |
1.0107 |
|
R2 |
1.0161 |
1.0161 |
1.0100 |
|
R1 |
1.0124 |
1.0124 |
1.0094 |
1.0109 |
PP |
1.0093 |
1.0093 |
1.0093 |
1.0085 |
S1 |
1.0056 |
1.0056 |
1.0082 |
1.0041 |
S2 |
1.0025 |
1.0025 |
1.0076 |
|
S3 |
0.9957 |
0.9988 |
1.0069 |
|
S4 |
0.9889 |
0.9920 |
1.0051 |
|
|
Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0606 |
1.0509 |
1.0193 |
|
R3 |
1.0455 |
1.0358 |
1.0152 |
|
R2 |
1.0304 |
1.0304 |
1.0138 |
|
R1 |
1.0207 |
1.0207 |
1.0124 |
1.0180 |
PP |
1.0153 |
1.0153 |
1.0153 |
1.0140 |
S1 |
1.0056 |
1.0056 |
1.0096 |
1.0029 |
S2 |
1.0002 |
1.0002 |
1.0082 |
|
S3 |
0.9851 |
0.9905 |
1.0068 |
|
S4 |
0.9700 |
0.9754 |
1.0027 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0418 |
2.618 |
1.0307 |
1.618 |
1.0239 |
1.000 |
1.0197 |
0.618 |
1.0171 |
HIGH |
1.0129 |
0.618 |
1.0103 |
0.500 |
1.0095 |
0.382 |
1.0087 |
LOW |
1.0061 |
0.618 |
1.0019 |
1.000 |
0.9993 |
1.618 |
0.9951 |
2.618 |
0.9883 |
4.250 |
0.9772 |
|
|
Fisher Pivots for day following 07-May-2018 |
Pivot |
1 day |
3 day |
R1 |
1.0095 |
1.0113 |
PP |
1.0093 |
1.0104 |
S1 |
1.0090 |
1.0096 |
|