CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0138 |
1.0179 |
0.0041 |
0.4% |
1.0105 |
| High |
1.0186 |
1.0210 |
0.0024 |
0.2% |
1.0151 |
| Low |
1.0114 |
1.0127 |
0.0013 |
0.1% |
1.0067 |
| Close |
1.0174 |
1.0142 |
-0.0032 |
-0.3% |
1.0126 |
| Range |
0.0072 |
0.0083 |
0.0011 |
15.3% |
0.0084 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.9% |
0.0000 |
| Volume |
358 |
3,944 |
3,586 |
1,001.7% |
275 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0358 |
1.0188 |
|
| R3 |
1.0326 |
1.0275 |
1.0165 |
|
| R2 |
1.0243 |
1.0243 |
1.0157 |
|
| R1 |
1.0192 |
1.0192 |
1.0150 |
1.0176 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0152 |
| S1 |
1.0109 |
1.0109 |
1.0134 |
1.0093 |
| S2 |
1.0077 |
1.0077 |
1.0127 |
|
| S3 |
0.9994 |
1.0026 |
1.0119 |
|
| S4 |
0.9911 |
0.9943 |
1.0096 |
|
|
| 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 |
1.0210 |
1.0072 |
0.0138 |
1.4% |
0.0059 |
0.6% |
51% |
True |
False |
906 |
| 10 |
1.0210 |
1.0055 |
0.0155 |
1.5% |
0.0055 |
0.5% |
56% |
True |
False |
467 |
| 20 |
1.0310 |
1.0055 |
0.0255 |
2.5% |
0.0054 |
0.5% |
34% |
False |
False |
244 |
| 40 |
1.0724 |
1.0055 |
0.0669 |
6.6% |
0.0054 |
0.5% |
13% |
False |
False |
126 |
| 60 |
1.0883 |
1.0055 |
0.0828 |
8.2% |
0.0054 |
0.5% |
11% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0563 |
|
2.618 |
1.0427 |
|
1.618 |
1.0344 |
|
1.000 |
1.0293 |
|
0.618 |
1.0261 |
|
HIGH |
1.0210 |
|
0.618 |
1.0178 |
|
0.500 |
1.0169 |
|
0.382 |
1.0159 |
|
LOW |
1.0127 |
|
0.618 |
1.0076 |
|
1.000 |
1.0044 |
|
1.618 |
0.9993 |
|
2.618 |
0.9910 |
|
4.250 |
0.9774 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0157 |
| PP |
1.0160 |
1.0152 |
| S1 |
1.0151 |
1.0147 |
|