CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0127 |
1.0130 |
0.0003 |
0.0% |
1.0247 |
| High |
1.0164 |
1.0144 |
-0.0020 |
-0.2% |
1.0250 |
| Low |
1.0123 |
1.0099 |
-0.0024 |
-0.2% |
1.0099 |
| Close |
1.0142 |
1.0110 |
-0.0032 |
-0.3% |
1.0110 |
| Range |
0.0041 |
0.0045 |
0.0004 |
9.8% |
0.0151 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
11 |
31 |
20 |
181.8% |
128 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0226 |
1.0135 |
|
| R3 |
1.0208 |
1.0181 |
1.0122 |
|
| R2 |
1.0163 |
1.0163 |
1.0118 |
|
| R1 |
1.0136 |
1.0136 |
1.0114 |
1.0127 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0113 |
| S1 |
1.0091 |
1.0091 |
1.0106 |
1.0082 |
| S2 |
1.0073 |
1.0073 |
1.0102 |
|
| S3 |
1.0028 |
1.0046 |
1.0098 |
|
| S4 |
0.9983 |
1.0001 |
1.0085 |
|
|
| 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 |
1.0335 |
|
2.618 |
1.0262 |
|
1.618 |
1.0217 |
|
1.000 |
1.0189 |
|
0.618 |
1.0172 |
|
HIGH |
1.0144 |
|
0.618 |
1.0127 |
|
0.500 |
1.0122 |
|
0.382 |
1.0116 |
|
LOW |
1.0099 |
|
0.618 |
1.0071 |
|
1.000 |
1.0054 |
|
1.618 |
1.0026 |
|
2.618 |
0.9981 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0141 |
| PP |
1.0118 |
1.0131 |
| S1 |
1.0114 |
1.0120 |
|