CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0073 |
-0.0023 |
-0.2% |
1.0247 |
| High |
1.0113 |
1.0105 |
-0.0008 |
-0.1% |
1.0250 |
| Low |
1.0070 |
1.0056 |
-0.0014 |
-0.1% |
1.0099 |
| Close |
1.0092 |
1.0062 |
-0.0030 |
-0.3% |
1.0110 |
| Range |
0.0043 |
0.0049 |
0.0006 |
14.0% |
0.0151 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
5 |
49 |
44 |
880.0% |
128 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0191 |
1.0089 |
|
| R3 |
1.0172 |
1.0142 |
1.0075 |
|
| R2 |
1.0123 |
1.0123 |
1.0071 |
|
| R1 |
1.0093 |
1.0093 |
1.0066 |
1.0084 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0070 |
| S1 |
1.0044 |
1.0044 |
1.0058 |
1.0035 |
| S2 |
1.0025 |
1.0025 |
1.0053 |
|
| S3 |
0.9976 |
0.9995 |
1.0049 |
|
| S4 |
0.9927 |
0.9946 |
1.0035 |
|
|
| 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 |
1.0313 |
|
2.618 |
1.0233 |
|
1.618 |
1.0184 |
|
1.000 |
1.0154 |
|
0.618 |
1.0135 |
|
HIGH |
1.0105 |
|
0.618 |
1.0086 |
|
0.500 |
1.0081 |
|
0.382 |
1.0075 |
|
LOW |
1.0056 |
|
0.618 |
1.0026 |
|
1.000 |
1.0007 |
|
1.618 |
0.9977 |
|
2.618 |
0.9928 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0081 |
1.0093 |
| PP |
1.0074 |
1.0082 |
| S1 |
1.0068 |
1.0072 |
|