CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0104 |
1.0094 |
-0.0010 |
-0.1% |
1.0089 |
| High |
1.0123 |
1.0122 |
-0.0001 |
0.0% |
1.0131 |
| Low |
1.0067 |
1.0090 |
0.0023 |
0.2% |
1.0055 |
| Close |
1.0084 |
1.0095 |
0.0011 |
0.1% |
1.0099 |
| Range |
0.0056 |
0.0032 |
-0.0024 |
-42.9% |
0.0076 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
28 |
56 |
28 |
100.0% |
119 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0179 |
1.0113 |
|
| R3 |
1.0166 |
1.0147 |
1.0104 |
|
| R2 |
1.0134 |
1.0134 |
1.0101 |
|
| R1 |
1.0115 |
1.0115 |
1.0098 |
1.0125 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0107 |
| S1 |
1.0083 |
1.0083 |
1.0092 |
1.0093 |
| S2 |
1.0070 |
1.0070 |
1.0089 |
|
| S3 |
1.0038 |
1.0051 |
1.0086 |
|
| S4 |
1.0006 |
1.0019 |
1.0077 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0287 |
1.0141 |
|
| R3 |
1.0247 |
1.0211 |
1.0120 |
|
| R2 |
1.0171 |
1.0171 |
1.0113 |
|
| R1 |
1.0135 |
1.0135 |
1.0106 |
1.0153 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0104 |
| S1 |
1.0059 |
1.0059 |
1.0092 |
1.0077 |
| S2 |
1.0019 |
1.0019 |
1.0085 |
|
| S3 |
0.9943 |
0.9983 |
1.0078 |
|
| S4 |
0.9867 |
0.9907 |
1.0057 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0258 |
|
2.618 |
1.0206 |
|
1.618 |
1.0174 |
|
1.000 |
1.0154 |
|
0.618 |
1.0142 |
|
HIGH |
1.0122 |
|
0.618 |
1.0110 |
|
0.500 |
1.0106 |
|
0.382 |
1.0102 |
|
LOW |
1.0090 |
|
0.618 |
1.0070 |
|
1.000 |
1.0058 |
|
1.618 |
1.0038 |
|
2.618 |
1.0006 |
|
4.250 |
0.9954 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0106 |
1.0108 |
| PP |
1.0102 |
1.0103 |
| S1 |
1.0099 |
1.0099 |
|