CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0159 |
1.0144 |
-0.0015 |
-0.1% |
1.0050 |
| High |
1.0172 |
1.0160 |
-0.0012 |
-0.1% |
1.0172 |
| Low |
1.0135 |
1.0128 |
-0.0007 |
-0.1% |
1.0012 |
| Close |
1.0143 |
1.0130 |
-0.0013 |
-0.1% |
1.0143 |
| Range |
0.0037 |
0.0032 |
-0.0005 |
-13.5% |
0.0160 |
| ATR |
|
|
|
|
|
| Volume |
11 |
15 |
4 |
36.4% |
37 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0235 |
1.0215 |
1.0148 |
|
| R3 |
1.0203 |
1.0183 |
1.0139 |
|
| R2 |
1.0171 |
1.0171 |
1.0136 |
|
| R1 |
1.0151 |
1.0151 |
1.0133 |
1.0145 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0137 |
| S1 |
1.0119 |
1.0119 |
1.0127 |
1.0113 |
| S2 |
1.0107 |
1.0107 |
1.0124 |
|
| S3 |
1.0075 |
1.0087 |
1.0121 |
|
| S4 |
1.0043 |
1.0055 |
1.0112 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0526 |
1.0231 |
|
| R3 |
1.0429 |
1.0366 |
1.0187 |
|
| R2 |
1.0269 |
1.0269 |
1.0172 |
|
| R1 |
1.0206 |
1.0206 |
1.0158 |
1.0238 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0125 |
| S1 |
1.0046 |
1.0046 |
1.0128 |
1.0078 |
| S2 |
0.9949 |
0.9949 |
1.0114 |
|
| S3 |
0.9789 |
0.9886 |
1.0099 |
|
| S4 |
0.9629 |
0.9726 |
1.0055 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0296 |
|
2.618 |
1.0244 |
|
1.618 |
1.0212 |
|
1.000 |
1.0192 |
|
0.618 |
1.0180 |
|
HIGH |
1.0160 |
|
0.618 |
1.0148 |
|
0.500 |
1.0144 |
|
0.382 |
1.0140 |
|
LOW |
1.0128 |
|
0.618 |
1.0108 |
|
1.000 |
1.0096 |
|
1.618 |
1.0076 |
|
2.618 |
1.0044 |
|
4.250 |
0.9992 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0141 |
| PP |
1.0139 |
1.0137 |
| S1 |
1.0135 |
1.0134 |
|