CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0181 |
0.0037 |
0.4% |
1.0050 |
| High |
1.0160 |
1.0192 |
0.0032 |
0.3% |
1.0172 |
| Low |
1.0128 |
1.0117 |
-0.0011 |
-0.1% |
1.0012 |
| Close |
1.0130 |
1.0168 |
0.0038 |
0.4% |
1.0143 |
| Range |
0.0032 |
0.0075 |
0.0043 |
134.4% |
0.0160 |
| ATR |
|
|
|
|
|
| Volume |
15 |
7 |
-8 |
-53.3% |
37 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0351 |
1.0209 |
|
| R3 |
1.0309 |
1.0276 |
1.0189 |
|
| R2 |
1.0234 |
1.0234 |
1.0182 |
|
| R1 |
1.0201 |
1.0201 |
1.0175 |
1.0180 |
| PP |
1.0159 |
1.0159 |
1.0159 |
1.0149 |
| S1 |
1.0126 |
1.0126 |
1.0161 |
1.0105 |
| S2 |
1.0084 |
1.0084 |
1.0154 |
|
| S3 |
1.0009 |
1.0051 |
1.0147 |
|
| S4 |
0.9934 |
0.9976 |
1.0127 |
|
|
| 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 |
1.0511 |
|
2.618 |
1.0388 |
|
1.618 |
1.0313 |
|
1.000 |
1.0267 |
|
0.618 |
1.0238 |
|
HIGH |
1.0192 |
|
0.618 |
1.0163 |
|
0.500 |
1.0155 |
|
0.382 |
1.0146 |
|
LOW |
1.0117 |
|
0.618 |
1.0071 |
|
1.000 |
1.0042 |
|
1.618 |
0.9996 |
|
2.618 |
0.9921 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0164 |
| PP |
1.0159 |
1.0159 |
| S1 |
1.0155 |
1.0155 |
|