CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0209 |
1.0265 |
0.0056 |
0.5% |
1.0144 |
| High |
1.0222 |
1.0301 |
0.0079 |
0.8% |
1.0234 |
| Low |
1.0159 |
1.0265 |
0.0106 |
1.0% |
1.0117 |
| Close |
1.0209 |
1.0265 |
0.0056 |
0.5% |
1.0209 |
| Range |
0.0063 |
0.0036 |
-0.0027 |
-42.9% |
0.0117 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
7.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0361 |
1.0285 |
|
| R3 |
1.0349 |
1.0325 |
1.0275 |
|
| R2 |
1.0313 |
1.0313 |
1.0272 |
|
| R1 |
1.0289 |
1.0289 |
1.0268 |
1.0283 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0274 |
| S1 |
1.0253 |
1.0253 |
1.0262 |
1.0247 |
| S2 |
1.0241 |
1.0241 |
1.0258 |
|
| S3 |
1.0205 |
1.0217 |
1.0255 |
|
| S4 |
1.0169 |
1.0181 |
1.0245 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0490 |
1.0273 |
|
| R3 |
1.0421 |
1.0373 |
1.0241 |
|
| R2 |
1.0304 |
1.0304 |
1.0230 |
|
| R1 |
1.0256 |
1.0256 |
1.0220 |
1.0280 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0199 |
| S1 |
1.0139 |
1.0139 |
1.0198 |
1.0163 |
| S2 |
1.0070 |
1.0070 |
1.0188 |
|
| S3 |
0.9953 |
1.0022 |
1.0177 |
|
| S4 |
0.9836 |
0.9905 |
1.0145 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0454 |
|
2.618 |
1.0395 |
|
1.618 |
1.0359 |
|
1.000 |
1.0337 |
|
0.618 |
1.0323 |
|
HIGH |
1.0301 |
|
0.618 |
1.0287 |
|
0.500 |
1.0283 |
|
0.382 |
1.0279 |
|
LOW |
1.0265 |
|
0.618 |
1.0243 |
|
1.000 |
1.0229 |
|
1.618 |
1.0207 |
|
2.618 |
1.0171 |
|
4.250 |
1.0112 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0253 |
| PP |
1.0277 |
1.0242 |
| S1 |
1.0271 |
1.0230 |
|