CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0265 |
1.0189 |
-0.0076 |
-0.7% |
1.0144 |
| High |
1.0301 |
1.0280 |
-0.0021 |
-0.2% |
1.0234 |
| Low |
1.0265 |
1.0179 |
-0.0086 |
-0.8% |
1.0117 |
| Close |
1.0265 |
1.0189 |
-0.0076 |
-0.7% |
1.0209 |
| Range |
0.0036 |
0.0101 |
0.0065 |
180.6% |
0.0117 |
| ATR |
0.0047 |
0.0051 |
0.0004 |
8.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0455 |
1.0245 |
|
| R3 |
1.0418 |
1.0354 |
1.0217 |
|
| R2 |
1.0317 |
1.0317 |
1.0208 |
|
| R1 |
1.0253 |
1.0253 |
1.0198 |
1.0240 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0209 |
| S1 |
1.0152 |
1.0152 |
1.0180 |
1.0139 |
| S2 |
1.0115 |
1.0115 |
1.0170 |
|
| S3 |
1.0014 |
1.0051 |
1.0161 |
|
| S4 |
0.9913 |
0.9950 |
1.0133 |
|
|
| 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 |
1.0709 |
|
2.618 |
1.0544 |
|
1.618 |
1.0443 |
|
1.000 |
1.0381 |
|
0.618 |
1.0342 |
|
HIGH |
1.0280 |
|
0.618 |
1.0241 |
|
0.500 |
1.0230 |
|
0.382 |
1.0218 |
|
LOW |
1.0179 |
|
0.618 |
1.0117 |
|
1.000 |
1.0078 |
|
1.618 |
1.0016 |
|
2.618 |
0.9915 |
|
4.250 |
0.9750 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0230 |
1.0230 |
| PP |
1.0216 |
1.0216 |
| S1 |
1.0203 |
1.0203 |
|