CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0143 |
-0.0001 |
0.0% |
1.0144 |
| High |
1.0196 |
1.0154 |
-0.0042 |
-0.4% |
1.0234 |
| Low |
1.0137 |
1.0095 |
-0.0042 |
-0.4% |
1.0117 |
| Close |
1.0144 |
1.0106 |
-0.0038 |
-0.4% |
1.0209 |
| Range |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0117 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.0% |
0.0000 |
| Volume |
0 |
8 |
8 |
|
26 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0260 |
1.0138 |
|
| R3 |
1.0236 |
1.0201 |
1.0122 |
|
| R2 |
1.0177 |
1.0177 |
1.0117 |
|
| R1 |
1.0142 |
1.0142 |
1.0111 |
1.0130 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0113 |
| S1 |
1.0083 |
1.0083 |
1.0101 |
1.0071 |
| S2 |
1.0059 |
1.0059 |
1.0095 |
|
| S3 |
1.0000 |
1.0024 |
1.0090 |
|
| S4 |
0.9941 |
0.9965 |
1.0074 |
|
|
| 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 |
1.0405 |
|
2.618 |
1.0308 |
|
1.618 |
1.0249 |
|
1.000 |
1.0213 |
|
0.618 |
1.0190 |
|
HIGH |
1.0154 |
|
0.618 |
1.0131 |
|
0.500 |
1.0125 |
|
0.382 |
1.0118 |
|
LOW |
1.0095 |
|
0.618 |
1.0059 |
|
1.000 |
1.0036 |
|
1.618 |
1.0000 |
|
2.618 |
0.9941 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0125 |
1.0188 |
| PP |
1.0118 |
1.0160 |
| S1 |
1.0112 |
1.0133 |
|