CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0088 |
-0.0008 |
-0.1% |
1.0265 |
| High |
1.0108 |
1.0088 |
-0.0020 |
-0.2% |
1.0301 |
| Low |
1.0077 |
1.0070 |
-0.0007 |
-0.1% |
1.0077 |
| Close |
1.0101 |
1.0088 |
-0.0013 |
-0.1% |
1.0101 |
| Range |
0.0031 |
0.0018 |
-0.0013 |
-41.9% |
0.0224 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
9 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0130 |
1.0098 |
|
| R3 |
1.0118 |
1.0112 |
1.0093 |
|
| R2 |
1.0100 |
1.0100 |
1.0091 |
|
| R1 |
1.0094 |
1.0094 |
1.0090 |
1.0097 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0084 |
| S1 |
1.0076 |
1.0076 |
1.0086 |
1.0079 |
| S2 |
1.0064 |
1.0064 |
1.0085 |
|
| S3 |
1.0046 |
1.0058 |
1.0083 |
|
| S4 |
1.0028 |
1.0040 |
1.0078 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0832 |
1.0690 |
1.0224 |
|
| R3 |
1.0608 |
1.0466 |
1.0163 |
|
| R2 |
1.0384 |
1.0384 |
1.0142 |
|
| R1 |
1.0242 |
1.0242 |
1.0122 |
1.0201 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0139 |
| S1 |
1.0018 |
1.0018 |
1.0080 |
0.9977 |
| S2 |
0.9936 |
0.9936 |
1.0060 |
|
| S3 |
0.9712 |
0.9794 |
1.0039 |
|
| S4 |
0.9488 |
0.9570 |
0.9978 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0165 |
|
2.618 |
1.0135 |
|
1.618 |
1.0117 |
|
1.000 |
1.0106 |
|
0.618 |
1.0099 |
|
HIGH |
1.0088 |
|
0.618 |
1.0081 |
|
0.500 |
1.0079 |
|
0.382 |
1.0077 |
|
LOW |
1.0070 |
|
0.618 |
1.0059 |
|
1.000 |
1.0052 |
|
1.618 |
1.0041 |
|
2.618 |
1.0023 |
|
4.250 |
0.9994 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0112 |
| PP |
1.0082 |
1.0104 |
| S1 |
1.0079 |
1.0096 |
|