CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0718 |
1.0594 |
-0.0124 |
-1.2% |
1.0617 |
| High |
1.0737 |
1.0613 |
-0.0124 |
-1.2% |
1.0737 |
| Low |
1.0718 |
1.0590 |
-0.0128 |
-1.2% |
1.0561 |
| Close |
1.0718 |
1.0613 |
-0.0105 |
-1.0% |
1.0718 |
| Range |
0.0019 |
0.0023 |
0.0004 |
21.1% |
0.0176 |
| ATR |
|
|
|
|
|
| Volume |
0 |
1 |
1 |
|
5 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0667 |
1.0626 |
|
| R3 |
1.0651 |
1.0644 |
1.0619 |
|
| R2 |
1.0628 |
1.0628 |
1.0617 |
|
| R1 |
1.0621 |
1.0621 |
1.0615 |
1.0625 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0607 |
| S1 |
1.0598 |
1.0598 |
1.0611 |
1.0602 |
| S2 |
1.0582 |
1.0582 |
1.0609 |
|
| S3 |
1.0559 |
1.0575 |
1.0607 |
|
| S4 |
1.0536 |
1.0552 |
1.0600 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1200 |
1.1135 |
1.0815 |
|
| R3 |
1.1024 |
1.0959 |
1.0766 |
|
| R2 |
1.0848 |
1.0848 |
1.0750 |
|
| R1 |
1.0783 |
1.0783 |
1.0734 |
1.0816 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0688 |
| S1 |
1.0607 |
1.0607 |
1.0702 |
1.0640 |
| S2 |
1.0496 |
1.0496 |
1.0686 |
|
| S3 |
1.0320 |
1.0431 |
1.0670 |
|
| S4 |
1.0144 |
1.0255 |
1.0621 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0711 |
|
2.618 |
1.0673 |
|
1.618 |
1.0650 |
|
1.000 |
1.0636 |
|
0.618 |
1.0627 |
|
HIGH |
1.0613 |
|
0.618 |
1.0604 |
|
0.500 |
1.0602 |
|
0.382 |
1.0599 |
|
LOW |
1.0590 |
|
0.618 |
1.0576 |
|
1.000 |
1.0567 |
|
1.618 |
1.0553 |
|
2.618 |
1.0530 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0609 |
1.0649 |
| PP |
1.0605 |
1.0637 |
| S1 |
1.0602 |
1.0625 |
|