CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0594 |
1.0543 |
-0.0051 |
-0.5% |
1.0617 |
| High |
1.0613 |
1.0543 |
-0.0070 |
-0.7% |
1.0737 |
| Low |
1.0590 |
1.0536 |
-0.0054 |
-0.5% |
1.0561 |
| Close |
1.0613 |
1.0543 |
-0.0070 |
-0.7% |
1.0718 |
| Range |
0.0023 |
0.0007 |
-0.0016 |
-69.6% |
0.0176 |
| ATR |
|
|
|
|
|
| Volume |
1 |
0 |
-1 |
-100.0% |
5 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0559 |
1.0547 |
|
| R3 |
1.0555 |
1.0552 |
1.0545 |
|
| R2 |
1.0548 |
1.0548 |
1.0544 |
|
| R1 |
1.0545 |
1.0545 |
1.0544 |
1.0547 |
| PP |
1.0541 |
1.0541 |
1.0541 |
1.0541 |
| S1 |
1.0538 |
1.0538 |
1.0542 |
1.0540 |
| S2 |
1.0534 |
1.0534 |
1.0542 |
|
| S3 |
1.0527 |
1.0531 |
1.0541 |
|
| S4 |
1.0520 |
1.0524 |
1.0539 |
|
|
| 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 |
1.0573 |
|
2.618 |
1.0561 |
|
1.618 |
1.0554 |
|
1.000 |
1.0550 |
|
0.618 |
1.0547 |
|
HIGH |
1.0543 |
|
0.618 |
1.0540 |
|
0.500 |
1.0540 |
|
0.382 |
1.0539 |
|
LOW |
1.0536 |
|
0.618 |
1.0532 |
|
1.000 |
1.0529 |
|
1.618 |
1.0525 |
|
2.618 |
1.0518 |
|
4.250 |
1.0506 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0542 |
1.0637 |
| PP |
1.0541 |
1.0605 |
| S1 |
1.0540 |
1.0574 |
|