CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0483 |
-0.0060 |
-0.6% |
1.0617 |
| High |
1.0543 |
1.0554 |
0.0011 |
0.1% |
1.0737 |
| Low |
1.0536 |
1.0483 |
-0.0053 |
-0.5% |
1.0561 |
| Close |
1.0543 |
1.0483 |
-0.0060 |
-0.6% |
1.0718 |
| Range |
0.0007 |
0.0071 |
0.0064 |
914.3% |
0.0176 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0672 |
1.0522 |
|
| R3 |
1.0649 |
1.0601 |
1.0503 |
|
| R2 |
1.0578 |
1.0578 |
1.0496 |
|
| R1 |
1.0530 |
1.0530 |
1.0490 |
1.0519 |
| PP |
1.0507 |
1.0507 |
1.0507 |
1.0501 |
| S1 |
1.0459 |
1.0459 |
1.0476 |
1.0448 |
| S2 |
1.0436 |
1.0436 |
1.0470 |
|
| S3 |
1.0365 |
1.0388 |
1.0463 |
|
| S4 |
1.0294 |
1.0317 |
1.0444 |
|
|
| 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 |
1.0856 |
|
2.618 |
1.0740 |
|
1.618 |
1.0669 |
|
1.000 |
1.0625 |
|
0.618 |
1.0598 |
|
HIGH |
1.0554 |
|
0.618 |
1.0527 |
|
0.500 |
1.0519 |
|
0.382 |
1.0510 |
|
LOW |
1.0483 |
|
0.618 |
1.0439 |
|
1.000 |
1.0412 |
|
1.618 |
1.0368 |
|
2.618 |
1.0297 |
|
4.250 |
1.0181 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0519 |
1.0548 |
| PP |
1.0507 |
1.0526 |
| S1 |
1.0495 |
1.0505 |
|