CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0483 |
1.0468 |
-0.0015 |
-0.1% |
1.0617 |
| High |
1.0554 |
1.0506 |
-0.0048 |
-0.5% |
1.0737 |
| Low |
1.0483 |
1.0447 |
-0.0036 |
-0.3% |
1.0561 |
| Close |
1.0483 |
1.0504 |
0.0021 |
0.2% |
1.0718 |
| Range |
0.0071 |
0.0059 |
-0.0012 |
-16.9% |
0.0176 |
| ATR |
0.0000 |
0.0082 |
0.0082 |
|
0.0000 |
| Volume |
0 |
126 |
126 |
|
5 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0663 |
1.0642 |
1.0536 |
|
| R3 |
1.0604 |
1.0583 |
1.0520 |
|
| R2 |
1.0545 |
1.0545 |
1.0515 |
|
| R1 |
1.0524 |
1.0524 |
1.0509 |
1.0535 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0491 |
| S1 |
1.0465 |
1.0465 |
1.0499 |
1.0476 |
| S2 |
1.0427 |
1.0427 |
1.0493 |
|
| S3 |
1.0368 |
1.0406 |
1.0488 |
|
| S4 |
1.0309 |
1.0347 |
1.0472 |
|
|
| 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 |
1.0757 |
|
2.618 |
1.0660 |
|
1.618 |
1.0601 |
|
1.000 |
1.0565 |
|
0.618 |
1.0542 |
|
HIGH |
1.0506 |
|
0.618 |
1.0483 |
|
0.500 |
1.0477 |
|
0.382 |
1.0470 |
|
LOW |
1.0447 |
|
0.618 |
1.0411 |
|
1.000 |
1.0388 |
|
1.618 |
1.0352 |
|
2.618 |
1.0293 |
|
4.250 |
1.0196 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0495 |
1.0503 |
| PP |
1.0486 |
1.0502 |
| S1 |
1.0477 |
1.0501 |
|