CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0468 |
1.0556 |
0.0088 |
0.8% |
1.0594 |
| High |
1.0506 |
1.0563 |
0.0057 |
0.5% |
1.0613 |
| Low |
1.0447 |
1.0501 |
0.0054 |
0.5% |
1.0447 |
| Close |
1.0504 |
1.0556 |
0.0052 |
0.5% |
1.0556 |
| Range |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0166 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
126 |
0 |
-126 |
-100.0% |
127 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0726 |
1.0703 |
1.0590 |
|
| R3 |
1.0664 |
1.0641 |
1.0573 |
|
| R2 |
1.0602 |
1.0602 |
1.0567 |
|
| R1 |
1.0579 |
1.0579 |
1.0562 |
1.0587 |
| PP |
1.0540 |
1.0540 |
1.0540 |
1.0544 |
| S1 |
1.0517 |
1.0517 |
1.0550 |
1.0525 |
| S2 |
1.0478 |
1.0478 |
1.0545 |
|
| S3 |
1.0416 |
1.0455 |
1.0539 |
|
| S4 |
1.0354 |
1.0393 |
1.0522 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.0962 |
1.0647 |
|
| R3 |
1.0871 |
1.0796 |
1.0602 |
|
| R2 |
1.0705 |
1.0705 |
1.0586 |
|
| R1 |
1.0630 |
1.0630 |
1.0571 |
1.0585 |
| PP |
1.0539 |
1.0539 |
1.0539 |
1.0516 |
| S1 |
1.0464 |
1.0464 |
1.0541 |
1.0419 |
| S2 |
1.0373 |
1.0373 |
1.0526 |
|
| S3 |
1.0207 |
1.0298 |
1.0510 |
|
| S4 |
1.0041 |
1.0132 |
1.0465 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0827 |
|
2.618 |
1.0725 |
|
1.618 |
1.0663 |
|
1.000 |
1.0625 |
|
0.618 |
1.0601 |
|
HIGH |
1.0563 |
|
0.618 |
1.0539 |
|
0.500 |
1.0532 |
|
0.382 |
1.0525 |
|
LOW |
1.0501 |
|
0.618 |
1.0463 |
|
1.000 |
1.0439 |
|
1.618 |
1.0401 |
|
2.618 |
1.0339 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0539 |
| PP |
1.0540 |
1.0522 |
| S1 |
1.0532 |
1.0505 |
|