CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0530 |
-0.0026 |
-0.2% |
1.0594 |
| High |
1.0563 |
1.0557 |
-0.0006 |
-0.1% |
1.0613 |
| Low |
1.0501 |
1.0512 |
0.0011 |
0.1% |
1.0447 |
| Close |
1.0556 |
1.0530 |
-0.0026 |
-0.2% |
1.0556 |
| Range |
0.0062 |
0.0045 |
-0.0017 |
-27.4% |
0.0166 |
| ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0668 |
1.0644 |
1.0555 |
|
| R3 |
1.0623 |
1.0599 |
1.0542 |
|
| R2 |
1.0578 |
1.0578 |
1.0538 |
|
| R1 |
1.0554 |
1.0554 |
1.0534 |
1.0553 |
| PP |
1.0533 |
1.0533 |
1.0533 |
1.0532 |
| S1 |
1.0509 |
1.0509 |
1.0526 |
1.0508 |
| S2 |
1.0488 |
1.0488 |
1.0522 |
|
| S3 |
1.0443 |
1.0464 |
1.0518 |
|
| S4 |
1.0398 |
1.0419 |
1.0505 |
|
|
| 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 |
1.0748 |
|
2.618 |
1.0675 |
|
1.618 |
1.0630 |
|
1.000 |
1.0602 |
|
0.618 |
1.0585 |
|
HIGH |
1.0557 |
|
0.618 |
1.0540 |
|
0.500 |
1.0535 |
|
0.382 |
1.0529 |
|
LOW |
1.0512 |
|
0.618 |
1.0484 |
|
1.000 |
1.0467 |
|
1.618 |
1.0439 |
|
2.618 |
1.0394 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0535 |
1.0522 |
| PP |
1.0533 |
1.0513 |
| S1 |
1.0532 |
1.0505 |
|