CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0530 |
1.0516 |
-0.0014 |
-0.1% |
1.0594 |
| High |
1.0557 |
1.0548 |
-0.0009 |
-0.1% |
1.0613 |
| Low |
1.0512 |
1.0494 |
-0.0018 |
-0.2% |
1.0447 |
| Close |
1.0530 |
1.0516 |
-0.0014 |
-0.1% |
1.0556 |
| Range |
0.0045 |
0.0054 |
0.0009 |
20.0% |
0.0166 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0653 |
1.0546 |
|
| R3 |
1.0627 |
1.0599 |
1.0531 |
|
| R2 |
1.0573 |
1.0573 |
1.0526 |
|
| R1 |
1.0545 |
1.0545 |
1.0521 |
1.0543 |
| PP |
1.0519 |
1.0519 |
1.0519 |
1.0519 |
| S1 |
1.0491 |
1.0491 |
1.0511 |
1.0489 |
| S2 |
1.0465 |
1.0465 |
1.0506 |
|
| S3 |
1.0411 |
1.0437 |
1.0501 |
|
| S4 |
1.0357 |
1.0383 |
1.0486 |
|
|
| 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 |
1.0778 |
|
2.618 |
1.0689 |
|
1.618 |
1.0635 |
|
1.000 |
1.0602 |
|
0.618 |
1.0581 |
|
HIGH |
1.0548 |
|
0.618 |
1.0527 |
|
0.500 |
1.0521 |
|
0.382 |
1.0515 |
|
LOW |
1.0494 |
|
0.618 |
1.0461 |
|
1.000 |
1.0440 |
|
1.618 |
1.0407 |
|
2.618 |
1.0353 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0529 |
| PP |
1.0519 |
1.0524 |
| S1 |
1.0518 |
1.0520 |
|