CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0516 |
1.0434 |
-0.0082 |
-0.8% |
1.0594 |
| High |
1.0548 |
1.0549 |
0.0001 |
0.0% |
1.0613 |
| Low |
1.0494 |
1.0425 |
-0.0069 |
-0.7% |
1.0447 |
| Close |
1.0516 |
1.0434 |
-0.0082 |
-0.8% |
1.0556 |
| Range |
0.0054 |
0.0124 |
0.0070 |
129.6% |
0.0166 |
| ATR |
0.0076 |
0.0080 |
0.0003 |
4.5% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0762 |
1.0502 |
|
| R3 |
1.0717 |
1.0638 |
1.0468 |
|
| R2 |
1.0593 |
1.0593 |
1.0457 |
|
| R1 |
1.0514 |
1.0514 |
1.0445 |
1.0496 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0461 |
| S1 |
1.0390 |
1.0390 |
1.0423 |
1.0372 |
| S2 |
1.0345 |
1.0345 |
1.0411 |
|
| S3 |
1.0221 |
1.0266 |
1.0400 |
|
| S4 |
1.0097 |
1.0142 |
1.0366 |
|
|
| 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 |
1.1076 |
|
2.618 |
1.0874 |
|
1.618 |
1.0750 |
|
1.000 |
1.0673 |
|
0.618 |
1.0626 |
|
HIGH |
1.0549 |
|
0.618 |
1.0502 |
|
0.500 |
1.0487 |
|
0.382 |
1.0472 |
|
LOW |
1.0425 |
|
0.618 |
1.0348 |
|
1.000 |
1.0301 |
|
1.618 |
1.0224 |
|
2.618 |
1.0100 |
|
4.250 |
0.9898 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0487 |
1.0491 |
| PP |
1.0469 |
1.0472 |
| S1 |
1.0452 |
1.0453 |
|