CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0399 |
1.0444 |
0.0045 |
0.4% |
1.0530 |
| High |
1.0490 |
1.0484 |
-0.0006 |
-0.1% |
1.0557 |
| Low |
1.0386 |
1.0412 |
0.0026 |
0.3% |
1.0385 |
| Close |
1.0470 |
1.0444 |
-0.0026 |
-0.2% |
1.0433 |
| Range |
0.0104 |
0.0072 |
-0.0032 |
-30.8% |
0.0172 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
5 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0663 |
1.0625 |
1.0484 |
|
| R3 |
1.0591 |
1.0553 |
1.0464 |
|
| R2 |
1.0519 |
1.0519 |
1.0457 |
|
| R1 |
1.0481 |
1.0481 |
1.0451 |
1.0480 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0446 |
| S1 |
1.0409 |
1.0409 |
1.0437 |
1.0408 |
| S2 |
1.0375 |
1.0375 |
1.0431 |
|
| S3 |
1.0303 |
1.0337 |
1.0424 |
|
| S4 |
1.0231 |
1.0265 |
1.0404 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0876 |
1.0528 |
|
| R3 |
1.0802 |
1.0704 |
1.0480 |
|
| R2 |
1.0630 |
1.0630 |
1.0465 |
|
| R1 |
1.0532 |
1.0532 |
1.0449 |
1.0495 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0440 |
| S1 |
1.0360 |
1.0360 |
1.0417 |
1.0323 |
| S2 |
1.0286 |
1.0286 |
1.0401 |
|
| S3 |
1.0114 |
1.0188 |
1.0386 |
|
| S4 |
0.9942 |
1.0016 |
1.0338 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0672 |
|
1.618 |
1.0600 |
|
1.000 |
1.0556 |
|
0.618 |
1.0528 |
|
HIGH |
1.0484 |
|
0.618 |
1.0456 |
|
0.500 |
1.0448 |
|
0.382 |
1.0440 |
|
LOW |
1.0412 |
|
0.618 |
1.0368 |
|
1.000 |
1.0340 |
|
1.618 |
1.0296 |
|
2.618 |
1.0224 |
|
4.250 |
1.0106 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0448 |
1.0442 |
| PP |
1.0447 |
1.0440 |
| S1 |
1.0445 |
1.0438 |
|