CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0377 |
-0.0019 |
-0.2% |
1.0530 |
| High |
1.0434 |
1.0433 |
-0.0001 |
0.0% |
1.0557 |
| Low |
1.0365 |
1.0369 |
0.0004 |
0.0% |
1.0385 |
| Close |
1.0420 |
1.0429 |
0.0009 |
0.1% |
1.0433 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0172 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
5 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0580 |
1.0464 |
|
| R3 |
1.0538 |
1.0516 |
1.0447 |
|
| R2 |
1.0474 |
1.0474 |
1.0441 |
|
| R1 |
1.0452 |
1.0452 |
1.0435 |
1.0463 |
| PP |
1.0410 |
1.0410 |
1.0410 |
1.0416 |
| S1 |
1.0388 |
1.0388 |
1.0423 |
1.0399 |
| S2 |
1.0346 |
1.0346 |
1.0417 |
|
| S3 |
1.0282 |
1.0324 |
1.0411 |
|
| S4 |
1.0218 |
1.0260 |
1.0394 |
|
|
| 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 |
1.0705 |
|
2.618 |
1.0601 |
|
1.618 |
1.0537 |
|
1.000 |
1.0497 |
|
0.618 |
1.0473 |
|
HIGH |
1.0433 |
|
0.618 |
1.0409 |
|
0.500 |
1.0401 |
|
0.382 |
1.0393 |
|
LOW |
1.0369 |
|
0.618 |
1.0329 |
|
1.000 |
1.0305 |
|
1.618 |
1.0265 |
|
2.618 |
1.0201 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0420 |
1.0428 |
| PP |
1.0410 |
1.0426 |
| S1 |
1.0401 |
1.0425 |
|