CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0447 |
0.0070 |
0.7% |
1.0399 |
| High |
1.0433 |
1.0457 |
0.0024 |
0.2% |
1.0490 |
| Low |
1.0369 |
1.0408 |
0.0039 |
0.4% |
1.0365 |
| Close |
1.0429 |
1.0447 |
0.0018 |
0.2% |
1.0447 |
| Range |
0.0064 |
0.0049 |
-0.0015 |
-23.4% |
0.0125 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
2 |
40 |
38 |
1,900.0% |
51 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0565 |
1.0474 |
|
| R3 |
1.0535 |
1.0516 |
1.0460 |
|
| R2 |
1.0486 |
1.0486 |
1.0456 |
|
| R1 |
1.0467 |
1.0467 |
1.0451 |
1.0472 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0440 |
| S1 |
1.0418 |
1.0418 |
1.0443 |
1.0423 |
| S2 |
1.0388 |
1.0388 |
1.0438 |
|
| S3 |
1.0339 |
1.0369 |
1.0434 |
|
| S4 |
1.0290 |
1.0320 |
1.0420 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0809 |
1.0753 |
1.0516 |
|
| R3 |
1.0684 |
1.0628 |
1.0481 |
|
| R2 |
1.0559 |
1.0559 |
1.0470 |
|
| R1 |
1.0503 |
1.0503 |
1.0458 |
1.0531 |
| PP |
1.0434 |
1.0434 |
1.0434 |
1.0448 |
| S1 |
1.0378 |
1.0378 |
1.0436 |
1.0406 |
| S2 |
1.0309 |
1.0309 |
1.0424 |
|
| S3 |
1.0184 |
1.0253 |
1.0413 |
|
| S4 |
1.0059 |
1.0128 |
1.0378 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0665 |
|
2.618 |
1.0585 |
|
1.618 |
1.0536 |
|
1.000 |
1.0506 |
|
0.618 |
1.0487 |
|
HIGH |
1.0457 |
|
0.618 |
1.0438 |
|
0.500 |
1.0433 |
|
0.382 |
1.0427 |
|
LOW |
1.0408 |
|
0.618 |
1.0378 |
|
1.000 |
1.0359 |
|
1.618 |
1.0329 |
|
2.618 |
1.0280 |
|
4.250 |
1.0200 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0435 |
| PP |
1.0437 |
1.0423 |
| S1 |
1.0433 |
1.0411 |
|