CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0447 |
1.0415 |
-0.0032 |
-0.3% |
1.0399 |
| High |
1.0457 |
1.0442 |
-0.0015 |
-0.1% |
1.0490 |
| Low |
1.0408 |
1.0375 |
-0.0033 |
-0.3% |
1.0365 |
| Close |
1.0447 |
1.0380 |
-0.0067 |
-0.6% |
1.0447 |
| Range |
0.0049 |
0.0067 |
0.0018 |
36.7% |
0.0125 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
40 |
2 |
-38 |
-95.0% |
51 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0600 |
1.0557 |
1.0417 |
|
| R3 |
1.0533 |
1.0490 |
1.0398 |
|
| R2 |
1.0466 |
1.0466 |
1.0392 |
|
| R1 |
1.0423 |
1.0423 |
1.0386 |
1.0411 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0393 |
| S1 |
1.0356 |
1.0356 |
1.0374 |
1.0344 |
| S2 |
1.0332 |
1.0332 |
1.0368 |
|
| S3 |
1.0265 |
1.0289 |
1.0362 |
|
| S4 |
1.0198 |
1.0222 |
1.0343 |
|
|
| 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 |
1.0727 |
|
2.618 |
1.0617 |
|
1.618 |
1.0550 |
|
1.000 |
1.0509 |
|
0.618 |
1.0483 |
|
HIGH |
1.0442 |
|
0.618 |
1.0416 |
|
0.500 |
1.0409 |
|
0.382 |
1.0401 |
|
LOW |
1.0375 |
|
0.618 |
1.0334 |
|
1.000 |
1.0308 |
|
1.618 |
1.0267 |
|
2.618 |
1.0200 |
|
4.250 |
1.0090 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0409 |
1.0413 |
| PP |
1.0399 |
1.0402 |
| S1 |
1.0390 |
1.0391 |
|