CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0406 |
0.0016 |
0.2% |
1.0399 |
| High |
1.0394 |
1.0415 |
0.0021 |
0.2% |
1.0490 |
| Low |
1.0337 |
1.0365 |
0.0028 |
0.3% |
1.0365 |
| Close |
1.0388 |
1.0377 |
-0.0011 |
-0.1% |
1.0447 |
| Range |
0.0057 |
0.0050 |
-0.0007 |
-12.3% |
0.0125 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
51 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0536 |
1.0506 |
1.0405 |
|
| R3 |
1.0486 |
1.0456 |
1.0391 |
|
| R2 |
1.0436 |
1.0436 |
1.0386 |
|
| R1 |
1.0406 |
1.0406 |
1.0382 |
1.0396 |
| PP |
1.0386 |
1.0386 |
1.0386 |
1.0381 |
| S1 |
1.0356 |
1.0356 |
1.0372 |
1.0346 |
| S2 |
1.0336 |
1.0336 |
1.0368 |
|
| S3 |
1.0286 |
1.0306 |
1.0363 |
|
| S4 |
1.0236 |
1.0256 |
1.0350 |
|
|
| 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 |
1.0628 |
|
2.618 |
1.0546 |
|
1.618 |
1.0496 |
|
1.000 |
1.0465 |
|
0.618 |
1.0446 |
|
HIGH |
1.0415 |
|
0.618 |
1.0396 |
|
0.500 |
1.0390 |
|
0.382 |
1.0384 |
|
LOW |
1.0365 |
|
0.618 |
1.0334 |
|
1.000 |
1.0315 |
|
1.618 |
1.0284 |
|
2.618 |
1.0234 |
|
4.250 |
1.0153 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0390 |
1.0390 |
| PP |
1.0386 |
1.0385 |
| S1 |
1.0381 |
1.0381 |
|