CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0406 |
1.0332 |
-0.0074 |
-0.7% |
1.0399 |
| High |
1.0415 |
1.0378 |
-0.0037 |
-0.4% |
1.0490 |
| Low |
1.0365 |
1.0327 |
-0.0038 |
-0.4% |
1.0365 |
| Close |
1.0377 |
1.0332 |
-0.0045 |
-0.4% |
1.0447 |
| Range |
0.0050 |
0.0051 |
0.0001 |
2.0% |
0.0125 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
51 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0499 |
1.0466 |
1.0360 |
|
| R3 |
1.0448 |
1.0415 |
1.0346 |
|
| R2 |
1.0397 |
1.0397 |
1.0341 |
|
| R1 |
1.0364 |
1.0364 |
1.0337 |
1.0358 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0342 |
| S1 |
1.0313 |
1.0313 |
1.0327 |
1.0307 |
| S2 |
1.0295 |
1.0295 |
1.0323 |
|
| S3 |
1.0244 |
1.0262 |
1.0318 |
|
| S4 |
1.0193 |
1.0211 |
1.0304 |
|
|
| 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 |
1.0595 |
|
2.618 |
1.0512 |
|
1.618 |
1.0461 |
|
1.000 |
1.0429 |
|
0.618 |
1.0410 |
|
HIGH |
1.0378 |
|
0.618 |
1.0359 |
|
0.500 |
1.0353 |
|
0.382 |
1.0346 |
|
LOW |
1.0327 |
|
0.618 |
1.0295 |
|
1.000 |
1.0276 |
|
1.618 |
1.0244 |
|
2.618 |
1.0193 |
|
4.250 |
1.0110 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0353 |
1.0371 |
| PP |
1.0346 |
1.0358 |
| S1 |
1.0339 |
1.0345 |
|