CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0388 |
1.0396 |
0.0008 |
0.1% |
1.0415 |
| High |
1.0403 |
1.0406 |
0.0003 |
0.0% |
1.0442 |
| Low |
1.0354 |
1.0356 |
0.0002 |
0.0% |
1.0285 |
| Close |
1.0390 |
1.0362 |
-0.0028 |
-0.3% |
1.0337 |
| Range |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0157 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
15 |
14 |
-1 |
-6.7% |
6 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0525 |
1.0493 |
1.0390 |
|
| R3 |
1.0475 |
1.0443 |
1.0376 |
|
| R2 |
1.0425 |
1.0425 |
1.0371 |
|
| R1 |
1.0393 |
1.0393 |
1.0367 |
1.0384 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0370 |
| S1 |
1.0343 |
1.0343 |
1.0357 |
1.0334 |
| S2 |
1.0325 |
1.0325 |
1.0353 |
|
| S3 |
1.0275 |
1.0293 |
1.0348 |
|
| S4 |
1.0225 |
1.0243 |
1.0335 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0826 |
1.0738 |
1.0423 |
|
| R3 |
1.0669 |
1.0581 |
1.0380 |
|
| R2 |
1.0512 |
1.0512 |
1.0366 |
|
| R1 |
1.0424 |
1.0424 |
1.0351 |
1.0390 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0337 |
| S1 |
1.0267 |
1.0267 |
1.0323 |
1.0233 |
| S2 |
1.0198 |
1.0198 |
1.0308 |
|
| S3 |
1.0041 |
1.0110 |
1.0294 |
|
| S4 |
0.9884 |
0.9953 |
1.0251 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0619 |
|
2.618 |
1.0537 |
|
1.618 |
1.0487 |
|
1.000 |
1.0456 |
|
0.618 |
1.0437 |
|
HIGH |
1.0406 |
|
0.618 |
1.0387 |
|
0.500 |
1.0381 |
|
0.382 |
1.0375 |
|
LOW |
1.0356 |
|
0.618 |
1.0325 |
|
1.000 |
1.0306 |
|
1.618 |
1.0275 |
|
2.618 |
1.0225 |
|
4.250 |
1.0144 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0381 |
1.0372 |
| PP |
1.0375 |
1.0368 |
| S1 |
1.0368 |
1.0365 |
|