CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0377 |
-0.0019 |
-0.2% |
1.0324 |
| High |
1.0406 |
1.0411 |
0.0005 |
0.0% |
1.0411 |
| Low |
1.0356 |
1.0347 |
-0.0009 |
-0.1% |
1.0324 |
| Close |
1.0362 |
1.0377 |
0.0015 |
0.1% |
1.0377 |
| Range |
0.0050 |
0.0064 |
0.0014 |
28.0% |
0.0087 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
14 |
8 |
-6 |
-42.9% |
52 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0538 |
1.0412 |
|
| R3 |
1.0506 |
1.0474 |
1.0395 |
|
| R2 |
1.0442 |
1.0442 |
1.0389 |
|
| R1 |
1.0410 |
1.0410 |
1.0383 |
1.0409 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0378 |
| S1 |
1.0346 |
1.0346 |
1.0371 |
1.0345 |
| S2 |
1.0314 |
1.0314 |
1.0365 |
|
| S3 |
1.0250 |
1.0282 |
1.0359 |
|
| S4 |
1.0186 |
1.0218 |
1.0342 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0591 |
1.0425 |
|
| R3 |
1.0545 |
1.0504 |
1.0401 |
|
| R2 |
1.0458 |
1.0458 |
1.0393 |
|
| R1 |
1.0417 |
1.0417 |
1.0385 |
1.0438 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0381 |
| S1 |
1.0330 |
1.0330 |
1.0369 |
1.0351 |
| S2 |
1.0284 |
1.0284 |
1.0361 |
|
| S3 |
1.0197 |
1.0243 |
1.0353 |
|
| S4 |
1.0110 |
1.0156 |
1.0329 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0683 |
|
2.618 |
1.0579 |
|
1.618 |
1.0515 |
|
1.000 |
1.0475 |
|
0.618 |
1.0451 |
|
HIGH |
1.0411 |
|
0.618 |
1.0387 |
|
0.500 |
1.0379 |
|
0.382 |
1.0371 |
|
LOW |
1.0347 |
|
0.618 |
1.0307 |
|
1.000 |
1.0283 |
|
1.618 |
1.0243 |
|
2.618 |
1.0179 |
|
4.250 |
1.0075 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0379 |
1.0379 |
| PP |
1.0378 |
1.0378 |
| S1 |
1.0378 |
1.0378 |
|