CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0324 |
1.0255 |
-0.0069 |
-0.7% |
1.0367 |
| High |
1.0353 |
1.0274 |
-0.0079 |
-0.8% |
1.0384 |
| Low |
1.0258 |
1.0226 |
-0.0032 |
-0.3% |
1.0258 |
| Close |
1.0260 |
1.0241 |
-0.0019 |
-0.2% |
1.0260 |
| Range |
0.0095 |
0.0048 |
-0.0047 |
-49.5% |
0.0126 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
19 |
13 |
-6 |
-31.6% |
41 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0364 |
1.0267 |
|
| R3 |
1.0343 |
1.0316 |
1.0254 |
|
| R2 |
1.0295 |
1.0295 |
1.0250 |
|
| R1 |
1.0268 |
1.0268 |
1.0245 |
1.0258 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0242 |
| S1 |
1.0220 |
1.0220 |
1.0237 |
1.0210 |
| S2 |
1.0199 |
1.0199 |
1.0232 |
|
| S3 |
1.0151 |
1.0172 |
1.0228 |
|
| S4 |
1.0103 |
1.0124 |
1.0215 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0595 |
1.0329 |
|
| R3 |
1.0553 |
1.0469 |
1.0295 |
|
| R2 |
1.0427 |
1.0427 |
1.0283 |
|
| R1 |
1.0343 |
1.0343 |
1.0272 |
1.0322 |
| PP |
1.0301 |
1.0301 |
1.0301 |
1.0290 |
| S1 |
1.0217 |
1.0217 |
1.0248 |
1.0196 |
| S2 |
1.0175 |
1.0175 |
1.0237 |
|
| S3 |
1.0049 |
1.0091 |
1.0225 |
|
| S4 |
0.9923 |
0.9965 |
1.0191 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0478 |
|
2.618 |
1.0400 |
|
1.618 |
1.0352 |
|
1.000 |
1.0322 |
|
0.618 |
1.0304 |
|
HIGH |
1.0274 |
|
0.618 |
1.0256 |
|
0.500 |
1.0250 |
|
0.382 |
1.0244 |
|
LOW |
1.0226 |
|
0.618 |
1.0196 |
|
1.000 |
1.0178 |
|
1.618 |
1.0148 |
|
2.618 |
1.0100 |
|
4.250 |
1.0022 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0250 |
1.0300 |
| PP |
1.0247 |
1.0280 |
| S1 |
1.0244 |
1.0261 |
|