CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0255 |
1.0211 |
-0.0044 |
-0.4% |
1.0367 |
| High |
1.0274 |
1.0267 |
-0.0007 |
-0.1% |
1.0384 |
| Low |
1.0226 |
1.0194 |
-0.0032 |
-0.3% |
1.0258 |
| Close |
1.0241 |
1.0218 |
-0.0023 |
-0.2% |
1.0260 |
| Range |
0.0048 |
0.0073 |
0.0025 |
52.1% |
0.0126 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.2% |
0.0000 |
| Volume |
13 |
30 |
17 |
130.8% |
41 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0405 |
1.0258 |
|
| R3 |
1.0372 |
1.0332 |
1.0238 |
|
| R2 |
1.0299 |
1.0299 |
1.0231 |
|
| R1 |
1.0259 |
1.0259 |
1.0225 |
1.0279 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0237 |
| S1 |
1.0186 |
1.0186 |
1.0211 |
1.0206 |
| S2 |
1.0153 |
1.0153 |
1.0205 |
|
| S3 |
1.0080 |
1.0113 |
1.0198 |
|
| S4 |
1.0007 |
1.0040 |
1.0178 |
|
|
| 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 |
1.0577 |
|
2.618 |
1.0458 |
|
1.618 |
1.0385 |
|
1.000 |
1.0340 |
|
0.618 |
1.0312 |
|
HIGH |
1.0267 |
|
0.618 |
1.0239 |
|
0.500 |
1.0231 |
|
0.382 |
1.0222 |
|
LOW |
1.0194 |
|
0.618 |
1.0149 |
|
1.000 |
1.0121 |
|
1.618 |
1.0076 |
|
2.618 |
1.0003 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0274 |
| PP |
1.0226 |
1.0255 |
| S1 |
1.0222 |
1.0237 |
|