CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0196 |
-0.0015 |
-0.1% |
1.0367 |
| High |
1.0267 |
1.0232 |
-0.0035 |
-0.3% |
1.0384 |
| Low |
1.0194 |
1.0164 |
-0.0030 |
-0.3% |
1.0258 |
| Close |
1.0218 |
1.0212 |
-0.0006 |
-0.1% |
1.0260 |
| Range |
0.0073 |
0.0068 |
-0.0005 |
-6.8% |
0.0126 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.6% |
0.0000 |
| Volume |
30 |
55 |
25 |
83.3% |
41 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0377 |
1.0249 |
|
| R3 |
1.0339 |
1.0309 |
1.0231 |
|
| R2 |
1.0271 |
1.0271 |
1.0224 |
|
| R1 |
1.0241 |
1.0241 |
1.0218 |
1.0256 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0210 |
| S1 |
1.0173 |
1.0173 |
1.0206 |
1.0188 |
| S2 |
1.0135 |
1.0135 |
1.0200 |
|
| S3 |
1.0067 |
1.0105 |
1.0193 |
|
| S4 |
0.9999 |
1.0037 |
1.0175 |
|
|
| 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 |
1.0521 |
|
2.618 |
1.0410 |
|
1.618 |
1.0342 |
|
1.000 |
1.0300 |
|
0.618 |
1.0274 |
|
HIGH |
1.0232 |
|
0.618 |
1.0206 |
|
0.500 |
1.0198 |
|
0.382 |
1.0190 |
|
LOW |
1.0164 |
|
0.618 |
1.0122 |
|
1.000 |
1.0096 |
|
1.618 |
1.0054 |
|
2.618 |
0.9986 |
|
4.250 |
0.9875 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0219 |
| PP |
1.0203 |
1.0217 |
| S1 |
1.0198 |
1.0214 |
|