CME Swiss Franc Future March 2018
Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.0125 |
1.0120 |
-0.0005 |
0.0% |
1.0255 |
High |
1.0127 |
1.0159 |
0.0032 |
0.3% |
1.0274 |
Low |
1.0063 |
1.0105 |
0.0042 |
0.4% |
1.0063 |
Close |
1.0113 |
1.0149 |
0.0036 |
0.4% |
1.0113 |
Range |
0.0064 |
0.0054 |
-0.0010 |
-15.6% |
0.0211 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
29 |
14 |
-15 |
-51.7% |
191 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0300 |
1.0278 |
1.0179 |
|
R3 |
1.0246 |
1.0224 |
1.0164 |
|
R2 |
1.0192 |
1.0192 |
1.0159 |
|
R1 |
1.0170 |
1.0170 |
1.0154 |
1.0181 |
PP |
1.0138 |
1.0138 |
1.0138 |
1.0143 |
S1 |
1.0116 |
1.0116 |
1.0144 |
1.0127 |
S2 |
1.0084 |
1.0084 |
1.0139 |
|
S3 |
1.0030 |
1.0062 |
1.0134 |
|
S4 |
0.9976 |
1.0008 |
1.0119 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0783 |
1.0659 |
1.0229 |
|
R3 |
1.0572 |
1.0448 |
1.0171 |
|
R2 |
1.0361 |
1.0361 |
1.0152 |
|
R1 |
1.0237 |
1.0237 |
1.0132 |
1.0194 |
PP |
1.0150 |
1.0150 |
1.0150 |
1.0128 |
S1 |
1.0026 |
1.0026 |
1.0094 |
0.9983 |
S2 |
0.9939 |
0.9939 |
1.0074 |
|
S3 |
0.9728 |
0.9815 |
1.0055 |
|
S4 |
0.9517 |
0.9604 |
0.9997 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0389 |
2.618 |
1.0300 |
1.618 |
1.0246 |
1.000 |
1.0213 |
0.618 |
1.0192 |
HIGH |
1.0159 |
0.618 |
1.0138 |
0.500 |
1.0132 |
0.382 |
1.0126 |
LOW |
1.0105 |
0.618 |
1.0072 |
1.000 |
1.0051 |
1.618 |
1.0018 |
2.618 |
0.9964 |
4.250 |
0.9876 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0143 |
1.0147 |
PP |
1.0138 |
1.0145 |
S1 |
1.0132 |
1.0144 |
|