CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0119 |
-0.0001 |
0.0% |
1.0255 |
| High |
1.0159 |
1.0150 |
-0.0009 |
-0.1% |
1.0274 |
| Low |
1.0105 |
1.0105 |
0.0000 |
0.0% |
1.0063 |
| Close |
1.0149 |
1.0119 |
-0.0030 |
-0.3% |
1.0113 |
| Range |
0.0054 |
0.0045 |
-0.0009 |
-16.7% |
0.0211 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
14 |
0 |
-14 |
-100.0% |
191 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0260 |
1.0234 |
1.0144 |
|
| R3 |
1.0215 |
1.0189 |
1.0131 |
|
| R2 |
1.0170 |
1.0170 |
1.0127 |
|
| R1 |
1.0144 |
1.0144 |
1.0123 |
1.0142 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0123 |
| S1 |
1.0099 |
1.0099 |
1.0115 |
1.0097 |
| S2 |
1.0080 |
1.0080 |
1.0111 |
|
| S3 |
1.0035 |
1.0054 |
1.0107 |
|
| S4 |
0.9990 |
1.0009 |
1.0094 |
|
|
| 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 |
1.0341 |
|
2.618 |
1.0268 |
|
1.618 |
1.0223 |
|
1.000 |
1.0195 |
|
0.618 |
1.0178 |
|
HIGH |
1.0150 |
|
0.618 |
1.0133 |
|
0.500 |
1.0128 |
|
0.382 |
1.0122 |
|
LOW |
1.0105 |
|
0.618 |
1.0077 |
|
1.000 |
1.0060 |
|
1.618 |
1.0032 |
|
2.618 |
0.9987 |
|
4.250 |
0.9914 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0128 |
1.0116 |
| PP |
1.0125 |
1.0114 |
| S1 |
1.0122 |
1.0111 |
|