CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0097 |
-0.0022 |
-0.2% |
1.0255 |
| High |
1.0150 |
1.0126 |
-0.0024 |
-0.2% |
1.0274 |
| Low |
1.0105 |
1.0062 |
-0.0043 |
-0.4% |
1.0063 |
| Close |
1.0119 |
1.0062 |
-0.0057 |
-0.6% |
1.0113 |
| Range |
0.0045 |
0.0064 |
0.0019 |
42.2% |
0.0211 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
| Volume |
0 |
7 |
7 |
|
191 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0233 |
1.0097 |
|
| R3 |
1.0211 |
1.0169 |
1.0080 |
|
| R2 |
1.0147 |
1.0147 |
1.0074 |
|
| R1 |
1.0105 |
1.0105 |
1.0068 |
1.0094 |
| PP |
1.0083 |
1.0083 |
1.0083 |
1.0078 |
| S1 |
1.0041 |
1.0041 |
1.0056 |
1.0030 |
| S2 |
1.0019 |
1.0019 |
1.0050 |
|
| S3 |
0.9955 |
0.9977 |
1.0044 |
|
| S4 |
0.9891 |
0.9913 |
1.0027 |
|
|
| 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 |
1.0398 |
|
2.618 |
1.0294 |
|
1.618 |
1.0230 |
|
1.000 |
1.0190 |
|
0.618 |
1.0166 |
|
HIGH |
1.0126 |
|
0.618 |
1.0102 |
|
0.500 |
1.0094 |
|
0.382 |
1.0086 |
|
LOW |
1.0062 |
|
0.618 |
1.0022 |
|
1.000 |
0.9998 |
|
1.618 |
0.9958 |
|
2.618 |
0.9894 |
|
4.250 |
0.9790 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0094 |
1.0111 |
| PP |
1.0083 |
1.0094 |
| S1 |
1.0073 |
1.0078 |
|