CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0097 |
1.0102 |
0.0005 |
0.0% |
1.0255 |
| High |
1.0126 |
1.0144 |
0.0018 |
0.2% |
1.0274 |
| Low |
1.0062 |
1.0091 |
0.0029 |
0.3% |
1.0063 |
| Close |
1.0062 |
1.0104 |
0.0042 |
0.4% |
1.0113 |
| Range |
0.0064 |
0.0053 |
-0.0011 |
-17.2% |
0.0211 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.1% |
0.0000 |
| Volume |
7 |
3 |
-4 |
-57.1% |
191 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0241 |
1.0133 |
|
| R3 |
1.0219 |
1.0188 |
1.0119 |
|
| R2 |
1.0166 |
1.0166 |
1.0114 |
|
| R1 |
1.0135 |
1.0135 |
1.0109 |
1.0151 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0121 |
| S1 |
1.0082 |
1.0082 |
1.0099 |
1.0098 |
| S2 |
1.0060 |
1.0060 |
1.0094 |
|
| S3 |
1.0007 |
1.0029 |
1.0089 |
|
| S4 |
0.9954 |
0.9976 |
1.0075 |
|
|
| 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 |
1.0369 |
|
2.618 |
1.0283 |
|
1.618 |
1.0230 |
|
1.000 |
1.0197 |
|
0.618 |
1.0177 |
|
HIGH |
1.0144 |
|
0.618 |
1.0124 |
|
0.500 |
1.0118 |
|
0.382 |
1.0111 |
|
LOW |
1.0091 |
|
0.618 |
1.0058 |
|
1.000 |
1.0038 |
|
1.618 |
1.0005 |
|
2.618 |
0.9952 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0106 |
| PP |
1.0113 |
1.0105 |
| S1 |
1.0109 |
1.0105 |
|