CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0095 |
-0.0016 |
-0.2% |
1.0120 |
| High |
1.0113 |
1.0171 |
0.0058 |
0.6% |
1.0159 |
| Low |
1.0091 |
1.0076 |
-0.0015 |
-0.1% |
1.0062 |
| Close |
1.0093 |
1.0162 |
0.0069 |
0.7% |
1.0087 |
| Range |
0.0022 |
0.0095 |
0.0073 |
331.8% |
0.0097 |
| ATR |
0.0060 |
0.0062 |
0.0003 |
4.2% |
0.0000 |
| Volume |
18 |
23 |
5 |
27.8% |
70 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0387 |
1.0214 |
|
| R3 |
1.0326 |
1.0292 |
1.0188 |
|
| R2 |
1.0231 |
1.0231 |
1.0179 |
|
| R1 |
1.0197 |
1.0197 |
1.0171 |
1.0214 |
| PP |
1.0136 |
1.0136 |
1.0136 |
1.0145 |
| S1 |
1.0102 |
1.0102 |
1.0153 |
1.0119 |
| S2 |
1.0041 |
1.0041 |
1.0145 |
|
| S3 |
0.9946 |
1.0007 |
1.0136 |
|
| S4 |
0.9851 |
0.9912 |
1.0110 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0337 |
1.0140 |
|
| R3 |
1.0297 |
1.0240 |
1.0114 |
|
| R2 |
1.0200 |
1.0200 |
1.0105 |
|
| R1 |
1.0143 |
1.0143 |
1.0096 |
1.0123 |
| PP |
1.0103 |
1.0103 |
1.0103 |
1.0093 |
| S1 |
1.0046 |
1.0046 |
1.0078 |
1.0026 |
| S2 |
1.0006 |
1.0006 |
1.0069 |
|
| S3 |
0.9909 |
0.9949 |
1.0060 |
|
| S4 |
0.9812 |
0.9852 |
1.0034 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0575 |
|
2.618 |
1.0420 |
|
1.618 |
1.0325 |
|
1.000 |
1.0266 |
|
0.618 |
1.0230 |
|
HIGH |
1.0171 |
|
0.618 |
1.0135 |
|
0.500 |
1.0124 |
|
0.382 |
1.0112 |
|
LOW |
1.0076 |
|
0.618 |
1.0017 |
|
1.000 |
0.9981 |
|
1.618 |
0.9922 |
|
2.618 |
0.9827 |
|
4.250 |
0.9672 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0149 |
1.0149 |
| PP |
1.0136 |
1.0136 |
| S1 |
1.0124 |
1.0124 |
|