CME Swiss Franc Future March 2018
Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.0095 |
1.0141 |
0.0046 |
0.5% |
1.0070 |
High |
1.0171 |
1.0167 |
-0.0004 |
0.0% |
1.0171 |
Low |
1.0076 |
1.0126 |
0.0050 |
0.5% |
1.0067 |
Close |
1.0162 |
1.0136 |
-0.0026 |
-0.3% |
1.0136 |
Range |
0.0095 |
0.0041 |
-0.0054 |
-56.8% |
0.0104 |
ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
23 |
146 |
123 |
534.8% |
226 |
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0266 |
1.0242 |
1.0159 |
|
R3 |
1.0225 |
1.0201 |
1.0147 |
|
R2 |
1.0184 |
1.0184 |
1.0144 |
|
R1 |
1.0160 |
1.0160 |
1.0140 |
1.0152 |
PP |
1.0143 |
1.0143 |
1.0143 |
1.0139 |
S1 |
1.0119 |
1.0119 |
1.0132 |
1.0111 |
S2 |
1.0102 |
1.0102 |
1.0128 |
|
S3 |
1.0061 |
1.0078 |
1.0125 |
|
S4 |
1.0020 |
1.0037 |
1.0113 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0437 |
1.0390 |
1.0193 |
|
R3 |
1.0333 |
1.0286 |
1.0165 |
|
R2 |
1.0229 |
1.0229 |
1.0155 |
|
R1 |
1.0182 |
1.0182 |
1.0146 |
1.0206 |
PP |
1.0125 |
1.0125 |
1.0125 |
1.0136 |
S1 |
1.0078 |
1.0078 |
1.0126 |
1.0102 |
S2 |
1.0021 |
1.0021 |
1.0117 |
|
S3 |
0.9917 |
0.9974 |
1.0107 |
|
S4 |
0.9813 |
0.9870 |
1.0079 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0341 |
2.618 |
1.0274 |
1.618 |
1.0233 |
1.000 |
1.0208 |
0.618 |
1.0192 |
HIGH |
1.0167 |
0.618 |
1.0151 |
0.500 |
1.0147 |
0.382 |
1.0142 |
LOW |
1.0126 |
0.618 |
1.0101 |
1.000 |
1.0085 |
1.618 |
1.0060 |
2.618 |
1.0019 |
4.250 |
0.9952 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0147 |
1.0132 |
PP |
1.0143 |
1.0128 |
S1 |
1.0140 |
1.0124 |
|