CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0197 |
0.0066 |
0.7% |
1.0070 |
| High |
1.0211 |
1.0248 |
0.0037 |
0.4% |
1.0171 |
| Low |
1.0123 |
1.0184 |
0.0061 |
0.6% |
1.0067 |
| Close |
1.0198 |
1.0207 |
0.0009 |
0.1% |
1.0136 |
| Range |
0.0088 |
0.0064 |
-0.0024 |
-27.3% |
0.0104 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
18 |
50 |
32 |
177.8% |
226 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0405 |
1.0370 |
1.0242 |
|
| R3 |
1.0341 |
1.0306 |
1.0225 |
|
| R2 |
1.0277 |
1.0277 |
1.0219 |
|
| R1 |
1.0242 |
1.0242 |
1.0213 |
1.0260 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0222 |
| S1 |
1.0178 |
1.0178 |
1.0201 |
1.0196 |
| S2 |
1.0149 |
1.0149 |
1.0195 |
|
| S3 |
1.0085 |
1.0114 |
1.0189 |
|
| S4 |
1.0021 |
1.0050 |
1.0172 |
|
|
| 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 |
1.0520 |
|
2.618 |
1.0416 |
|
1.618 |
1.0352 |
|
1.000 |
1.0312 |
|
0.618 |
1.0288 |
|
HIGH |
1.0248 |
|
0.618 |
1.0224 |
|
0.500 |
1.0216 |
|
0.382 |
1.0208 |
|
LOW |
1.0184 |
|
0.618 |
1.0144 |
|
1.000 |
1.0120 |
|
1.618 |
1.0080 |
|
2.618 |
1.0016 |
|
4.250 |
0.9912 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0216 |
1.0197 |
| PP |
1.0213 |
1.0187 |
| S1 |
1.0210 |
1.0177 |
|