CME Swiss Franc Future March 2018
Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.0197 |
1.0204 |
0.0007 |
0.1% |
1.0070 |
High |
1.0248 |
1.0209 |
-0.0039 |
-0.4% |
1.0171 |
Low |
1.0184 |
1.0148 |
-0.0036 |
-0.4% |
1.0067 |
Close |
1.0207 |
1.0156 |
-0.0051 |
-0.5% |
1.0136 |
Range |
0.0064 |
0.0061 |
-0.0003 |
-4.7% |
0.0104 |
ATR |
0.0062 |
0.0062 |
0.0000 |
-0.1% |
0.0000 |
Volume |
50 |
29 |
-21 |
-42.0% |
226 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0354 |
1.0316 |
1.0190 |
|
R3 |
1.0293 |
1.0255 |
1.0173 |
|
R2 |
1.0232 |
1.0232 |
1.0167 |
|
R1 |
1.0194 |
1.0194 |
1.0162 |
1.0183 |
PP |
1.0171 |
1.0171 |
1.0171 |
1.0165 |
S1 |
1.0133 |
1.0133 |
1.0150 |
1.0122 |
S2 |
1.0110 |
1.0110 |
1.0145 |
|
S3 |
1.0049 |
1.0072 |
1.0139 |
|
S4 |
0.9988 |
1.0011 |
1.0122 |
|
|
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 |
1.0468 |
2.618 |
1.0369 |
1.618 |
1.0308 |
1.000 |
1.0270 |
0.618 |
1.0247 |
HIGH |
1.0209 |
0.618 |
1.0186 |
0.500 |
1.0179 |
0.382 |
1.0171 |
LOW |
1.0148 |
0.618 |
1.0110 |
1.000 |
1.0087 |
1.618 |
1.0049 |
2.618 |
0.9988 |
4.250 |
0.9889 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0179 |
1.0186 |
PP |
1.0171 |
1.0176 |
S1 |
1.0164 |
1.0166 |
|