CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0764 |
-0.0004 |
0.0% |
1.0837 |
| High |
1.0776 |
1.0783 |
0.0007 |
0.1% |
1.0864 |
| Low |
1.0715 |
1.0732 |
0.0017 |
0.2% |
1.0670 |
| Close |
1.0771 |
1.0764 |
-0.0007 |
-0.1% |
1.0692 |
| Range |
0.0061 |
0.0051 |
-0.0010 |
-16.4% |
0.0194 |
| ATR |
|
|
|
|
|
| Volume |
13 |
0 |
-13 |
-100.0% |
28 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0913 |
1.0889 |
1.0792 |
|
| R3 |
1.0862 |
1.0838 |
1.0778 |
|
| R2 |
1.0811 |
1.0811 |
1.0773 |
|
| R1 |
1.0787 |
1.0787 |
1.0769 |
1.0790 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0761 |
| S1 |
1.0736 |
1.0736 |
1.0759 |
1.0739 |
| S2 |
1.0709 |
1.0709 |
1.0755 |
|
| S3 |
1.0658 |
1.0685 |
1.0750 |
|
| S4 |
1.0607 |
1.0634 |
1.0736 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1202 |
1.0799 |
|
| R3 |
1.1130 |
1.1008 |
1.0745 |
|
| R2 |
1.0936 |
1.0936 |
1.0728 |
|
| R1 |
1.0814 |
1.0814 |
1.0710 |
1.0778 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0724 |
| S1 |
1.0620 |
1.0620 |
1.0674 |
1.0584 |
| S2 |
1.0548 |
1.0548 |
1.0656 |
|
| S3 |
1.0354 |
1.0426 |
1.0639 |
|
| S4 |
1.0160 |
1.0232 |
1.0585 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1000 |
|
2.618 |
1.0917 |
|
1.618 |
1.0866 |
|
1.000 |
1.0834 |
|
0.618 |
1.0815 |
|
HIGH |
1.0783 |
|
0.618 |
1.0764 |
|
0.500 |
1.0758 |
|
0.382 |
1.0751 |
|
LOW |
1.0732 |
|
0.618 |
1.0700 |
|
1.000 |
1.0681 |
|
1.618 |
1.0649 |
|
2.618 |
1.0598 |
|
4.250 |
1.0515 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0759 |
| PP |
1.0760 |
1.0754 |
| S1 |
1.0758 |
1.0749 |
|