CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0764 |
1.0681 |
-0.0083 |
-0.8% |
1.0837 |
| High |
1.0783 |
1.0770 |
-0.0013 |
-0.1% |
1.0864 |
| Low |
1.0732 |
1.0681 |
-0.0051 |
-0.5% |
1.0670 |
| Close |
1.0764 |
1.0681 |
-0.0083 |
-0.8% |
1.0692 |
| Range |
0.0051 |
0.0089 |
0.0038 |
74.5% |
0.0194 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0978 |
1.0918 |
1.0730 |
|
| R3 |
1.0889 |
1.0829 |
1.0705 |
|
| R2 |
1.0800 |
1.0800 |
1.0697 |
|
| R1 |
1.0740 |
1.0740 |
1.0689 |
1.0726 |
| PP |
1.0711 |
1.0711 |
1.0711 |
1.0703 |
| S1 |
1.0651 |
1.0651 |
1.0673 |
1.0637 |
| S2 |
1.0622 |
1.0622 |
1.0665 |
|
| S3 |
1.0533 |
1.0562 |
1.0657 |
|
| S4 |
1.0444 |
1.0473 |
1.0632 |
|
|
| 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 |
1.1148 |
|
2.618 |
1.1003 |
|
1.618 |
1.0914 |
|
1.000 |
1.0859 |
|
0.618 |
1.0825 |
|
HIGH |
1.0770 |
|
0.618 |
1.0736 |
|
0.500 |
1.0726 |
|
0.382 |
1.0715 |
|
LOW |
1.0681 |
|
0.618 |
1.0626 |
|
1.000 |
1.0592 |
|
1.618 |
1.0537 |
|
2.618 |
1.0448 |
|
4.250 |
1.0303 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0726 |
1.0732 |
| PP |
1.0711 |
1.0715 |
| S1 |
1.0696 |
1.0698 |
|