CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0681 |
1.0680 |
-0.0001 |
0.0% |
1.0742 |
| High |
1.0770 |
1.0711 |
-0.0059 |
-0.5% |
1.0783 |
| Low |
1.0681 |
1.0650 |
-0.0031 |
-0.3% |
1.0650 |
| Close |
1.0681 |
1.0670 |
-0.0011 |
-0.1% |
1.0670 |
| Range |
0.0089 |
0.0061 |
-0.0028 |
-31.5% |
0.0133 |
| ATR |
0.0000 |
0.0063 |
0.0063 |
|
0.0000 |
| Volume |
0 |
1 |
1 |
|
14 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0860 |
1.0826 |
1.0704 |
|
| R3 |
1.0799 |
1.0765 |
1.0687 |
|
| R2 |
1.0738 |
1.0738 |
1.0681 |
|
| R1 |
1.0704 |
1.0704 |
1.0676 |
1.0691 |
| PP |
1.0677 |
1.0677 |
1.0677 |
1.0670 |
| S1 |
1.0643 |
1.0643 |
1.0664 |
1.0630 |
| S2 |
1.0616 |
1.0616 |
1.0659 |
|
| S3 |
1.0555 |
1.0582 |
1.0653 |
|
| S4 |
1.0494 |
1.0521 |
1.0636 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1018 |
1.0743 |
|
| R3 |
1.0967 |
1.0885 |
1.0707 |
|
| R2 |
1.0834 |
1.0834 |
1.0694 |
|
| R1 |
1.0752 |
1.0752 |
1.0682 |
1.0727 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0688 |
| S1 |
1.0619 |
1.0619 |
1.0658 |
1.0594 |
| S2 |
1.0568 |
1.0568 |
1.0646 |
|
| S3 |
1.0435 |
1.0486 |
1.0633 |
|
| S4 |
1.0302 |
1.0353 |
1.0597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0970 |
|
2.618 |
1.0871 |
|
1.618 |
1.0810 |
|
1.000 |
1.0772 |
|
0.618 |
1.0749 |
|
HIGH |
1.0711 |
|
0.618 |
1.0688 |
|
0.500 |
1.0681 |
|
0.382 |
1.0673 |
|
LOW |
1.0650 |
|
0.618 |
1.0612 |
|
1.000 |
1.0589 |
|
1.618 |
1.0551 |
|
2.618 |
1.0490 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0717 |
| PP |
1.0677 |
1.0701 |
| S1 |
1.0674 |
1.0686 |
|