CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0680 |
1.0703 |
0.0023 |
0.2% |
1.0742 |
| High |
1.0711 |
1.0703 |
-0.0008 |
-0.1% |
1.0783 |
| Low |
1.0650 |
1.0655 |
0.0005 |
0.0% |
1.0650 |
| Close |
1.0670 |
1.0703 |
0.0033 |
0.3% |
1.0670 |
| Range |
0.0061 |
0.0048 |
-0.0013 |
-21.3% |
0.0133 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
14 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0815 |
1.0729 |
|
| R3 |
1.0783 |
1.0767 |
1.0716 |
|
| R2 |
1.0735 |
1.0735 |
1.0712 |
|
| R1 |
1.0719 |
1.0719 |
1.0707 |
1.0727 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0691 |
| S1 |
1.0671 |
1.0671 |
1.0699 |
1.0679 |
| S2 |
1.0639 |
1.0639 |
1.0694 |
|
| S3 |
1.0591 |
1.0623 |
1.0690 |
|
| S4 |
1.0543 |
1.0575 |
1.0677 |
|
|
| 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 |
1.0907 |
|
2.618 |
1.0829 |
|
1.618 |
1.0781 |
|
1.000 |
1.0751 |
|
0.618 |
1.0733 |
|
HIGH |
1.0703 |
|
0.618 |
1.0685 |
|
0.500 |
1.0679 |
|
0.382 |
1.0673 |
|
LOW |
1.0655 |
|
0.618 |
1.0625 |
|
1.000 |
1.0607 |
|
1.618 |
1.0577 |
|
2.618 |
1.0529 |
|
4.250 |
1.0451 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0695 |
1.0710 |
| PP |
1.0687 |
1.0708 |
| S1 |
1.0679 |
1.0705 |
|