CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0636 |
1.0690 |
0.0054 |
0.5% |
1.0742 |
| High |
1.0636 |
1.0708 |
0.0072 |
0.7% |
1.0783 |
| Low |
1.0622 |
1.0626 |
0.0004 |
0.0% |
1.0650 |
| Close |
1.0636 |
1.0687 |
0.0051 |
0.5% |
1.0670 |
| Range |
0.0014 |
0.0082 |
0.0068 |
485.7% |
0.0133 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
2.1% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
14 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0885 |
1.0732 |
|
| R3 |
1.0838 |
1.0803 |
1.0710 |
|
| R2 |
1.0756 |
1.0756 |
1.0702 |
|
| R1 |
1.0721 |
1.0721 |
1.0695 |
1.0698 |
| PP |
1.0674 |
1.0674 |
1.0674 |
1.0662 |
| S1 |
1.0639 |
1.0639 |
1.0679 |
1.0616 |
| S2 |
1.0592 |
1.0592 |
1.0672 |
|
| S3 |
1.0510 |
1.0557 |
1.0664 |
|
| S4 |
1.0428 |
1.0475 |
1.0642 |
|
|
| 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 |
1.1057 |
|
2.618 |
1.0923 |
|
1.618 |
1.0841 |
|
1.000 |
1.0790 |
|
0.618 |
1.0759 |
|
HIGH |
1.0708 |
|
0.618 |
1.0677 |
|
0.500 |
1.0667 |
|
0.382 |
1.0657 |
|
LOW |
1.0626 |
|
0.618 |
1.0575 |
|
1.000 |
1.0544 |
|
1.618 |
1.0493 |
|
2.618 |
1.0411 |
|
4.250 |
1.0278 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0680 |
1.0680 |
| PP |
1.0674 |
1.0672 |
| S1 |
1.0667 |
1.0665 |
|