CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0729 |
-0.0001 |
0.0% |
1.0703 |
| High |
1.0733 |
1.0750 |
0.0017 |
0.2% |
1.0750 |
| Low |
1.0677 |
1.0729 |
0.0052 |
0.5% |
1.0622 |
| Close |
1.0683 |
1.0729 |
0.0046 |
0.4% |
1.0729 |
| Range |
0.0056 |
0.0021 |
-0.0035 |
-62.5% |
0.0128 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
7 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0785 |
1.0741 |
|
| R3 |
1.0778 |
1.0764 |
1.0735 |
|
| R2 |
1.0757 |
1.0757 |
1.0733 |
|
| R1 |
1.0743 |
1.0743 |
1.0731 |
1.0740 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0734 |
| S1 |
1.0722 |
1.0722 |
1.0727 |
1.0719 |
| S2 |
1.0715 |
1.0715 |
1.0725 |
|
| S3 |
1.0694 |
1.0701 |
1.0723 |
|
| S4 |
1.0673 |
1.0680 |
1.0717 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1035 |
1.0799 |
|
| R3 |
1.0956 |
1.0907 |
1.0764 |
|
| R2 |
1.0828 |
1.0828 |
1.0752 |
|
| R1 |
1.0779 |
1.0779 |
1.0741 |
1.0804 |
| PP |
1.0700 |
1.0700 |
1.0700 |
1.0713 |
| S1 |
1.0651 |
1.0651 |
1.0717 |
1.0676 |
| S2 |
1.0572 |
1.0572 |
1.0706 |
|
| S3 |
1.0444 |
1.0523 |
1.0694 |
|
| S4 |
1.0316 |
1.0395 |
1.0659 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0805 |
|
1.618 |
1.0784 |
|
1.000 |
1.0771 |
|
0.618 |
1.0763 |
|
HIGH |
1.0750 |
|
0.618 |
1.0742 |
|
0.500 |
1.0740 |
|
0.382 |
1.0737 |
|
LOW |
1.0729 |
|
0.618 |
1.0716 |
|
1.000 |
1.0708 |
|
1.618 |
1.0695 |
|
2.618 |
1.0674 |
|
4.250 |
1.0640 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0740 |
1.0715 |
| PP |
1.0736 |
1.0702 |
| S1 |
1.0733 |
1.0688 |
|