CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0729 |
1.0748 |
0.0019 |
0.2% |
1.0703 |
| High |
1.0750 |
1.0762 |
0.0012 |
0.1% |
1.0750 |
| Low |
1.0729 |
1.0705 |
-0.0024 |
-0.2% |
1.0622 |
| Close |
1.0729 |
1.0748 |
0.0019 |
0.2% |
1.0729 |
| Range |
0.0021 |
0.0057 |
0.0036 |
171.4% |
0.0128 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0909 |
1.0886 |
1.0779 |
|
| R3 |
1.0852 |
1.0829 |
1.0764 |
|
| R2 |
1.0795 |
1.0795 |
1.0758 |
|
| R1 |
1.0772 |
1.0772 |
1.0753 |
1.0777 |
| PP |
1.0738 |
1.0738 |
1.0738 |
1.0741 |
| S1 |
1.0715 |
1.0715 |
1.0743 |
1.0720 |
| S2 |
1.0681 |
1.0681 |
1.0738 |
|
| S3 |
1.0624 |
1.0658 |
1.0732 |
|
| S4 |
1.0567 |
1.0601 |
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 |
1.1004 |
|
2.618 |
1.0911 |
|
1.618 |
1.0854 |
|
1.000 |
1.0819 |
|
0.618 |
1.0797 |
|
HIGH |
1.0762 |
|
0.618 |
1.0740 |
|
0.500 |
1.0734 |
|
0.382 |
1.0727 |
|
LOW |
1.0705 |
|
0.618 |
1.0670 |
|
1.000 |
1.0648 |
|
1.618 |
1.0613 |
|
2.618 |
1.0556 |
|
4.250 |
1.0463 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0739 |
| PP |
1.0738 |
1.0729 |
| S1 |
1.0734 |
1.0720 |
|