CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0612 |
1.0599 |
-0.0013 |
-0.1% |
1.0703 |
| High |
1.0724 |
1.0623 |
-0.0101 |
-0.9% |
1.0750 |
| Low |
1.0594 |
1.0586 |
-0.0008 |
-0.1% |
1.0622 |
| Close |
1.0606 |
1.0601 |
-0.0005 |
0.0% |
1.0729 |
| Range |
0.0130 |
0.0037 |
-0.0093 |
-71.5% |
0.0128 |
| ATR |
0.0070 |
0.0067 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
49 |
15 |
-34 |
-69.4% |
7 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0695 |
1.0621 |
|
| R3 |
1.0677 |
1.0658 |
1.0611 |
|
| R2 |
1.0640 |
1.0640 |
1.0608 |
|
| R1 |
1.0621 |
1.0621 |
1.0604 |
1.0631 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0608 |
| S1 |
1.0584 |
1.0584 |
1.0598 |
1.0594 |
| S2 |
1.0566 |
1.0566 |
1.0594 |
|
| S3 |
1.0529 |
1.0547 |
1.0591 |
|
| S4 |
1.0492 |
1.0510 |
1.0581 |
|
|
| 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 |
1.0780 |
|
2.618 |
1.0720 |
|
1.618 |
1.0683 |
|
1.000 |
1.0660 |
|
0.618 |
1.0646 |
|
HIGH |
1.0623 |
|
0.618 |
1.0609 |
|
0.500 |
1.0605 |
|
0.382 |
1.0600 |
|
LOW |
1.0586 |
|
0.618 |
1.0563 |
|
1.000 |
1.0549 |
|
1.618 |
1.0526 |
|
2.618 |
1.0489 |
|
4.250 |
1.0429 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0605 |
1.0673 |
| PP |
1.0603 |
1.0649 |
| S1 |
1.0602 |
1.0625 |
|