CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0159 |
0.0041 |
0.4% |
1.0050 |
| High |
1.0164 |
1.0172 |
0.0008 |
0.1% |
1.0172 |
| Low |
1.0110 |
1.0135 |
0.0025 |
0.2% |
1.0012 |
| Close |
1.0154 |
1.0143 |
-0.0011 |
-0.1% |
1.0143 |
| Range |
0.0054 |
0.0037 |
-0.0017 |
-31.5% |
0.0160 |
| ATR |
|
|
|
|
|
| Volume |
10 |
11 |
1 |
10.0% |
37 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0239 |
1.0163 |
|
| R3 |
1.0224 |
1.0202 |
1.0153 |
|
| R2 |
1.0187 |
1.0187 |
1.0150 |
|
| R1 |
1.0165 |
1.0165 |
1.0146 |
1.0158 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0146 |
| S1 |
1.0128 |
1.0128 |
1.0140 |
1.0121 |
| S2 |
1.0113 |
1.0113 |
1.0136 |
|
| S3 |
1.0076 |
1.0091 |
1.0133 |
|
| S4 |
1.0039 |
1.0054 |
1.0123 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0526 |
1.0231 |
|
| R3 |
1.0429 |
1.0366 |
1.0187 |
|
| R2 |
1.0269 |
1.0269 |
1.0172 |
|
| R1 |
1.0206 |
1.0206 |
1.0158 |
1.0238 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0125 |
| S1 |
1.0046 |
1.0046 |
1.0128 |
1.0078 |
| S2 |
0.9949 |
0.9949 |
1.0114 |
|
| S3 |
0.9789 |
0.9886 |
1.0099 |
|
| S4 |
0.9629 |
0.9726 |
1.0055 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0329 |
|
2.618 |
1.0269 |
|
1.618 |
1.0232 |
|
1.000 |
1.0209 |
|
0.618 |
1.0195 |
|
HIGH |
1.0172 |
|
0.618 |
1.0158 |
|
0.500 |
1.0154 |
|
0.382 |
1.0149 |
|
LOW |
1.0135 |
|
0.618 |
1.0112 |
|
1.000 |
1.0098 |
|
1.618 |
1.0075 |
|
2.618 |
1.0038 |
|
4.250 |
0.9978 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0128 |
| PP |
1.0150 |
1.0112 |
| S1 |
1.0147 |
1.0097 |
|