CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0189 |
0.0008 |
0.1% |
1.0050 |
| High |
1.0192 |
1.0234 |
0.0042 |
0.4% |
1.0172 |
| Low |
1.0117 |
1.0180 |
0.0063 |
0.6% |
1.0012 |
| Close |
1.0168 |
1.0198 |
0.0030 |
0.3% |
1.0143 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-28.0% |
0.0160 |
| ATR |
0.0000 |
0.0044 |
0.0044 |
|
0.0000 |
| Volume |
7 |
4 |
-3 |
-42.9% |
37 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0336 |
1.0228 |
|
| R3 |
1.0312 |
1.0282 |
1.0213 |
|
| R2 |
1.0258 |
1.0258 |
1.0208 |
|
| R1 |
1.0228 |
1.0228 |
1.0203 |
1.0243 |
| PP |
1.0204 |
1.0204 |
1.0204 |
1.0212 |
| S1 |
1.0174 |
1.0174 |
1.0193 |
1.0189 |
| S2 |
1.0150 |
1.0150 |
1.0188 |
|
| S3 |
1.0096 |
1.0120 |
1.0183 |
|
| S4 |
1.0042 |
1.0066 |
1.0168 |
|
|
| 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 |
1.0464 |
|
2.618 |
1.0375 |
|
1.618 |
1.0321 |
|
1.000 |
1.0288 |
|
0.618 |
1.0267 |
|
HIGH |
1.0234 |
|
0.618 |
1.0213 |
|
0.500 |
1.0207 |
|
0.382 |
1.0201 |
|
LOW |
1.0180 |
|
0.618 |
1.0147 |
|
1.000 |
1.0126 |
|
1.618 |
1.0093 |
|
2.618 |
1.0039 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0191 |
| PP |
1.0204 |
1.0183 |
| S1 |
1.0201 |
1.0176 |
|