CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0189 |
1.0182 |
-0.0007 |
-0.1% |
1.0050 |
| High |
1.0234 |
1.0199 |
-0.0035 |
-0.3% |
1.0172 |
| Low |
1.0180 |
1.0176 |
-0.0004 |
0.0% |
1.0012 |
| Close |
1.0198 |
1.0182 |
-0.0016 |
-0.2% |
1.0143 |
| Range |
0.0054 |
0.0023 |
-0.0031 |
-57.4% |
0.0160 |
| ATR |
0.0044 |
0.0042 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
37 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0255 |
1.0241 |
1.0195 |
|
| R3 |
1.0232 |
1.0218 |
1.0188 |
|
| R2 |
1.0209 |
1.0209 |
1.0186 |
|
| R1 |
1.0195 |
1.0195 |
1.0184 |
1.0194 |
| PP |
1.0186 |
1.0186 |
1.0186 |
1.0185 |
| S1 |
1.0172 |
1.0172 |
1.0180 |
1.0171 |
| S2 |
1.0163 |
1.0163 |
1.0178 |
|
| S3 |
1.0140 |
1.0149 |
1.0176 |
|
| S4 |
1.0117 |
1.0126 |
1.0169 |
|
|
| 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 |
1.0297 |
|
2.618 |
1.0259 |
|
1.618 |
1.0236 |
|
1.000 |
1.0222 |
|
0.618 |
1.0213 |
|
HIGH |
1.0199 |
|
0.618 |
1.0190 |
|
0.500 |
1.0188 |
|
0.382 |
1.0185 |
|
LOW |
1.0176 |
|
0.618 |
1.0162 |
|
1.000 |
1.0153 |
|
1.618 |
1.0139 |
|
2.618 |
1.0116 |
|
4.250 |
1.0078 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0188 |
1.0180 |
| PP |
1.0186 |
1.0178 |
| S1 |
1.0184 |
1.0176 |
|