CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0209 |
0.0027 |
0.3% |
1.0144 |
| High |
1.0199 |
1.0222 |
0.0023 |
0.2% |
1.0234 |
| Low |
1.0176 |
1.0159 |
-0.0017 |
-0.2% |
1.0117 |
| Close |
1.0182 |
1.0209 |
0.0027 |
0.3% |
1.0209 |
| Range |
0.0023 |
0.0063 |
0.0040 |
173.9% |
0.0117 |
| ATR |
0.0042 |
0.0044 |
0.0001 |
3.5% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0360 |
1.0244 |
|
| R3 |
1.0323 |
1.0297 |
1.0226 |
|
| R2 |
1.0260 |
1.0260 |
1.0221 |
|
| R1 |
1.0234 |
1.0234 |
1.0215 |
1.0241 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0200 |
| S1 |
1.0171 |
1.0171 |
1.0203 |
1.0178 |
| S2 |
1.0134 |
1.0134 |
1.0197 |
|
| S3 |
1.0071 |
1.0108 |
1.0192 |
|
| S4 |
1.0008 |
1.0045 |
1.0174 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0490 |
1.0273 |
|
| R3 |
1.0421 |
1.0373 |
1.0241 |
|
| R2 |
1.0304 |
1.0304 |
1.0230 |
|
| R1 |
1.0256 |
1.0256 |
1.0220 |
1.0280 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0199 |
| S1 |
1.0139 |
1.0139 |
1.0198 |
1.0163 |
| S2 |
1.0070 |
1.0070 |
1.0188 |
|
| S3 |
0.9953 |
1.0022 |
1.0177 |
|
| S4 |
0.9836 |
0.9905 |
1.0145 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0490 |
|
2.618 |
1.0387 |
|
1.618 |
1.0324 |
|
1.000 |
1.0285 |
|
0.618 |
1.0261 |
|
HIGH |
1.0222 |
|
0.618 |
1.0198 |
|
0.500 |
1.0191 |
|
0.382 |
1.0183 |
|
LOW |
1.0159 |
|
0.618 |
1.0120 |
|
1.000 |
1.0096 |
|
1.618 |
1.0057 |
|
2.618 |
0.9994 |
|
4.250 |
0.9891 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0205 |
| PP |
1.0197 |
1.0201 |
| S1 |
1.0191 |
1.0197 |
|