CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0096 |
-0.0047 |
-0.5% |
1.0265 |
| High |
1.0154 |
1.0108 |
-0.0046 |
-0.5% |
1.0301 |
| Low |
1.0095 |
1.0077 |
-0.0018 |
-0.2% |
1.0077 |
| Close |
1.0106 |
1.0101 |
-0.0005 |
0.0% |
1.0101 |
| Range |
0.0059 |
0.0031 |
-0.0028 |
-47.5% |
0.0224 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
8 |
1 |
-7 |
-87.5% |
9 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0188 |
1.0176 |
1.0118 |
|
| R3 |
1.0157 |
1.0145 |
1.0110 |
|
| R2 |
1.0126 |
1.0126 |
1.0107 |
|
| R1 |
1.0114 |
1.0114 |
1.0104 |
1.0120 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0099 |
| S1 |
1.0083 |
1.0083 |
1.0098 |
1.0089 |
| S2 |
1.0064 |
1.0064 |
1.0095 |
|
| S3 |
1.0033 |
1.0052 |
1.0092 |
|
| S4 |
1.0002 |
1.0021 |
1.0084 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0832 |
1.0690 |
1.0224 |
|
| R3 |
1.0608 |
1.0466 |
1.0163 |
|
| R2 |
1.0384 |
1.0384 |
1.0142 |
|
| R1 |
1.0242 |
1.0242 |
1.0122 |
1.0201 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0139 |
| S1 |
1.0018 |
1.0018 |
1.0080 |
0.9977 |
| S2 |
0.9936 |
0.9936 |
1.0060 |
|
| S3 |
0.9712 |
0.9794 |
1.0039 |
|
| S4 |
0.9488 |
0.9570 |
0.9978 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0240 |
|
2.618 |
1.0189 |
|
1.618 |
1.0158 |
|
1.000 |
1.0139 |
|
0.618 |
1.0127 |
|
HIGH |
1.0108 |
|
0.618 |
1.0096 |
|
0.500 |
1.0093 |
|
0.382 |
1.0089 |
|
LOW |
1.0077 |
|
0.618 |
1.0058 |
|
1.000 |
1.0046 |
|
1.618 |
1.0027 |
|
2.618 |
0.9996 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0137 |
| PP |
1.0095 |
1.0125 |
| S1 |
1.0093 |
1.0113 |
|