CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0434 |
1.0412 |
-0.0022 |
-0.2% |
1.0594 |
| High |
1.0549 |
1.0447 |
-0.0102 |
-1.0% |
1.0613 |
| Low |
1.0425 |
1.0385 |
-0.0040 |
-0.4% |
1.0447 |
| Close |
1.0434 |
1.0412 |
-0.0022 |
-0.2% |
1.0556 |
| Range |
0.0124 |
0.0062 |
-0.0062 |
-50.0% |
0.0166 |
| ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0601 |
1.0568 |
1.0446 |
|
| R3 |
1.0539 |
1.0506 |
1.0429 |
|
| R2 |
1.0477 |
1.0477 |
1.0423 |
|
| R1 |
1.0444 |
1.0444 |
1.0418 |
1.0443 |
| PP |
1.0415 |
1.0415 |
1.0415 |
1.0414 |
| S1 |
1.0382 |
1.0382 |
1.0406 |
1.0381 |
| S2 |
1.0353 |
1.0353 |
1.0401 |
|
| S3 |
1.0291 |
1.0320 |
1.0395 |
|
| S4 |
1.0229 |
1.0258 |
1.0378 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.0962 |
1.0647 |
|
| R3 |
1.0871 |
1.0796 |
1.0602 |
|
| R2 |
1.0705 |
1.0705 |
1.0586 |
|
| R1 |
1.0630 |
1.0630 |
1.0571 |
1.0585 |
| PP |
1.0539 |
1.0539 |
1.0539 |
1.0516 |
| S1 |
1.0464 |
1.0464 |
1.0541 |
1.0419 |
| S2 |
1.0373 |
1.0373 |
1.0526 |
|
| S3 |
1.0207 |
1.0298 |
1.0510 |
|
| S4 |
1.0041 |
1.0132 |
1.0465 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0711 |
|
2.618 |
1.0609 |
|
1.618 |
1.0547 |
|
1.000 |
1.0509 |
|
0.618 |
1.0485 |
|
HIGH |
1.0447 |
|
0.618 |
1.0423 |
|
0.500 |
1.0416 |
|
0.382 |
1.0409 |
|
LOW |
1.0385 |
|
0.618 |
1.0347 |
|
1.000 |
1.0323 |
|
1.618 |
1.0285 |
|
2.618 |
1.0223 |
|
4.250 |
1.0122 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0467 |
| PP |
1.0415 |
1.0449 |
| S1 |
1.0413 |
1.0430 |
|