CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0412 |
1.0456 |
0.0044 |
0.4% |
1.0530 |
| High |
1.0447 |
1.0465 |
0.0018 |
0.2% |
1.0557 |
| Low |
1.0385 |
1.0430 |
0.0045 |
0.4% |
1.0385 |
| Close |
1.0412 |
1.0433 |
0.0021 |
0.2% |
1.0433 |
| Range |
0.0062 |
0.0035 |
-0.0027 |
-43.5% |
0.0172 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
5 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0525 |
1.0452 |
|
| R3 |
1.0513 |
1.0490 |
1.0443 |
|
| R2 |
1.0478 |
1.0478 |
1.0439 |
|
| R1 |
1.0455 |
1.0455 |
1.0436 |
1.0449 |
| PP |
1.0443 |
1.0443 |
1.0443 |
1.0440 |
| S1 |
1.0420 |
1.0420 |
1.0430 |
1.0414 |
| S2 |
1.0408 |
1.0408 |
1.0427 |
|
| S3 |
1.0373 |
1.0385 |
1.0423 |
|
| S4 |
1.0338 |
1.0350 |
1.0414 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0876 |
1.0528 |
|
| R3 |
1.0802 |
1.0704 |
1.0480 |
|
| R2 |
1.0630 |
1.0630 |
1.0465 |
|
| R1 |
1.0532 |
1.0532 |
1.0449 |
1.0495 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0440 |
| S1 |
1.0360 |
1.0360 |
1.0417 |
1.0323 |
| S2 |
1.0286 |
1.0286 |
1.0401 |
|
| S3 |
1.0114 |
1.0188 |
1.0386 |
|
| S4 |
0.9942 |
1.0016 |
1.0338 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0614 |
|
2.618 |
1.0557 |
|
1.618 |
1.0522 |
|
1.000 |
1.0500 |
|
0.618 |
1.0487 |
|
HIGH |
1.0465 |
|
0.618 |
1.0452 |
|
0.500 |
1.0448 |
|
0.382 |
1.0443 |
|
LOW |
1.0430 |
|
0.618 |
1.0408 |
|
1.000 |
1.0395 |
|
1.618 |
1.0373 |
|
2.618 |
1.0338 |
|
4.250 |
1.0281 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0448 |
1.0467 |
| PP |
1.0443 |
1.0456 |
| S1 |
1.0438 |
1.0444 |
|