CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0456 |
1.0399 |
-0.0057 |
-0.5% |
1.0530 |
| High |
1.0465 |
1.0490 |
0.0025 |
0.2% |
1.0557 |
| Low |
1.0430 |
1.0386 |
-0.0044 |
-0.4% |
1.0385 |
| Close |
1.0433 |
1.0470 |
0.0037 |
0.4% |
1.0433 |
| Range |
0.0035 |
0.0104 |
0.0069 |
197.1% |
0.0172 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.6% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
5 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0719 |
1.0527 |
|
| R3 |
1.0657 |
1.0615 |
1.0499 |
|
| R2 |
1.0553 |
1.0553 |
1.0489 |
|
| R1 |
1.0511 |
1.0511 |
1.0480 |
1.0532 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0459 |
| S1 |
1.0407 |
1.0407 |
1.0460 |
1.0428 |
| S2 |
1.0345 |
1.0345 |
1.0451 |
|
| S3 |
1.0241 |
1.0303 |
1.0441 |
|
| S4 |
1.0137 |
1.0199 |
1.0413 |
|
|
| 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 |
1.0932 |
|
2.618 |
1.0762 |
|
1.618 |
1.0658 |
|
1.000 |
1.0594 |
|
0.618 |
1.0554 |
|
HIGH |
1.0490 |
|
0.618 |
1.0450 |
|
0.500 |
1.0438 |
|
0.382 |
1.0426 |
|
LOW |
1.0386 |
|
0.618 |
1.0322 |
|
1.000 |
1.0282 |
|
1.618 |
1.0218 |
|
2.618 |
1.0114 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0459 |
1.0459 |
| PP |
1.0449 |
1.0448 |
| S1 |
1.0438 |
1.0438 |
|