CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0444 |
1.0396 |
-0.0048 |
-0.5% |
1.0530 |
| High |
1.0484 |
1.0434 |
-0.0050 |
-0.5% |
1.0557 |
| Low |
1.0412 |
1.0365 |
-0.0047 |
-0.5% |
1.0385 |
| Close |
1.0444 |
1.0420 |
-0.0024 |
-0.2% |
1.0433 |
| Range |
0.0072 |
0.0069 |
-0.0003 |
-4.2% |
0.0172 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.1% |
0.0000 |
| Volume |
0 |
8 |
8 |
|
5 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0586 |
1.0458 |
|
| R3 |
1.0544 |
1.0517 |
1.0439 |
|
| R2 |
1.0475 |
1.0475 |
1.0433 |
|
| R1 |
1.0448 |
1.0448 |
1.0426 |
1.0462 |
| PP |
1.0406 |
1.0406 |
1.0406 |
1.0413 |
| S1 |
1.0379 |
1.0379 |
1.0414 |
1.0393 |
| S2 |
1.0337 |
1.0337 |
1.0407 |
|
| S3 |
1.0268 |
1.0310 |
1.0401 |
|
| S4 |
1.0199 |
1.0241 |
1.0382 |
|
|
| 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 |
1.0727 |
|
2.618 |
1.0615 |
|
1.618 |
1.0546 |
|
1.000 |
1.0503 |
|
0.618 |
1.0477 |
|
HIGH |
1.0434 |
|
0.618 |
1.0408 |
|
0.500 |
1.0400 |
|
0.382 |
1.0391 |
|
LOW |
1.0365 |
|
0.618 |
1.0322 |
|
1.000 |
1.0296 |
|
1.618 |
1.0253 |
|
2.618 |
1.0184 |
|
4.250 |
1.0072 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0413 |
1.0428 |
| PP |
1.0406 |
1.0425 |
| S1 |
1.0400 |
1.0423 |
|