CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0415 |
1.0390 |
-0.0025 |
-0.2% |
1.0399 |
| High |
1.0442 |
1.0394 |
-0.0048 |
-0.5% |
1.0490 |
| Low |
1.0375 |
1.0337 |
-0.0038 |
-0.4% |
1.0365 |
| Close |
1.0380 |
1.0388 |
0.0008 |
0.1% |
1.0447 |
| Range |
0.0067 |
0.0057 |
-0.0010 |
-14.9% |
0.0125 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
51 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0523 |
1.0419 |
|
| R3 |
1.0487 |
1.0466 |
1.0404 |
|
| R2 |
1.0430 |
1.0430 |
1.0398 |
|
| R1 |
1.0409 |
1.0409 |
1.0393 |
1.0391 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0364 |
| S1 |
1.0352 |
1.0352 |
1.0383 |
1.0334 |
| S2 |
1.0316 |
1.0316 |
1.0378 |
|
| S3 |
1.0259 |
1.0295 |
1.0372 |
|
| S4 |
1.0202 |
1.0238 |
1.0357 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0809 |
1.0753 |
1.0516 |
|
| R3 |
1.0684 |
1.0628 |
1.0481 |
|
| R2 |
1.0559 |
1.0559 |
1.0470 |
|
| R1 |
1.0503 |
1.0503 |
1.0458 |
1.0531 |
| PP |
1.0434 |
1.0434 |
1.0434 |
1.0448 |
| S1 |
1.0378 |
1.0378 |
1.0436 |
1.0406 |
| S2 |
1.0309 |
1.0309 |
1.0424 |
|
| S3 |
1.0184 |
1.0253 |
1.0413 |
|
| S4 |
1.0059 |
1.0128 |
1.0378 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0543 |
|
1.618 |
1.0486 |
|
1.000 |
1.0451 |
|
0.618 |
1.0429 |
|
HIGH |
1.0394 |
|
0.618 |
1.0372 |
|
0.500 |
1.0366 |
|
0.382 |
1.0359 |
|
LOW |
1.0337 |
|
0.618 |
1.0302 |
|
1.000 |
1.0280 |
|
1.618 |
1.0245 |
|
2.618 |
1.0188 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0381 |
1.0397 |
| PP |
1.0373 |
1.0394 |
| S1 |
1.0366 |
1.0391 |
|