CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0324 |
1.0337 |
0.0013 |
0.1% |
1.0415 |
| High |
1.0324 |
1.0369 |
0.0045 |
0.4% |
1.0442 |
| Low |
1.0324 |
1.0337 |
0.0013 |
0.1% |
1.0285 |
| Close |
1.0324 |
1.0369 |
0.0045 |
0.4% |
1.0337 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0157 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
0 |
15 |
15 |
|
6 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0454 |
1.0444 |
1.0387 |
|
| R3 |
1.0422 |
1.0412 |
1.0378 |
|
| R2 |
1.0390 |
1.0390 |
1.0375 |
|
| R1 |
1.0380 |
1.0380 |
1.0372 |
1.0385 |
| PP |
1.0358 |
1.0358 |
1.0358 |
1.0361 |
| S1 |
1.0348 |
1.0348 |
1.0366 |
1.0353 |
| S2 |
1.0326 |
1.0326 |
1.0363 |
|
| S3 |
1.0294 |
1.0316 |
1.0360 |
|
| S4 |
1.0262 |
1.0284 |
1.0351 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0826 |
1.0738 |
1.0423 |
|
| R3 |
1.0669 |
1.0581 |
1.0380 |
|
| R2 |
1.0512 |
1.0512 |
1.0366 |
|
| R1 |
1.0424 |
1.0424 |
1.0351 |
1.0390 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0337 |
| S1 |
1.0267 |
1.0267 |
1.0323 |
1.0233 |
| S2 |
1.0198 |
1.0198 |
1.0308 |
|
| S3 |
1.0041 |
1.0110 |
1.0294 |
|
| S4 |
0.9884 |
0.9953 |
1.0251 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0505 |
|
2.618 |
1.0453 |
|
1.618 |
1.0421 |
|
1.000 |
1.0401 |
|
0.618 |
1.0389 |
|
HIGH |
1.0369 |
|
0.618 |
1.0357 |
|
0.500 |
1.0353 |
|
0.382 |
1.0349 |
|
LOW |
1.0337 |
|
0.618 |
1.0317 |
|
1.000 |
1.0305 |
|
1.618 |
1.0285 |
|
2.618 |
1.0253 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0355 |
| PP |
1.0358 |
1.0341 |
| S1 |
1.0353 |
1.0327 |
|