CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0388 |
0.0051 |
0.5% |
1.0415 |
| High |
1.0369 |
1.0403 |
0.0034 |
0.3% |
1.0442 |
| Low |
1.0337 |
1.0354 |
0.0017 |
0.2% |
1.0285 |
| Close |
1.0369 |
1.0390 |
0.0021 |
0.2% |
1.0337 |
| Range |
0.0032 |
0.0049 |
0.0017 |
53.1% |
0.0157 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
15 |
15 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0529 |
1.0509 |
1.0417 |
|
| R3 |
1.0480 |
1.0460 |
1.0403 |
|
| R2 |
1.0431 |
1.0431 |
1.0399 |
|
| R1 |
1.0411 |
1.0411 |
1.0394 |
1.0421 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0388 |
| S1 |
1.0362 |
1.0362 |
1.0386 |
1.0372 |
| S2 |
1.0333 |
1.0333 |
1.0381 |
|
| S3 |
1.0284 |
1.0313 |
1.0377 |
|
| S4 |
1.0235 |
1.0264 |
1.0363 |
|
|
| 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 |
1.0611 |
|
2.618 |
1.0531 |
|
1.618 |
1.0482 |
|
1.000 |
1.0452 |
|
0.618 |
1.0433 |
|
HIGH |
1.0403 |
|
0.618 |
1.0384 |
|
0.500 |
1.0379 |
|
0.382 |
1.0373 |
|
LOW |
1.0354 |
|
0.618 |
1.0324 |
|
1.000 |
1.0305 |
|
1.618 |
1.0275 |
|
2.618 |
1.0226 |
|
4.250 |
1.0146 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0381 |
| PP |
1.0382 |
1.0372 |
| S1 |
1.0379 |
1.0364 |
|