CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0367 |
-0.0010 |
-0.1% |
1.0324 |
| High |
1.0411 |
1.0384 |
-0.0027 |
-0.3% |
1.0411 |
| Low |
1.0347 |
1.0349 |
0.0002 |
0.0% |
1.0324 |
| Close |
1.0377 |
1.0358 |
-0.0019 |
-0.2% |
1.0377 |
| Range |
0.0064 |
0.0035 |
-0.0029 |
-45.3% |
0.0087 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
8 |
1 |
-7 |
-87.5% |
52 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0448 |
1.0377 |
|
| R3 |
1.0434 |
1.0413 |
1.0368 |
|
| R2 |
1.0399 |
1.0399 |
1.0364 |
|
| R1 |
1.0378 |
1.0378 |
1.0361 |
1.0371 |
| PP |
1.0364 |
1.0364 |
1.0364 |
1.0360 |
| S1 |
1.0343 |
1.0343 |
1.0355 |
1.0336 |
| S2 |
1.0329 |
1.0329 |
1.0352 |
|
| S3 |
1.0294 |
1.0308 |
1.0348 |
|
| S4 |
1.0259 |
1.0273 |
1.0339 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0591 |
1.0425 |
|
| R3 |
1.0545 |
1.0504 |
1.0401 |
|
| R2 |
1.0458 |
1.0458 |
1.0393 |
|
| R1 |
1.0417 |
1.0417 |
1.0385 |
1.0438 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0381 |
| S1 |
1.0330 |
1.0330 |
1.0369 |
1.0351 |
| S2 |
1.0284 |
1.0284 |
1.0361 |
|
| S3 |
1.0197 |
1.0243 |
1.0353 |
|
| S4 |
1.0110 |
1.0156 |
1.0329 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0476 |
|
1.618 |
1.0441 |
|
1.000 |
1.0419 |
|
0.618 |
1.0406 |
|
HIGH |
1.0384 |
|
0.618 |
1.0371 |
|
0.500 |
1.0367 |
|
0.382 |
1.0362 |
|
LOW |
1.0349 |
|
0.618 |
1.0327 |
|
1.000 |
1.0314 |
|
1.618 |
1.0292 |
|
2.618 |
1.0257 |
|
4.250 |
1.0200 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0379 |
| PP |
1.0364 |
1.0372 |
| S1 |
1.0361 |
1.0365 |
|