CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0306 |
-0.0004 |
0.0% |
1.0324 |
| High |
1.0363 |
1.0337 |
-0.0026 |
-0.3% |
1.0411 |
| Low |
1.0307 |
1.0280 |
-0.0027 |
-0.3% |
1.0324 |
| Close |
1.0335 |
1.0306 |
-0.0029 |
-0.3% |
1.0377 |
| Range |
0.0056 |
0.0057 |
0.0001 |
1.8% |
0.0087 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
52 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0479 |
1.0449 |
1.0337 |
|
| R3 |
1.0422 |
1.0392 |
1.0322 |
|
| R2 |
1.0365 |
1.0365 |
1.0316 |
|
| R1 |
1.0335 |
1.0335 |
1.0311 |
1.0335 |
| PP |
1.0308 |
1.0308 |
1.0308 |
1.0307 |
| S1 |
1.0278 |
1.0278 |
1.0301 |
1.0278 |
| S2 |
1.0251 |
1.0251 |
1.0296 |
|
| S3 |
1.0194 |
1.0221 |
1.0290 |
|
| S4 |
1.0137 |
1.0164 |
1.0275 |
|
|
| 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 |
1.0579 |
|
2.618 |
1.0486 |
|
1.618 |
1.0429 |
|
1.000 |
1.0394 |
|
0.618 |
1.0372 |
|
HIGH |
1.0337 |
|
0.618 |
1.0315 |
|
0.500 |
1.0309 |
|
0.382 |
1.0302 |
|
LOW |
1.0280 |
|
0.618 |
1.0245 |
|
1.000 |
1.0223 |
|
1.618 |
1.0188 |
|
2.618 |
1.0131 |
|
4.250 |
1.0038 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0332 |
| PP |
1.0308 |
1.0323 |
| S1 |
1.0307 |
1.0315 |
|