CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0306 |
1.0321 |
0.0015 |
0.1% |
1.0324 |
| High |
1.0337 |
1.0373 |
0.0036 |
0.3% |
1.0411 |
| Low |
1.0280 |
1.0298 |
0.0018 |
0.2% |
1.0324 |
| Close |
1.0306 |
1.0349 |
0.0043 |
0.4% |
1.0377 |
| Range |
0.0057 |
0.0075 |
0.0018 |
31.6% |
0.0087 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.8% |
0.0000 |
| Volume |
0 |
20 |
20 |
|
52 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0565 |
1.0532 |
1.0390 |
|
| R3 |
1.0490 |
1.0457 |
1.0370 |
|
| R2 |
1.0415 |
1.0415 |
1.0363 |
|
| R1 |
1.0382 |
1.0382 |
1.0356 |
1.0399 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0348 |
| S1 |
1.0307 |
1.0307 |
1.0342 |
1.0324 |
| S2 |
1.0265 |
1.0265 |
1.0335 |
|
| S3 |
1.0190 |
1.0232 |
1.0328 |
|
| S4 |
1.0115 |
1.0157 |
1.0308 |
|
|
| 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 |
1.0692 |
|
2.618 |
1.0569 |
|
1.618 |
1.0494 |
|
1.000 |
1.0448 |
|
0.618 |
1.0419 |
|
HIGH |
1.0373 |
|
0.618 |
1.0344 |
|
0.500 |
1.0336 |
|
0.382 |
1.0327 |
|
LOW |
1.0298 |
|
0.618 |
1.0252 |
|
1.000 |
1.0223 |
|
1.618 |
1.0177 |
|
2.618 |
1.0102 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0345 |
1.0342 |
| PP |
1.0340 |
1.0334 |
| S1 |
1.0336 |
1.0327 |
|