CME Swiss Franc Future March 2018
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0321 |
1.0324 |
0.0003 |
0.0% |
1.0367 |
| High |
1.0373 |
1.0353 |
-0.0020 |
-0.2% |
1.0384 |
| Low |
1.0298 |
1.0258 |
-0.0040 |
-0.4% |
1.0258 |
| Close |
1.0349 |
1.0260 |
-0.0089 |
-0.9% |
1.0260 |
| Range |
0.0075 |
0.0095 |
0.0020 |
26.7% |
0.0126 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
4.0% |
0.0000 |
| Volume |
20 |
19 |
-1 |
-5.0% |
41 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0575 |
1.0513 |
1.0312 |
|
| R3 |
1.0480 |
1.0418 |
1.0286 |
|
| R2 |
1.0385 |
1.0385 |
1.0277 |
|
| R1 |
1.0323 |
1.0323 |
1.0269 |
1.0307 |
| PP |
1.0290 |
1.0290 |
1.0290 |
1.0282 |
| S1 |
1.0228 |
1.0228 |
1.0251 |
1.0212 |
| S2 |
1.0195 |
1.0195 |
1.0243 |
|
| S3 |
1.0100 |
1.0133 |
1.0234 |
|
| S4 |
1.0005 |
1.0038 |
1.0208 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0595 |
1.0329 |
|
| R3 |
1.0553 |
1.0469 |
1.0295 |
|
| R2 |
1.0427 |
1.0427 |
1.0283 |
|
| R1 |
1.0343 |
1.0343 |
1.0272 |
1.0322 |
| PP |
1.0301 |
1.0301 |
1.0301 |
1.0290 |
| S1 |
1.0217 |
1.0217 |
1.0248 |
1.0196 |
| S2 |
1.0175 |
1.0175 |
1.0237 |
|
| S3 |
1.0049 |
1.0091 |
1.0225 |
|
| S4 |
0.9923 |
0.9965 |
1.0191 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0757 |
|
2.618 |
1.0602 |
|
1.618 |
1.0507 |
|
1.000 |
1.0448 |
|
0.618 |
1.0412 |
|
HIGH |
1.0353 |
|
0.618 |
1.0317 |
|
0.500 |
1.0306 |
|
0.382 |
1.0294 |
|
LOW |
1.0258 |
|
0.618 |
1.0199 |
|
1.000 |
1.0163 |
|
1.618 |
1.0104 |
|
2.618 |
1.0009 |
|
4.250 |
0.9854 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0306 |
1.0316 |
| PP |
1.0290 |
1.0297 |
| S1 |
1.0275 |
1.0279 |
|