CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0742 |
1.0768 |
0.0026 |
0.2% |
1.0837 |
| High |
1.0742 |
1.0776 |
0.0034 |
0.3% |
1.0864 |
| Low |
1.0742 |
1.0715 |
-0.0027 |
-0.3% |
1.0670 |
| Close |
1.0742 |
1.0771 |
0.0029 |
0.3% |
1.0692 |
| Range |
0.0000 |
0.0061 |
0.0061 |
|
0.0194 |
| ATR |
|
|
|
|
|
| Volume |
0 |
13 |
13 |
|
28 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0937 |
1.0915 |
1.0805 |
|
| R3 |
1.0876 |
1.0854 |
1.0788 |
|
| R2 |
1.0815 |
1.0815 |
1.0782 |
|
| R1 |
1.0793 |
1.0793 |
1.0777 |
1.0804 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0760 |
| S1 |
1.0732 |
1.0732 |
1.0765 |
1.0743 |
| S2 |
1.0693 |
1.0693 |
1.0760 |
|
| S3 |
1.0632 |
1.0671 |
1.0754 |
|
| S4 |
1.0571 |
1.0610 |
1.0737 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1202 |
1.0799 |
|
| R3 |
1.1130 |
1.1008 |
1.0745 |
|
| R2 |
1.0936 |
1.0936 |
1.0728 |
|
| R1 |
1.0814 |
1.0814 |
1.0710 |
1.0778 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0724 |
| S1 |
1.0620 |
1.0620 |
1.0674 |
1.0584 |
| S2 |
1.0548 |
1.0548 |
1.0656 |
|
| S3 |
1.0354 |
1.0426 |
1.0639 |
|
| S4 |
1.0160 |
1.0232 |
1.0585 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1035 |
|
2.618 |
1.0936 |
|
1.618 |
1.0875 |
|
1.000 |
1.0837 |
|
0.618 |
1.0814 |
|
HIGH |
1.0776 |
|
0.618 |
1.0753 |
|
0.500 |
1.0746 |
|
0.382 |
1.0738 |
|
LOW |
1.0715 |
|
0.618 |
1.0677 |
|
1.000 |
1.0654 |
|
1.618 |
1.0616 |
|
2.618 |
1.0555 |
|
4.250 |
1.0456 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0763 |
1.0755 |
| PP |
1.0754 |
1.0739 |
| S1 |
1.0746 |
1.0723 |
|