CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0703 |
1.0636 |
-0.0067 |
-0.6% |
1.0742 |
| High |
1.0703 |
1.0636 |
-0.0067 |
-0.6% |
1.0783 |
| Low |
1.0655 |
1.0622 |
-0.0033 |
-0.3% |
1.0650 |
| Close |
1.0703 |
1.0636 |
-0.0067 |
-0.6% |
1.0670 |
| Range |
0.0048 |
0.0014 |
-0.0034 |
-70.8% |
0.0133 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0669 |
1.0644 |
|
| R3 |
1.0659 |
1.0655 |
1.0640 |
|
| R2 |
1.0645 |
1.0645 |
1.0639 |
|
| R1 |
1.0641 |
1.0641 |
1.0637 |
1.0643 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0633 |
| S1 |
1.0627 |
1.0627 |
1.0635 |
1.0629 |
| S2 |
1.0617 |
1.0617 |
1.0633 |
|
| S3 |
1.0603 |
1.0613 |
1.0632 |
|
| S4 |
1.0589 |
1.0599 |
1.0628 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1018 |
1.0743 |
|
| R3 |
1.0967 |
1.0885 |
1.0707 |
|
| R2 |
1.0834 |
1.0834 |
1.0694 |
|
| R1 |
1.0752 |
1.0752 |
1.0682 |
1.0727 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0688 |
| S1 |
1.0619 |
1.0619 |
1.0658 |
1.0594 |
| S2 |
1.0568 |
1.0568 |
1.0646 |
|
| S3 |
1.0435 |
1.0486 |
1.0633 |
|
| S4 |
1.0302 |
1.0353 |
1.0597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0696 |
|
2.618 |
1.0673 |
|
1.618 |
1.0659 |
|
1.000 |
1.0650 |
|
0.618 |
1.0645 |
|
HIGH |
1.0636 |
|
0.618 |
1.0631 |
|
0.500 |
1.0629 |
|
0.382 |
1.0627 |
|
LOW |
1.0622 |
|
0.618 |
1.0613 |
|
1.000 |
1.0608 |
|
1.618 |
1.0599 |
|
2.618 |
1.0585 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0634 |
1.0667 |
| PP |
1.0631 |
1.0656 |
| S1 |
1.0629 |
1.0646 |
|