CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0748 |
1.0719 |
-0.0029 |
-0.3% |
1.0703 |
| High |
1.0762 |
1.0759 |
-0.0003 |
0.0% |
1.0750 |
| Low |
1.0705 |
1.0679 |
-0.0026 |
-0.2% |
1.0622 |
| Close |
1.0748 |
1.0719 |
-0.0029 |
-0.3% |
1.0729 |
| Range |
0.0057 |
0.0080 |
0.0023 |
40.4% |
0.0128 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.8% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0919 |
1.0763 |
|
| R3 |
1.0879 |
1.0839 |
1.0741 |
|
| R2 |
1.0799 |
1.0799 |
1.0734 |
|
| R1 |
1.0759 |
1.0759 |
1.0726 |
1.0759 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0719 |
| S1 |
1.0679 |
1.0679 |
1.0712 |
1.0679 |
| S2 |
1.0639 |
1.0639 |
1.0704 |
|
| S3 |
1.0559 |
1.0599 |
1.0697 |
|
| S4 |
1.0479 |
1.0519 |
1.0675 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1035 |
1.0799 |
|
| R3 |
1.0956 |
1.0907 |
1.0764 |
|
| R2 |
1.0828 |
1.0828 |
1.0752 |
|
| R1 |
1.0779 |
1.0779 |
1.0741 |
1.0804 |
| PP |
1.0700 |
1.0700 |
1.0700 |
1.0713 |
| S1 |
1.0651 |
1.0651 |
1.0717 |
1.0676 |
| S2 |
1.0572 |
1.0572 |
1.0706 |
|
| S3 |
1.0444 |
1.0523 |
1.0694 |
|
| S4 |
1.0316 |
1.0395 |
1.0659 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.0968 |
|
1.618 |
1.0888 |
|
1.000 |
1.0839 |
|
0.618 |
1.0808 |
|
HIGH |
1.0759 |
|
0.618 |
1.0728 |
|
0.500 |
1.0719 |
|
0.382 |
1.0710 |
|
LOW |
1.0679 |
|
0.618 |
1.0630 |
|
1.000 |
1.0599 |
|
1.618 |
1.0550 |
|
2.618 |
1.0470 |
|
4.250 |
1.0339 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0719 |
1.0721 |
| PP |
1.0719 |
1.0720 |
| S1 |
1.0719 |
1.0720 |
|