CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0719 |
1.0612 |
-0.0107 |
-1.0% |
1.0703 |
| High |
1.0759 |
1.0724 |
-0.0035 |
-0.3% |
1.0750 |
| Low |
1.0679 |
1.0594 |
-0.0085 |
-0.8% |
1.0622 |
| Close |
1.0719 |
1.0606 |
-0.0113 |
-1.1% |
1.0729 |
| Range |
0.0080 |
0.0130 |
0.0050 |
62.5% |
0.0128 |
| ATR |
0.0065 |
0.0070 |
0.0005 |
7.1% |
0.0000 |
| Volume |
0 |
49 |
49 |
|
7 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1031 |
1.0949 |
1.0678 |
|
| R3 |
1.0901 |
1.0819 |
1.0642 |
|
| R2 |
1.0771 |
1.0771 |
1.0630 |
|
| R1 |
1.0689 |
1.0689 |
1.0618 |
1.0665 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0630 |
| S1 |
1.0559 |
1.0559 |
1.0594 |
1.0535 |
| S2 |
1.0511 |
1.0511 |
1.0582 |
|
| S3 |
1.0381 |
1.0429 |
1.0570 |
|
| S4 |
1.0251 |
1.0299 |
1.0535 |
|
|
| 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 |
1.1277 |
|
2.618 |
1.1064 |
|
1.618 |
1.0934 |
|
1.000 |
1.0854 |
|
0.618 |
1.0804 |
|
HIGH |
1.0724 |
|
0.618 |
1.0674 |
|
0.500 |
1.0659 |
|
0.382 |
1.0644 |
|
LOW |
1.0594 |
|
0.618 |
1.0514 |
|
1.000 |
1.0464 |
|
1.618 |
1.0384 |
|
2.618 |
1.0254 |
|
4.250 |
1.0042 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0659 |
1.0678 |
| PP |
1.0641 |
1.0654 |
| S1 |
1.0624 |
1.0630 |
|