CME Swiss Franc Future September 2018
| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0626 |
0.0027 |
0.3% |
1.0748 |
| High |
1.0623 |
1.0646 |
0.0023 |
0.2% |
1.0762 |
| Low |
1.0586 |
1.0626 |
0.0040 |
0.4% |
1.0586 |
| Close |
1.0601 |
1.0626 |
0.0025 |
0.2% |
1.0601 |
| Range |
0.0037 |
0.0020 |
-0.0017 |
-45.9% |
0.0176 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
15 |
0 |
-15 |
-100.0% |
64 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0679 |
1.0637 |
|
| R3 |
1.0673 |
1.0659 |
1.0632 |
|
| R2 |
1.0653 |
1.0653 |
1.0630 |
|
| R1 |
1.0639 |
1.0639 |
1.0628 |
1.0636 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0631 |
| S1 |
1.0619 |
1.0619 |
1.0624 |
1.0616 |
| S2 |
1.0613 |
1.0613 |
1.0622 |
|
| S3 |
1.0593 |
1.0599 |
1.0621 |
|
| S4 |
1.0573 |
1.0579 |
1.0615 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1065 |
1.0698 |
|
| R3 |
1.1002 |
1.0889 |
1.0649 |
|
| R2 |
1.0826 |
1.0826 |
1.0633 |
|
| R1 |
1.0713 |
1.0713 |
1.0617 |
1.0682 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0634 |
| S1 |
1.0537 |
1.0537 |
1.0585 |
1.0506 |
| S2 |
1.0474 |
1.0474 |
1.0569 |
|
| S3 |
1.0298 |
1.0361 |
1.0553 |
|
| S4 |
1.0122 |
1.0185 |
1.0504 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0731 |
|
2.618 |
1.0698 |
|
1.618 |
1.0678 |
|
1.000 |
1.0666 |
|
0.618 |
1.0658 |
|
HIGH |
1.0646 |
|
0.618 |
1.0638 |
|
0.500 |
1.0636 |
|
0.382 |
1.0634 |
|
LOW |
1.0626 |
|
0.618 |
1.0614 |
|
1.000 |
1.0606 |
|
1.618 |
1.0594 |
|
2.618 |
1.0574 |
|
4.250 |
1.0541 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0636 |
1.0655 |
| PP |
1.0633 |
1.0645 |
| S1 |
1.0629 |
1.0636 |
|