CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0396 |
0.0000 |
0.0% |
1.0422 |
| High |
1.0400 |
1.0400 |
0.0000 |
0.0% |
1.0454 |
| Low |
1.0396 |
1.0334 |
-0.0062 |
-0.6% |
1.0311 |
| Close |
1.0396 |
1.0334 |
-0.0062 |
-0.6% |
1.0362 |
| Range |
0.0004 |
0.0066 |
0.0062 |
1,550.0% |
0.0143 |
| ATR |
|
|
|
|
|
| Volume |
0 |
11 |
11 |
|
5 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0510 |
1.0370 |
|
| R3 |
1.0488 |
1.0444 |
1.0352 |
|
| R2 |
1.0422 |
1.0422 |
1.0346 |
|
| R1 |
1.0378 |
1.0378 |
1.0340 |
1.0367 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0351 |
| S1 |
1.0312 |
1.0312 |
1.0328 |
1.0301 |
| S2 |
1.0290 |
1.0290 |
1.0322 |
|
| S3 |
1.0224 |
1.0246 |
1.0316 |
|
| S4 |
1.0158 |
1.0180 |
1.0298 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0805 |
1.0726 |
1.0441 |
|
| R3 |
1.0662 |
1.0583 |
1.0401 |
|
| R2 |
1.0519 |
1.0519 |
1.0388 |
|
| R1 |
1.0440 |
1.0440 |
1.0375 |
1.0408 |
| PP |
1.0376 |
1.0376 |
1.0376 |
1.0360 |
| S1 |
1.0297 |
1.0297 |
1.0349 |
1.0265 |
| S2 |
1.0233 |
1.0233 |
1.0336 |
|
| S3 |
1.0090 |
1.0154 |
1.0323 |
|
| S4 |
0.9947 |
1.0011 |
1.0283 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0681 |
|
2.618 |
1.0573 |
|
1.618 |
1.0507 |
|
1.000 |
1.0466 |
|
0.618 |
1.0441 |
|
HIGH |
1.0400 |
|
0.618 |
1.0375 |
|
0.500 |
1.0367 |
|
0.382 |
1.0359 |
|
LOW |
1.0334 |
|
0.618 |
1.0293 |
|
1.000 |
1.0268 |
|
1.618 |
1.0227 |
|
2.618 |
1.0161 |
|
4.250 |
1.0054 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0367 |
| PP |
1.0356 |
1.0356 |
| S1 |
1.0345 |
1.0345 |
|