CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0378 |
1.0404 |
0.0026 |
0.3% |
1.0422 |
| High |
1.0380 |
1.0404 |
0.0024 |
0.2% |
1.0454 |
| Low |
1.0378 |
1.0363 |
-0.0015 |
-0.1% |
1.0311 |
| Close |
1.0378 |
1.0395 |
0.0017 |
0.2% |
1.0362 |
| Range |
0.0002 |
0.0041 |
0.0039 |
1,950.0% |
0.0143 |
| ATR |
|
|
|
|
|
| Volume |
0 |
5 |
5 |
|
5 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0494 |
1.0418 |
|
| R3 |
1.0469 |
1.0453 |
1.0406 |
|
| R2 |
1.0428 |
1.0428 |
1.0403 |
|
| R1 |
1.0412 |
1.0412 |
1.0399 |
1.0400 |
| PP |
1.0387 |
1.0387 |
1.0387 |
1.0381 |
| S1 |
1.0371 |
1.0371 |
1.0391 |
1.0359 |
| S2 |
1.0346 |
1.0346 |
1.0387 |
|
| S3 |
1.0305 |
1.0330 |
1.0384 |
|
| S4 |
1.0264 |
1.0289 |
1.0372 |
|
|
| 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 |
1.0578 |
|
2.618 |
1.0511 |
|
1.618 |
1.0470 |
|
1.000 |
1.0445 |
|
0.618 |
1.0429 |
|
HIGH |
1.0404 |
|
0.618 |
1.0388 |
|
0.500 |
1.0384 |
|
0.382 |
1.0379 |
|
LOW |
1.0363 |
|
0.618 |
1.0338 |
|
1.000 |
1.0322 |
|
1.618 |
1.0297 |
|
2.618 |
1.0256 |
|
4.250 |
1.0189 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0386 |
| PP |
1.0387 |
1.0378 |
| S1 |
1.0384 |
1.0369 |
|