CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0316 |
0.0005 |
0.0% |
1.0396 |
| High |
1.0320 |
1.0343 |
0.0023 |
0.2% |
1.0404 |
| Low |
1.0311 |
1.0300 |
-0.0011 |
-0.1% |
1.0299 |
| Close |
1.0311 |
1.0316 |
0.0005 |
0.0% |
1.0299 |
| Range |
0.0009 |
0.0043 |
0.0034 |
377.8% |
0.0105 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0449 |
1.0425 |
1.0340 |
|
| R3 |
1.0406 |
1.0382 |
1.0328 |
|
| R2 |
1.0363 |
1.0363 |
1.0324 |
|
| R1 |
1.0339 |
1.0339 |
1.0320 |
1.0338 |
| PP |
1.0320 |
1.0320 |
1.0320 |
1.0319 |
| S1 |
1.0296 |
1.0296 |
1.0312 |
1.0295 |
| S2 |
1.0277 |
1.0277 |
1.0308 |
|
| S3 |
1.0234 |
1.0253 |
1.0304 |
|
| S4 |
1.0191 |
1.0210 |
1.0292 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0579 |
1.0357 |
|
| R3 |
1.0544 |
1.0474 |
1.0328 |
|
| R2 |
1.0439 |
1.0439 |
1.0318 |
|
| R1 |
1.0369 |
1.0369 |
1.0309 |
1.0352 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0325 |
| S1 |
1.0264 |
1.0264 |
1.0289 |
1.0247 |
| S2 |
1.0229 |
1.0229 |
1.0280 |
|
| S3 |
1.0124 |
1.0159 |
1.0270 |
|
| S4 |
1.0019 |
1.0054 |
1.0241 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0526 |
|
2.618 |
1.0456 |
|
1.618 |
1.0413 |
|
1.000 |
1.0386 |
|
0.618 |
1.0370 |
|
HIGH |
1.0343 |
|
0.618 |
1.0327 |
|
0.500 |
1.0322 |
|
0.382 |
1.0316 |
|
LOW |
1.0300 |
|
0.618 |
1.0273 |
|
1.000 |
1.0257 |
|
1.618 |
1.0230 |
|
2.618 |
1.0187 |
|
4.250 |
1.0117 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0322 |
1.0321 |
| PP |
1.0320 |
1.0319 |
| S1 |
1.0318 |
1.0318 |
|