CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0390 |
-0.0024 |
-0.2% |
1.0311 |
| High |
1.0454 |
1.0424 |
-0.0030 |
-0.3% |
1.0454 |
| Low |
1.0414 |
1.0367 |
-0.0047 |
-0.5% |
1.0293 |
| Close |
1.0414 |
1.0414 |
0.0000 |
0.0% |
1.0414 |
| Range |
0.0040 |
0.0057 |
0.0017 |
42.5% |
0.0161 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.2% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
2 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0550 |
1.0445 |
|
| R3 |
1.0516 |
1.0493 |
1.0430 |
|
| R2 |
1.0459 |
1.0459 |
1.0424 |
|
| R1 |
1.0436 |
1.0436 |
1.0419 |
1.0448 |
| PP |
1.0402 |
1.0402 |
1.0402 |
1.0407 |
| S1 |
1.0379 |
1.0379 |
1.0409 |
1.0391 |
| S2 |
1.0345 |
1.0345 |
1.0404 |
|
| S3 |
1.0288 |
1.0322 |
1.0398 |
|
| S4 |
1.0231 |
1.0265 |
1.0383 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0803 |
1.0503 |
|
| R3 |
1.0709 |
1.0642 |
1.0458 |
|
| R2 |
1.0548 |
1.0548 |
1.0444 |
|
| R1 |
1.0481 |
1.0481 |
1.0429 |
1.0515 |
| PP |
1.0387 |
1.0387 |
1.0387 |
1.0404 |
| S1 |
1.0320 |
1.0320 |
1.0399 |
1.0354 |
| S2 |
1.0226 |
1.0226 |
1.0384 |
|
| S3 |
1.0065 |
1.0159 |
1.0370 |
|
| S4 |
0.9904 |
0.9998 |
1.0325 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0666 |
|
2.618 |
1.0573 |
|
1.618 |
1.0516 |
|
1.000 |
1.0481 |
|
0.618 |
1.0459 |
|
HIGH |
1.0424 |
|
0.618 |
1.0402 |
|
0.500 |
1.0396 |
|
0.382 |
1.0389 |
|
LOW |
1.0367 |
|
0.618 |
1.0332 |
|
1.000 |
1.0310 |
|
1.618 |
1.0275 |
|
2.618 |
1.0218 |
|
4.250 |
1.0125 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0408 |
1.0401 |
| PP |
1.0402 |
1.0387 |
| S1 |
1.0396 |
1.0374 |
|