CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0430 |
0.0040 |
0.4% |
1.0311 |
| High |
1.0424 |
1.0451 |
0.0027 |
0.3% |
1.0454 |
| Low |
1.0367 |
1.0402 |
0.0035 |
0.3% |
1.0293 |
| Close |
1.0414 |
1.0425 |
0.0011 |
0.1% |
1.0414 |
| Range |
0.0057 |
0.0049 |
-0.0008 |
-14.0% |
0.0161 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
2 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0548 |
1.0452 |
|
| R3 |
1.0524 |
1.0499 |
1.0438 |
|
| R2 |
1.0475 |
1.0475 |
1.0434 |
|
| R1 |
1.0450 |
1.0450 |
1.0429 |
1.0438 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0420 |
| S1 |
1.0401 |
1.0401 |
1.0421 |
1.0389 |
| S2 |
1.0377 |
1.0377 |
1.0416 |
|
| S3 |
1.0328 |
1.0352 |
1.0412 |
|
| S4 |
1.0279 |
1.0303 |
1.0398 |
|
|
| 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 |
1.0659 |
|
2.618 |
1.0579 |
|
1.618 |
1.0530 |
|
1.000 |
1.0500 |
|
0.618 |
1.0481 |
|
HIGH |
1.0451 |
|
0.618 |
1.0432 |
|
0.500 |
1.0427 |
|
0.382 |
1.0421 |
|
LOW |
1.0402 |
|
0.618 |
1.0372 |
|
1.000 |
1.0353 |
|
1.618 |
1.0323 |
|
2.618 |
1.0274 |
|
4.250 |
1.0194 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0427 |
1.0420 |
| PP |
1.0426 |
1.0415 |
| S1 |
1.0426 |
1.0411 |
|