CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0430 |
1.0409 |
-0.0021 |
-0.2% |
1.0311 |
| High |
1.0451 |
1.0448 |
-0.0003 |
0.0% |
1.0454 |
| Low |
1.0402 |
1.0385 |
-0.0017 |
-0.2% |
1.0293 |
| Close |
1.0425 |
1.0409 |
-0.0016 |
-0.2% |
1.0414 |
| Range |
0.0049 |
0.0063 |
0.0014 |
28.6% |
0.0161 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.0% |
0.0000 |
| Volume |
6 |
0 |
-6 |
-100.0% |
2 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0603 |
1.0569 |
1.0444 |
|
| R3 |
1.0540 |
1.0506 |
1.0426 |
|
| R2 |
1.0477 |
1.0477 |
1.0421 |
|
| R1 |
1.0443 |
1.0443 |
1.0415 |
1.0441 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0413 |
| S1 |
1.0380 |
1.0380 |
1.0403 |
1.0378 |
| S2 |
1.0351 |
1.0351 |
1.0397 |
|
| S3 |
1.0288 |
1.0317 |
1.0392 |
|
| S4 |
1.0225 |
1.0254 |
1.0374 |
|
|
| 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 |
1.0716 |
|
2.618 |
1.0613 |
|
1.618 |
1.0550 |
|
1.000 |
1.0511 |
|
0.618 |
1.0487 |
|
HIGH |
1.0448 |
|
0.618 |
1.0424 |
|
0.500 |
1.0417 |
|
0.382 |
1.0409 |
|
LOW |
1.0385 |
|
0.618 |
1.0346 |
|
1.000 |
1.0322 |
|
1.618 |
1.0283 |
|
2.618 |
1.0220 |
|
4.250 |
1.0117 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0417 |
1.0409 |
| PP |
1.0414 |
1.0409 |
| S1 |
1.0412 |
1.0409 |
|