CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0409 |
1.0400 |
-0.0009 |
-0.1% |
1.0311 |
| High |
1.0448 |
1.0419 |
-0.0029 |
-0.3% |
1.0454 |
| Low |
1.0385 |
1.0375 |
-0.0010 |
-0.1% |
1.0293 |
| Close |
1.0409 |
1.0400 |
-0.0009 |
-0.1% |
1.0414 |
| Range |
0.0063 |
0.0044 |
-0.0019 |
-30.2% |
0.0161 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0530 |
1.0509 |
1.0424 |
|
| R3 |
1.0486 |
1.0465 |
1.0412 |
|
| R2 |
1.0442 |
1.0442 |
1.0408 |
|
| R1 |
1.0421 |
1.0421 |
1.0404 |
1.0422 |
| PP |
1.0398 |
1.0398 |
1.0398 |
1.0399 |
| S1 |
1.0377 |
1.0377 |
1.0396 |
1.0378 |
| S2 |
1.0354 |
1.0354 |
1.0392 |
|
| S3 |
1.0310 |
1.0333 |
1.0388 |
|
| S4 |
1.0266 |
1.0289 |
1.0376 |
|
|
| 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 |
1.0606 |
|
2.618 |
1.0534 |
|
1.618 |
1.0490 |
|
1.000 |
1.0463 |
|
0.618 |
1.0446 |
|
HIGH |
1.0419 |
|
0.618 |
1.0402 |
|
0.500 |
1.0397 |
|
0.382 |
1.0392 |
|
LOW |
1.0375 |
|
0.618 |
1.0348 |
|
1.000 |
1.0331 |
|
1.618 |
1.0304 |
|
2.618 |
1.0260 |
|
4.250 |
1.0188 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0399 |
1.0413 |
| PP |
1.0398 |
1.0409 |
| S1 |
1.0397 |
1.0404 |
|