CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0449 |
0.0049 |
0.5% |
1.0311 |
| High |
1.0419 |
1.0472 |
0.0053 |
0.5% |
1.0454 |
| Low |
1.0375 |
1.0385 |
0.0010 |
0.1% |
1.0293 |
| Close |
1.0400 |
1.0449 |
0.0049 |
0.5% |
1.0414 |
| Range |
0.0044 |
0.0087 |
0.0043 |
97.7% |
0.0161 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.2% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
2 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0696 |
1.0660 |
1.0497 |
|
| R3 |
1.0609 |
1.0573 |
1.0473 |
|
| R2 |
1.0522 |
1.0522 |
1.0465 |
|
| R1 |
1.0486 |
1.0486 |
1.0457 |
1.0493 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0439 |
| S1 |
1.0399 |
1.0399 |
1.0441 |
1.0406 |
| S2 |
1.0348 |
1.0348 |
1.0433 |
|
| S3 |
1.0261 |
1.0312 |
1.0425 |
|
| S4 |
1.0174 |
1.0225 |
1.0401 |
|
|
| 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 |
1.0842 |
|
2.618 |
1.0700 |
|
1.618 |
1.0613 |
|
1.000 |
1.0559 |
|
0.618 |
1.0526 |
|
HIGH |
1.0472 |
|
0.618 |
1.0439 |
|
0.500 |
1.0429 |
|
0.382 |
1.0418 |
|
LOW |
1.0385 |
|
0.618 |
1.0331 |
|
1.000 |
1.0298 |
|
1.618 |
1.0244 |
|
2.618 |
1.0157 |
|
4.250 |
1.0015 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0441 |
| PP |
1.0435 |
1.0432 |
| S1 |
1.0429 |
1.0424 |
|