CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0384 |
0.0032 |
0.3% |
1.0430 |
| High |
1.0459 |
1.0393 |
-0.0066 |
-0.6% |
1.0472 |
| Low |
1.0332 |
1.0365 |
0.0033 |
0.3% |
1.0332 |
| Close |
1.0406 |
1.0380 |
-0.0026 |
-0.2% |
1.0406 |
| Range |
0.0127 |
0.0028 |
-0.0099 |
-78.0% |
0.0140 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
205 |
14 |
-191 |
-93.2% |
215 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0450 |
1.0395 |
|
| R3 |
1.0435 |
1.0422 |
1.0388 |
|
| R2 |
1.0407 |
1.0407 |
1.0385 |
|
| R1 |
1.0394 |
1.0394 |
1.0383 |
1.0387 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0376 |
| S1 |
1.0366 |
1.0366 |
1.0377 |
1.0359 |
| S2 |
1.0351 |
1.0351 |
1.0375 |
|
| S3 |
1.0323 |
1.0338 |
1.0372 |
|
| S4 |
1.0295 |
1.0310 |
1.0365 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0823 |
1.0755 |
1.0483 |
|
| R3 |
1.0683 |
1.0615 |
1.0445 |
|
| R2 |
1.0543 |
1.0543 |
1.0432 |
|
| R1 |
1.0475 |
1.0475 |
1.0419 |
1.0439 |
| PP |
1.0403 |
1.0403 |
1.0403 |
1.0386 |
| S1 |
1.0335 |
1.0335 |
1.0393 |
1.0299 |
| S2 |
1.0263 |
1.0263 |
1.0380 |
|
| S3 |
1.0123 |
1.0195 |
1.0368 |
|
| S4 |
0.9983 |
1.0055 |
1.0329 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0512 |
|
2.618 |
1.0466 |
|
1.618 |
1.0438 |
|
1.000 |
1.0421 |
|
0.618 |
1.0410 |
|
HIGH |
1.0393 |
|
0.618 |
1.0382 |
|
0.500 |
1.0379 |
|
0.382 |
1.0376 |
|
LOW |
1.0365 |
|
0.618 |
1.0348 |
|
1.000 |
1.0337 |
|
1.618 |
1.0320 |
|
2.618 |
1.0292 |
|
4.250 |
1.0246 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0402 |
| PP |
1.0379 |
1.0395 |
| S1 |
1.0379 |
1.0387 |
|