CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0384 |
1.0303 |
-0.0081 |
-0.8% |
1.0430 |
| High |
1.0393 |
1.0303 |
-0.0090 |
-0.9% |
1.0472 |
| Low |
1.0365 |
1.0272 |
-0.0093 |
-0.9% |
1.0332 |
| Close |
1.0380 |
1.0303 |
-0.0077 |
-0.7% |
1.0406 |
| Range |
0.0028 |
0.0031 |
0.0003 |
10.7% |
0.0140 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
5.6% |
0.0000 |
| Volume |
14 |
2 |
-12 |
-85.7% |
215 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0375 |
1.0320 |
|
| R3 |
1.0355 |
1.0344 |
1.0312 |
|
| R2 |
1.0324 |
1.0324 |
1.0309 |
|
| R1 |
1.0313 |
1.0313 |
1.0306 |
1.0319 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0295 |
| S1 |
1.0282 |
1.0282 |
1.0300 |
1.0288 |
| S2 |
1.0262 |
1.0262 |
1.0297 |
|
| S3 |
1.0231 |
1.0251 |
1.0294 |
|
| S4 |
1.0200 |
1.0220 |
1.0286 |
|
|
| 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 |
1.0435 |
|
2.618 |
1.0384 |
|
1.618 |
1.0353 |
|
1.000 |
1.0334 |
|
0.618 |
1.0322 |
|
HIGH |
1.0303 |
|
0.618 |
1.0291 |
|
0.500 |
1.0288 |
|
0.382 |
1.0284 |
|
LOW |
1.0272 |
|
0.618 |
1.0253 |
|
1.000 |
1.0241 |
|
1.618 |
1.0222 |
|
2.618 |
1.0191 |
|
4.250 |
1.0140 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0298 |
1.0366 |
| PP |
1.0293 |
1.0345 |
| S1 |
1.0288 |
1.0324 |
|