CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0303 |
1.0359 |
0.0056 |
0.5% |
1.0430 |
| High |
1.0303 |
1.0366 |
0.0063 |
0.6% |
1.0472 |
| Low |
1.0272 |
1.0359 |
0.0087 |
0.8% |
1.0332 |
| Close |
1.0303 |
1.0359 |
0.0056 |
0.5% |
1.0406 |
| Range |
0.0031 |
0.0007 |
-0.0024 |
-77.4% |
0.0140 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
215 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0378 |
1.0363 |
|
| R3 |
1.0375 |
1.0371 |
1.0361 |
|
| R2 |
1.0368 |
1.0368 |
1.0360 |
|
| R1 |
1.0364 |
1.0364 |
1.0360 |
1.0363 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0361 |
| S1 |
1.0357 |
1.0357 |
1.0358 |
1.0356 |
| S2 |
1.0354 |
1.0354 |
1.0358 |
|
| S3 |
1.0347 |
1.0350 |
1.0357 |
|
| S4 |
1.0340 |
1.0343 |
1.0355 |
|
|
| 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 |
1.0396 |
|
2.618 |
1.0384 |
|
1.618 |
1.0377 |
|
1.000 |
1.0373 |
|
0.618 |
1.0370 |
|
HIGH |
1.0366 |
|
0.618 |
1.0363 |
|
0.500 |
1.0363 |
|
0.382 |
1.0362 |
|
LOW |
1.0359 |
|
0.618 |
1.0355 |
|
1.000 |
1.0352 |
|
1.618 |
1.0348 |
|
2.618 |
1.0341 |
|
4.250 |
1.0329 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0363 |
1.0350 |
| PP |
1.0361 |
1.0341 |
| S1 |
1.0360 |
1.0333 |
|