CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0317 |
1.0273 |
-0.0044 |
-0.4% |
1.0384 |
| High |
1.0362 |
1.0327 |
-0.0035 |
-0.3% |
1.0393 |
| Low |
1.0276 |
1.0256 |
-0.0020 |
-0.2% |
1.0256 |
| Close |
1.0278 |
1.0307 |
0.0029 |
0.3% |
1.0307 |
| Range |
0.0086 |
0.0071 |
-0.0015 |
-17.4% |
0.0137 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.6% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
26 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0479 |
1.0346 |
|
| R3 |
1.0439 |
1.0408 |
1.0327 |
|
| R2 |
1.0368 |
1.0368 |
1.0320 |
|
| R1 |
1.0337 |
1.0337 |
1.0314 |
1.0353 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0304 |
| S1 |
1.0266 |
1.0266 |
1.0300 |
1.0282 |
| S2 |
1.0226 |
1.0226 |
1.0294 |
|
| S3 |
1.0155 |
1.0195 |
1.0287 |
|
| S4 |
1.0084 |
1.0124 |
1.0268 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0730 |
1.0655 |
1.0382 |
|
| R3 |
1.0593 |
1.0518 |
1.0345 |
|
| R2 |
1.0456 |
1.0456 |
1.0332 |
|
| R1 |
1.0381 |
1.0381 |
1.0320 |
1.0350 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0303 |
| S1 |
1.0244 |
1.0244 |
1.0294 |
1.0213 |
| S2 |
1.0182 |
1.0182 |
1.0282 |
|
| S3 |
1.0045 |
1.0107 |
1.0269 |
|
| S4 |
0.9908 |
0.9970 |
1.0232 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0629 |
|
2.618 |
1.0513 |
|
1.618 |
1.0442 |
|
1.000 |
1.0398 |
|
0.618 |
1.0371 |
|
HIGH |
1.0327 |
|
0.618 |
1.0300 |
|
0.500 |
1.0292 |
|
0.382 |
1.0283 |
|
LOW |
1.0256 |
|
0.618 |
1.0212 |
|
1.000 |
1.0185 |
|
1.618 |
1.0141 |
|
2.618 |
1.0070 |
|
4.250 |
0.9954 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0302 |
1.0311 |
| PP |
1.0297 |
1.0310 |
| S1 |
1.0292 |
1.0308 |
|