CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0264 |
1.0217 |
-0.0047 |
-0.5% |
1.0384 |
| High |
1.0322 |
1.0270 |
-0.0052 |
-0.5% |
1.0393 |
| Low |
1.0254 |
1.0198 |
-0.0056 |
-0.5% |
1.0256 |
| Close |
1.0264 |
1.0200 |
-0.0064 |
-0.6% |
1.0307 |
| Range |
0.0068 |
0.0072 |
0.0004 |
5.9% |
0.0137 |
| ATR |
0.0066 |
0.0067 |
0.0000 |
0.6% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
26 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0391 |
1.0240 |
|
| R3 |
1.0367 |
1.0319 |
1.0220 |
|
| R2 |
1.0295 |
1.0295 |
1.0213 |
|
| R1 |
1.0247 |
1.0247 |
1.0207 |
1.0235 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0217 |
| S1 |
1.0175 |
1.0175 |
1.0193 |
1.0163 |
| S2 |
1.0151 |
1.0151 |
1.0187 |
|
| S3 |
1.0079 |
1.0103 |
1.0180 |
|
| S4 |
1.0007 |
1.0031 |
1.0160 |
|
|
| 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 |
1.0576 |
|
2.618 |
1.0458 |
|
1.618 |
1.0386 |
|
1.000 |
1.0342 |
|
0.618 |
1.0314 |
|
HIGH |
1.0270 |
|
0.618 |
1.0242 |
|
0.500 |
1.0234 |
|
0.382 |
1.0226 |
|
LOW |
1.0198 |
|
0.618 |
1.0154 |
|
1.000 |
1.0126 |
|
1.618 |
1.0082 |
|
2.618 |
1.0010 |
|
4.250 |
0.9892 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0263 |
| PP |
1.0223 |
1.0242 |
| S1 |
1.0211 |
1.0221 |
|