CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0229 |
1.0191 |
-0.0038 |
-0.4% |
1.0264 |
| High |
1.0229 |
1.0230 |
0.0001 |
0.0% |
1.0322 |
| Low |
1.0179 |
1.0185 |
0.0006 |
0.1% |
1.0179 |
| Close |
1.0229 |
1.0191 |
-0.0038 |
-0.4% |
1.0191 |
| Range |
0.0050 |
0.0045 |
-0.0005 |
-10.0% |
0.0143 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0309 |
1.0216 |
|
| R3 |
1.0292 |
1.0264 |
1.0203 |
|
| R2 |
1.0247 |
1.0247 |
1.0199 |
|
| R1 |
1.0219 |
1.0219 |
1.0195 |
1.0214 |
| PP |
1.0202 |
1.0202 |
1.0202 |
1.0199 |
| S1 |
1.0174 |
1.0174 |
1.0187 |
1.0169 |
| S2 |
1.0157 |
1.0157 |
1.0183 |
|
| S3 |
1.0112 |
1.0129 |
1.0179 |
|
| S4 |
1.0067 |
1.0084 |
1.0166 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0568 |
1.0270 |
|
| R3 |
1.0517 |
1.0425 |
1.0230 |
|
| R2 |
1.0374 |
1.0374 |
1.0217 |
|
| R1 |
1.0282 |
1.0282 |
1.0204 |
1.0257 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0218 |
| S1 |
1.0139 |
1.0139 |
1.0178 |
1.0114 |
| S2 |
1.0088 |
1.0088 |
1.0165 |
|
| S3 |
0.9945 |
0.9996 |
1.0152 |
|
| S4 |
0.9802 |
0.9853 |
1.0112 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0421 |
|
2.618 |
1.0348 |
|
1.618 |
1.0303 |
|
1.000 |
1.0275 |
|
0.618 |
1.0258 |
|
HIGH |
1.0230 |
|
0.618 |
1.0213 |
|
0.500 |
1.0208 |
|
0.382 |
1.0202 |
|
LOW |
1.0185 |
|
0.618 |
1.0157 |
|
1.000 |
1.0140 |
|
1.618 |
1.0112 |
|
2.618 |
1.0067 |
|
4.250 |
0.9994 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0208 |
1.0205 |
| PP |
1.0202 |
1.0200 |
| S1 |
1.0197 |
1.0196 |
|