CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.0191 |
1.0197 |
0.0006 |
0.1% |
1.0264 |
High |
1.0230 |
1.0212 |
-0.0018 |
-0.2% |
1.0322 |
Low |
1.0185 |
1.0183 |
-0.0002 |
0.0% |
1.0179 |
Close |
1.0191 |
1.0197 |
0.0006 |
0.1% |
1.0191 |
Range |
0.0045 |
0.0029 |
-0.0016 |
-35.6% |
0.0143 |
ATR |
0.0062 |
0.0059 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0284 |
1.0270 |
1.0213 |
|
R3 |
1.0255 |
1.0241 |
1.0205 |
|
R2 |
1.0226 |
1.0226 |
1.0202 |
|
R1 |
1.0212 |
1.0212 |
1.0200 |
1.0212 |
PP |
1.0197 |
1.0197 |
1.0197 |
1.0197 |
S1 |
1.0183 |
1.0183 |
1.0194 |
1.0183 |
S2 |
1.0168 |
1.0168 |
1.0192 |
|
S3 |
1.0139 |
1.0154 |
1.0189 |
|
S4 |
1.0110 |
1.0125 |
1.0181 |
|
|
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 |
1.0335 |
2.618 |
1.0288 |
1.618 |
1.0259 |
1.000 |
1.0241 |
0.618 |
1.0230 |
HIGH |
1.0212 |
0.618 |
1.0201 |
0.500 |
1.0198 |
0.382 |
1.0194 |
LOW |
1.0183 |
0.618 |
1.0165 |
1.000 |
1.0154 |
1.618 |
1.0136 |
2.618 |
1.0107 |
4.250 |
1.0060 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0198 |
1.0205 |
PP |
1.0197 |
1.0202 |
S1 |
1.0197 |
1.0200 |
|