CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0197 |
1.0177 |
-0.0020 |
-0.2% |
1.0264 |
| High |
1.0212 |
1.0218 |
0.0006 |
0.1% |
1.0322 |
| Low |
1.0183 |
1.0173 |
-0.0010 |
-0.1% |
1.0179 |
| Close |
1.0197 |
1.0188 |
-0.0009 |
-0.1% |
1.0191 |
| Range |
0.0029 |
0.0045 |
0.0016 |
55.2% |
0.0143 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
12 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0303 |
1.0213 |
|
| R3 |
1.0283 |
1.0258 |
1.0200 |
|
| R2 |
1.0238 |
1.0238 |
1.0196 |
|
| R1 |
1.0213 |
1.0213 |
1.0192 |
1.0226 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0199 |
| S1 |
1.0168 |
1.0168 |
1.0184 |
1.0181 |
| S2 |
1.0148 |
1.0148 |
1.0180 |
|
| S3 |
1.0103 |
1.0123 |
1.0176 |
|
| S4 |
1.0058 |
1.0078 |
1.0163 |
|
|
| 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 |
1.0409 |
|
2.618 |
1.0336 |
|
1.618 |
1.0291 |
|
1.000 |
1.0263 |
|
0.618 |
1.0246 |
|
HIGH |
1.0218 |
|
0.618 |
1.0201 |
|
0.500 |
1.0196 |
|
0.382 |
1.0190 |
|
LOW |
1.0173 |
|
0.618 |
1.0145 |
|
1.000 |
1.0128 |
|
1.618 |
1.0100 |
|
2.618 |
1.0055 |
|
4.250 |
0.9982 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0196 |
1.0202 |
| PP |
1.0193 |
1.0197 |
| S1 |
1.0191 |
1.0193 |
|