CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0188 |
1.0151 |
-0.0037 |
-0.4% |
1.0264 |
| High |
1.0208 |
1.0239 |
0.0031 |
0.3% |
1.0322 |
| Low |
1.0181 |
1.0151 |
-0.0030 |
-0.3% |
1.0179 |
| Close |
1.0190 |
1.0151 |
-0.0039 |
-0.4% |
1.0191 |
| Range |
0.0027 |
0.0088 |
0.0061 |
225.9% |
0.0143 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
4.0% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
12 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0444 |
1.0386 |
1.0199 |
|
| R3 |
1.0356 |
1.0298 |
1.0175 |
|
| R2 |
1.0268 |
1.0268 |
1.0167 |
|
| R1 |
1.0210 |
1.0210 |
1.0159 |
1.0195 |
| PP |
1.0180 |
1.0180 |
1.0180 |
1.0173 |
| S1 |
1.0122 |
1.0122 |
1.0143 |
1.0107 |
| S2 |
1.0092 |
1.0092 |
1.0135 |
|
| S3 |
1.0004 |
1.0034 |
1.0127 |
|
| S4 |
0.9916 |
0.9946 |
1.0103 |
|
|
| 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 |
1.0613 |
|
2.618 |
1.0469 |
|
1.618 |
1.0381 |
|
1.000 |
1.0327 |
|
0.618 |
1.0293 |
|
HIGH |
1.0239 |
|
0.618 |
1.0205 |
|
0.500 |
1.0195 |
|
0.382 |
1.0185 |
|
LOW |
1.0151 |
|
0.618 |
1.0097 |
|
1.000 |
1.0063 |
|
1.618 |
1.0009 |
|
2.618 |
0.9921 |
|
4.250 |
0.9777 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0195 |
1.0195 |
| PP |
1.0180 |
1.0180 |
| S1 |
1.0166 |
1.0166 |
|