CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.0093 |
1.0157 |
0.0064 |
0.6% |
1.0197 |
High |
1.0146 |
1.0175 |
0.0029 |
0.3% |
1.0239 |
Low |
1.0084 |
1.0124 |
0.0040 |
0.4% |
1.0122 |
Close |
1.0137 |
1.0146 |
0.0009 |
0.1% |
1.0141 |
Range |
0.0062 |
0.0051 |
-0.0011 |
-17.7% |
0.0117 |
ATR |
0.0056 |
0.0055 |
0.0000 |
-0.6% |
0.0000 |
Volume |
8 |
5 |
-3 |
-37.5% |
11 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0301 |
1.0275 |
1.0174 |
|
R3 |
1.0250 |
1.0224 |
1.0160 |
|
R2 |
1.0199 |
1.0199 |
1.0155 |
|
R1 |
1.0173 |
1.0173 |
1.0151 |
1.0161 |
PP |
1.0148 |
1.0148 |
1.0148 |
1.0142 |
S1 |
1.0122 |
1.0122 |
1.0141 |
1.0110 |
S2 |
1.0097 |
1.0097 |
1.0137 |
|
S3 |
1.0046 |
1.0071 |
1.0132 |
|
S4 |
0.9995 |
1.0020 |
1.0118 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0518 |
1.0447 |
1.0205 |
|
R3 |
1.0401 |
1.0330 |
1.0173 |
|
R2 |
1.0284 |
1.0284 |
1.0162 |
|
R1 |
1.0213 |
1.0213 |
1.0152 |
1.0190 |
PP |
1.0167 |
1.0167 |
1.0167 |
1.0156 |
S1 |
1.0096 |
1.0096 |
1.0130 |
1.0073 |
S2 |
1.0050 |
1.0050 |
1.0120 |
|
S3 |
0.9933 |
0.9979 |
1.0109 |
|
S4 |
0.9816 |
0.9862 |
1.0077 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0392 |
2.618 |
1.0309 |
1.618 |
1.0258 |
1.000 |
1.0226 |
0.618 |
1.0207 |
HIGH |
1.0175 |
0.618 |
1.0156 |
0.500 |
1.0150 |
0.382 |
1.0143 |
LOW |
1.0124 |
0.618 |
1.0092 |
1.000 |
1.0073 |
1.618 |
1.0041 |
2.618 |
0.9990 |
4.250 |
0.9907 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0150 |
1.0141 |
PP |
1.0148 |
1.0135 |
S1 |
1.0147 |
1.0130 |
|