CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.0157 |
1.0145 |
-0.0012 |
-0.1% |
1.0197 |
High |
1.0175 |
1.0164 |
-0.0011 |
-0.1% |
1.0239 |
Low |
1.0124 |
1.0131 |
0.0007 |
0.1% |
1.0122 |
Close |
1.0146 |
1.0145 |
-0.0001 |
0.0% |
1.0141 |
Range |
0.0051 |
0.0033 |
-0.0018 |
-35.3% |
0.0117 |
ATR |
0.0055 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
5 |
0 |
-5 |
-100.0% |
11 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0246 |
1.0228 |
1.0163 |
|
R3 |
1.0213 |
1.0195 |
1.0154 |
|
R2 |
1.0180 |
1.0180 |
1.0151 |
|
R1 |
1.0162 |
1.0162 |
1.0148 |
1.0162 |
PP |
1.0147 |
1.0147 |
1.0147 |
1.0146 |
S1 |
1.0129 |
1.0129 |
1.0142 |
1.0129 |
S2 |
1.0114 |
1.0114 |
1.0139 |
|
S3 |
1.0081 |
1.0096 |
1.0136 |
|
S4 |
1.0048 |
1.0063 |
1.0127 |
|
|
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 |
1.0304 |
2.618 |
1.0250 |
1.618 |
1.0217 |
1.000 |
1.0197 |
0.618 |
1.0184 |
HIGH |
1.0164 |
0.618 |
1.0151 |
0.500 |
1.0148 |
0.382 |
1.0144 |
LOW |
1.0131 |
0.618 |
1.0111 |
1.000 |
1.0098 |
1.618 |
1.0078 |
2.618 |
1.0045 |
4.250 |
0.9991 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0148 |
1.0140 |
PP |
1.0147 |
1.0135 |
S1 |
1.0146 |
1.0130 |
|