CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0145 |
1.0150 |
0.0005 |
0.0% |
1.0144 |
| High |
1.0164 |
1.0220 |
0.0056 |
0.6% |
1.0220 |
| Low |
1.0131 |
1.0132 |
0.0001 |
0.0% |
1.0084 |
| Close |
1.0145 |
1.0208 |
0.0063 |
0.6% |
1.0208 |
| Range |
0.0033 |
0.0088 |
0.0055 |
166.7% |
0.0136 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
4.6% |
0.0000 |
| Volume |
0 |
10 |
10 |
|
24 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0451 |
1.0417 |
1.0256 |
|
| R3 |
1.0363 |
1.0329 |
1.0232 |
|
| R2 |
1.0275 |
1.0275 |
1.0224 |
|
| R1 |
1.0241 |
1.0241 |
1.0216 |
1.0258 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0195 |
| S1 |
1.0153 |
1.0153 |
1.0200 |
1.0170 |
| S2 |
1.0099 |
1.0099 |
1.0192 |
|
| S3 |
1.0011 |
1.0065 |
1.0184 |
|
| S4 |
0.9923 |
0.9977 |
1.0160 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0529 |
1.0283 |
|
| R3 |
1.0443 |
1.0393 |
1.0245 |
|
| R2 |
1.0307 |
1.0307 |
1.0233 |
|
| R1 |
1.0257 |
1.0257 |
1.0220 |
1.0282 |
| PP |
1.0171 |
1.0171 |
1.0171 |
1.0183 |
| S1 |
1.0121 |
1.0121 |
1.0196 |
1.0146 |
| S2 |
1.0035 |
1.0035 |
1.0183 |
|
| S3 |
0.9899 |
0.9985 |
1.0171 |
|
| S4 |
0.9763 |
0.9849 |
1.0133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0594 |
|
2.618 |
1.0450 |
|
1.618 |
1.0362 |
|
1.000 |
1.0308 |
|
0.618 |
1.0274 |
|
HIGH |
1.0220 |
|
0.618 |
1.0186 |
|
0.500 |
1.0176 |
|
0.382 |
1.0166 |
|
LOW |
1.0132 |
|
0.618 |
1.0078 |
|
1.000 |
1.0044 |
|
1.618 |
0.9990 |
|
2.618 |
0.9902 |
|
4.250 |
0.9758 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0197 |
1.0196 |
| PP |
1.0187 |
1.0184 |
| S1 |
1.0176 |
1.0172 |
|