CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0204 |
0.0054 |
0.5% |
1.0144 |
| High |
1.0220 |
1.0205 |
-0.0015 |
-0.1% |
1.0220 |
| Low |
1.0132 |
1.0175 |
0.0043 |
0.4% |
1.0084 |
| Close |
1.0208 |
1.0175 |
-0.0033 |
-0.3% |
1.0208 |
| Range |
0.0088 |
0.0030 |
-0.0058 |
-65.9% |
0.0136 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
10 |
4 |
-6 |
-60.0% |
24 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0255 |
1.0192 |
|
| R3 |
1.0245 |
1.0225 |
1.0183 |
|
| R2 |
1.0215 |
1.0215 |
1.0181 |
|
| R1 |
1.0195 |
1.0195 |
1.0178 |
1.0190 |
| PP |
1.0185 |
1.0185 |
1.0185 |
1.0183 |
| S1 |
1.0165 |
1.0165 |
1.0172 |
1.0160 |
| S2 |
1.0155 |
1.0155 |
1.0170 |
|
| S3 |
1.0125 |
1.0135 |
1.0167 |
|
| S4 |
1.0095 |
1.0105 |
1.0159 |
|
|
| 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 |
1.0333 |
|
2.618 |
1.0284 |
|
1.618 |
1.0254 |
|
1.000 |
1.0235 |
|
0.618 |
1.0224 |
|
HIGH |
1.0205 |
|
0.618 |
1.0194 |
|
0.500 |
1.0190 |
|
0.382 |
1.0186 |
|
LOW |
1.0175 |
|
0.618 |
1.0156 |
|
1.000 |
1.0145 |
|
1.618 |
1.0126 |
|
2.618 |
1.0096 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0190 |
1.0176 |
| PP |
1.0185 |
1.0175 |
| S1 |
1.0180 |
1.0175 |
|