CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0204 |
1.0253 |
0.0049 |
0.5% |
1.0144 |
| High |
1.0205 |
1.0355 |
0.0150 |
1.5% |
1.0220 |
| Low |
1.0175 |
1.0251 |
0.0076 |
0.7% |
1.0084 |
| Close |
1.0175 |
1.0342 |
0.0167 |
1.6% |
1.0208 |
| Range |
0.0030 |
0.0104 |
0.0074 |
246.7% |
0.0136 |
| ATR |
0.0054 |
0.0063 |
0.0009 |
16.5% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
24 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0589 |
1.0399 |
|
| R3 |
1.0524 |
1.0485 |
1.0371 |
|
| R2 |
1.0420 |
1.0420 |
1.0361 |
|
| R1 |
1.0381 |
1.0381 |
1.0352 |
1.0401 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0326 |
| S1 |
1.0277 |
1.0277 |
1.0332 |
1.0297 |
| S2 |
1.0212 |
1.0212 |
1.0323 |
|
| S3 |
1.0108 |
1.0173 |
1.0313 |
|
| S4 |
1.0004 |
1.0069 |
1.0285 |
|
|
| 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 |
1.0797 |
|
2.618 |
1.0627 |
|
1.618 |
1.0523 |
|
1.000 |
1.0459 |
|
0.618 |
1.0419 |
|
HIGH |
1.0355 |
|
0.618 |
1.0315 |
|
0.500 |
1.0303 |
|
0.382 |
1.0291 |
|
LOW |
1.0251 |
|
0.618 |
1.0187 |
|
1.000 |
1.0147 |
|
1.618 |
1.0083 |
|
2.618 |
0.9979 |
|
4.250 |
0.9809 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0309 |
| PP |
1.0316 |
1.0276 |
| S1 |
1.0303 |
1.0244 |
|