CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0253 |
1.0332 |
0.0079 |
0.8% |
1.0144 |
| High |
1.0355 |
1.0391 |
0.0036 |
0.3% |
1.0220 |
| Low |
1.0251 |
1.0332 |
0.0081 |
0.8% |
1.0084 |
| Close |
1.0342 |
1.0354 |
0.0012 |
0.1% |
1.0208 |
| Range |
0.0104 |
0.0059 |
-0.0045 |
-43.3% |
0.0136 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
8 |
10 |
2 |
25.0% |
24 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0536 |
1.0504 |
1.0386 |
|
| R3 |
1.0477 |
1.0445 |
1.0370 |
|
| R2 |
1.0418 |
1.0418 |
1.0365 |
|
| R1 |
1.0386 |
1.0386 |
1.0359 |
1.0402 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0367 |
| S1 |
1.0327 |
1.0327 |
1.0349 |
1.0343 |
| S2 |
1.0300 |
1.0300 |
1.0343 |
|
| S3 |
1.0241 |
1.0268 |
1.0338 |
|
| S4 |
1.0182 |
1.0209 |
1.0322 |
|
|
| 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 |
1.0642 |
|
2.618 |
1.0545 |
|
1.618 |
1.0486 |
|
1.000 |
1.0450 |
|
0.618 |
1.0427 |
|
HIGH |
1.0391 |
|
0.618 |
1.0368 |
|
0.500 |
1.0362 |
|
0.382 |
1.0355 |
|
LOW |
1.0332 |
|
0.618 |
1.0296 |
|
1.000 |
1.0273 |
|
1.618 |
1.0237 |
|
2.618 |
1.0178 |
|
4.250 |
1.0081 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0330 |
| PP |
1.0359 |
1.0307 |
| S1 |
1.0357 |
1.0283 |
|