CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0379 |
1.0336 |
-0.0043 |
-0.4% |
1.0204 |
| High |
1.0389 |
1.0405 |
0.0016 |
0.2% |
1.0405 |
| Low |
1.0326 |
1.0327 |
0.0001 |
0.0% |
1.0175 |
| Close |
1.0341 |
1.0385 |
0.0044 |
0.4% |
1.0385 |
| Range |
0.0063 |
0.0078 |
0.0015 |
23.8% |
0.0230 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.7% |
0.0000 |
| Volume |
13 |
23 |
10 |
76.9% |
58 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0606 |
1.0574 |
1.0428 |
|
| R3 |
1.0528 |
1.0496 |
1.0406 |
|
| R2 |
1.0450 |
1.0450 |
1.0399 |
|
| R1 |
1.0418 |
1.0418 |
1.0392 |
1.0434 |
| PP |
1.0372 |
1.0372 |
1.0372 |
1.0381 |
| S1 |
1.0340 |
1.0340 |
1.0378 |
1.0356 |
| S2 |
1.0294 |
1.0294 |
1.0371 |
|
| S3 |
1.0216 |
1.0262 |
1.0364 |
|
| S4 |
1.0138 |
1.0184 |
1.0342 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1012 |
1.0928 |
1.0512 |
|
| R3 |
1.0782 |
1.0698 |
1.0448 |
|
| R2 |
1.0552 |
1.0552 |
1.0427 |
|
| R1 |
1.0468 |
1.0468 |
1.0406 |
1.0510 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0343 |
| S1 |
1.0238 |
1.0238 |
1.0364 |
1.0280 |
| S2 |
1.0092 |
1.0092 |
1.0343 |
|
| S3 |
0.9862 |
1.0008 |
1.0322 |
|
| S4 |
0.9632 |
0.9778 |
1.0259 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0737 |
|
2.618 |
1.0609 |
|
1.618 |
1.0531 |
|
1.000 |
1.0483 |
|
0.618 |
1.0453 |
|
HIGH |
1.0405 |
|
0.618 |
1.0375 |
|
0.500 |
1.0366 |
|
0.382 |
1.0357 |
|
LOW |
1.0327 |
|
0.618 |
1.0279 |
|
1.000 |
1.0249 |
|
1.618 |
1.0201 |
|
2.618 |
1.0123 |
|
4.250 |
0.9996 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0379 |
1.0379 |
| PP |
1.0372 |
1.0372 |
| S1 |
1.0366 |
1.0366 |
|