CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0252 |
1.0192 |
-0.0060 |
-0.6% |
1.0204 |
| High |
1.0544 |
1.0253 |
-0.0291 |
-2.8% |
1.0405 |
| Low |
1.0230 |
1.0181 |
-0.0049 |
-0.5% |
1.0175 |
| Close |
1.0234 |
1.0204 |
-0.0030 |
-0.3% |
1.0385 |
| Range |
0.0314 |
0.0072 |
-0.0242 |
-77.1% |
0.0230 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
55 |
8 |
-47 |
-85.5% |
58 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0429 |
1.0388 |
1.0244 |
|
| R3 |
1.0357 |
1.0316 |
1.0224 |
|
| R2 |
1.0285 |
1.0285 |
1.0217 |
|
| R1 |
1.0244 |
1.0244 |
1.0211 |
1.0265 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0223 |
| S1 |
1.0172 |
1.0172 |
1.0197 |
1.0193 |
| S2 |
1.0141 |
1.0141 |
1.0191 |
|
| S3 |
1.0069 |
1.0100 |
1.0184 |
|
| S4 |
0.9997 |
1.0028 |
1.0164 |
|
|
| 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 |
1.0559 |
|
2.618 |
1.0441 |
|
1.618 |
1.0369 |
|
1.000 |
1.0325 |
|
0.618 |
1.0297 |
|
HIGH |
1.0253 |
|
0.618 |
1.0225 |
|
0.500 |
1.0217 |
|
0.382 |
1.0209 |
|
LOW |
1.0181 |
|
0.618 |
1.0137 |
|
1.000 |
1.0109 |
|
1.618 |
1.0065 |
|
2.618 |
0.9993 |
|
4.250 |
0.9875 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0217 |
1.0363 |
| PP |
1.0213 |
1.0310 |
| S1 |
1.0208 |
1.0257 |
|