CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.0192 |
1.0183 |
-0.0009 |
-0.1% |
1.0326 |
High |
1.0253 |
1.0240 |
-0.0013 |
-0.1% |
1.0544 |
Low |
1.0181 |
1.0181 |
0.0000 |
0.0% |
1.0181 |
Close |
1.0204 |
1.0187 |
-0.0017 |
-0.2% |
1.0187 |
Range |
0.0072 |
0.0059 |
-0.0013 |
-18.1% |
0.0363 |
ATR |
0.0082 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
8 |
6 |
-2 |
-25.0% |
207 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0380 |
1.0342 |
1.0219 |
|
R3 |
1.0321 |
1.0283 |
1.0203 |
|
R2 |
1.0262 |
1.0262 |
1.0198 |
|
R1 |
1.0224 |
1.0224 |
1.0192 |
1.0243 |
PP |
1.0203 |
1.0203 |
1.0203 |
1.0212 |
S1 |
1.0165 |
1.0165 |
1.0182 |
1.0184 |
S2 |
1.0144 |
1.0144 |
1.0176 |
|
S3 |
1.0085 |
1.0106 |
1.0171 |
|
S4 |
1.0026 |
1.0047 |
1.0155 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1393 |
1.1153 |
1.0387 |
|
R3 |
1.1030 |
1.0790 |
1.0287 |
|
R2 |
1.0667 |
1.0667 |
1.0254 |
|
R1 |
1.0427 |
1.0427 |
1.0220 |
1.0366 |
PP |
1.0304 |
1.0304 |
1.0304 |
1.0273 |
S1 |
1.0064 |
1.0064 |
1.0154 |
1.0003 |
S2 |
0.9941 |
0.9941 |
1.0120 |
|
S3 |
0.9578 |
0.9701 |
1.0087 |
|
S4 |
0.9215 |
0.9338 |
0.9987 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0491 |
2.618 |
1.0394 |
1.618 |
1.0335 |
1.000 |
1.0299 |
0.618 |
1.0276 |
HIGH |
1.0240 |
0.618 |
1.0217 |
0.500 |
1.0211 |
0.382 |
1.0204 |
LOW |
1.0181 |
0.618 |
1.0145 |
1.000 |
1.0122 |
1.618 |
1.0086 |
2.618 |
1.0027 |
4.250 |
0.9930 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0211 |
1.0363 |
PP |
1.0203 |
1.0304 |
S1 |
1.0195 |
1.0246 |
|