CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0183 |
1.0168 |
-0.0015 |
-0.1% |
1.0326 |
| High |
1.0240 |
1.0168 |
-0.0072 |
-0.7% |
1.0544 |
| Low |
1.0181 |
1.0072 |
-0.0109 |
-1.1% |
1.0181 |
| Close |
1.0187 |
1.0081 |
-0.0106 |
-1.0% |
1.0187 |
| Range |
0.0059 |
0.0096 |
0.0037 |
62.7% |
0.0363 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
3.0% |
0.0000 |
| Volume |
6 |
63 |
57 |
950.0% |
207 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0395 |
1.0334 |
1.0134 |
|
| R3 |
1.0299 |
1.0238 |
1.0107 |
|
| R2 |
1.0203 |
1.0203 |
1.0099 |
|
| R1 |
1.0142 |
1.0142 |
1.0090 |
1.0125 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0098 |
| S1 |
1.0046 |
1.0046 |
1.0072 |
1.0029 |
| S2 |
1.0011 |
1.0011 |
1.0063 |
|
| S3 |
0.9915 |
0.9950 |
1.0055 |
|
| S4 |
0.9819 |
0.9854 |
1.0028 |
|
|
| 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 |
1.0576 |
|
2.618 |
1.0419 |
|
1.618 |
1.0323 |
|
1.000 |
1.0264 |
|
0.618 |
1.0227 |
|
HIGH |
1.0168 |
|
0.618 |
1.0131 |
|
0.500 |
1.0120 |
|
0.382 |
1.0109 |
|
LOW |
1.0072 |
|
0.618 |
1.0013 |
|
1.000 |
0.9976 |
|
1.618 |
0.9917 |
|
2.618 |
0.9821 |
|
4.250 |
0.9664 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0120 |
1.0163 |
| PP |
1.0107 |
1.0135 |
| S1 |
1.0094 |
1.0108 |
|