CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0168 |
1.0107 |
-0.0061 |
-0.6% |
1.0326 |
| High |
1.0168 |
1.0140 |
-0.0028 |
-0.3% |
1.0544 |
| Low |
1.0072 |
1.0044 |
-0.0028 |
-0.3% |
1.0181 |
| Close |
1.0081 |
1.0050 |
-0.0031 |
-0.3% |
1.0187 |
| Range |
0.0096 |
0.0096 |
0.0000 |
0.0% |
0.0363 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.1% |
0.0000 |
| Volume |
63 |
166 |
103 |
163.5% |
207 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0304 |
1.0103 |
|
| R3 |
1.0270 |
1.0208 |
1.0076 |
|
| R2 |
1.0174 |
1.0174 |
1.0068 |
|
| R1 |
1.0112 |
1.0112 |
1.0059 |
1.0095 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0070 |
| S1 |
1.0016 |
1.0016 |
1.0041 |
0.9999 |
| S2 |
0.9982 |
0.9982 |
1.0032 |
|
| S3 |
0.9886 |
0.9920 |
1.0024 |
|
| S4 |
0.9790 |
0.9824 |
0.9997 |
|
|
| 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 |
1.0548 |
|
2.618 |
1.0391 |
|
1.618 |
1.0295 |
|
1.000 |
1.0236 |
|
0.618 |
1.0199 |
|
HIGH |
1.0140 |
|
0.618 |
1.0103 |
|
0.500 |
1.0092 |
|
0.382 |
1.0081 |
|
LOW |
1.0044 |
|
0.618 |
0.9985 |
|
1.000 |
0.9948 |
|
1.618 |
0.9889 |
|
2.618 |
0.9793 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0092 |
1.0142 |
| PP |
1.0078 |
1.0111 |
| S1 |
1.0064 |
1.0081 |
|