CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0107 |
1.0051 |
-0.0056 |
-0.6% |
1.0326 |
| High |
1.0140 |
1.0085 |
-0.0055 |
-0.5% |
1.0544 |
| Low |
1.0044 |
1.0014 |
-0.0030 |
-0.3% |
1.0181 |
| Close |
1.0050 |
1.0046 |
-0.0004 |
0.0% |
1.0187 |
| Range |
0.0096 |
0.0071 |
-0.0025 |
-26.0% |
0.0363 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
166 |
105 |
-61 |
-36.7% |
207 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0225 |
1.0085 |
|
| R3 |
1.0190 |
1.0154 |
1.0066 |
|
| R2 |
1.0119 |
1.0119 |
1.0059 |
|
| R1 |
1.0083 |
1.0083 |
1.0053 |
1.0066 |
| PP |
1.0048 |
1.0048 |
1.0048 |
1.0040 |
| S1 |
1.0012 |
1.0012 |
1.0039 |
0.9995 |
| S2 |
0.9977 |
0.9977 |
1.0033 |
|
| S3 |
0.9906 |
0.9941 |
1.0026 |
|
| S4 |
0.9835 |
0.9870 |
1.0007 |
|
|
| 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 |
1.0387 |
|
2.618 |
1.0271 |
|
1.618 |
1.0200 |
|
1.000 |
1.0156 |
|
0.618 |
1.0129 |
|
HIGH |
1.0085 |
|
0.618 |
1.0058 |
|
0.500 |
1.0050 |
|
0.382 |
1.0041 |
|
LOW |
1.0014 |
|
0.618 |
0.9970 |
|
1.000 |
0.9943 |
|
1.618 |
0.9899 |
|
2.618 |
0.9828 |
|
4.250 |
0.9712 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0050 |
1.0091 |
| PP |
1.0048 |
1.0076 |
| S1 |
1.0047 |
1.0061 |
|