CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0037 |
0.9977 |
-0.0060 |
-0.6% |
1.0168 |
| High |
1.0073 |
1.0007 |
-0.0066 |
-0.7% |
1.0168 |
| Low |
0.9996 |
0.9948 |
-0.0048 |
-0.5% |
0.9948 |
| Close |
0.9998 |
0.9973 |
-0.0025 |
-0.3% |
0.9973 |
| Range |
0.0077 |
0.0059 |
-0.0018 |
-23.4% |
0.0220 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
18 |
85 |
67 |
372.2% |
437 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0122 |
1.0005 |
|
| R3 |
1.0094 |
1.0063 |
0.9989 |
|
| R2 |
1.0035 |
1.0035 |
0.9984 |
|
| R1 |
1.0004 |
1.0004 |
0.9978 |
0.9990 |
| PP |
0.9976 |
0.9976 |
0.9976 |
0.9969 |
| S1 |
0.9945 |
0.9945 |
0.9968 |
0.9931 |
| S2 |
0.9917 |
0.9917 |
0.9962 |
|
| S3 |
0.9858 |
0.9886 |
0.9957 |
|
| S4 |
0.9799 |
0.9827 |
0.9941 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0690 |
1.0551 |
1.0094 |
|
| R3 |
1.0470 |
1.0331 |
1.0034 |
|
| R2 |
1.0250 |
1.0250 |
1.0013 |
|
| R1 |
1.0111 |
1.0111 |
0.9993 |
1.0071 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0009 |
| S1 |
0.9891 |
0.9891 |
0.9953 |
0.9851 |
| S2 |
0.9810 |
0.9810 |
0.9933 |
|
| S3 |
0.9590 |
0.9671 |
0.9913 |
|
| S4 |
0.9370 |
0.9451 |
0.9852 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0258 |
|
2.618 |
1.0161 |
|
1.618 |
1.0102 |
|
1.000 |
1.0066 |
|
0.618 |
1.0043 |
|
HIGH |
1.0007 |
|
0.618 |
0.9984 |
|
0.500 |
0.9978 |
|
0.382 |
0.9971 |
|
LOW |
0.9948 |
|
0.618 |
0.9912 |
|
1.000 |
0.9889 |
|
1.618 |
0.9853 |
|
2.618 |
0.9794 |
|
4.250 |
0.9697 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9978 |
1.0017 |
| PP |
0.9976 |
1.0002 |
| S1 |
0.9975 |
0.9988 |
|