CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9977 |
0.9956 |
-0.0021 |
-0.2% |
1.0168 |
| High |
1.0007 |
0.9993 |
-0.0014 |
-0.1% |
1.0168 |
| Low |
0.9948 |
0.9955 |
0.0007 |
0.1% |
0.9948 |
| Close |
0.9973 |
0.9967 |
-0.0006 |
-0.1% |
0.9973 |
| Range |
0.0059 |
0.0038 |
-0.0021 |
-35.6% |
0.0220 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
85 |
23 |
-62 |
-72.9% |
437 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0064 |
0.9988 |
|
| R3 |
1.0048 |
1.0026 |
0.9977 |
|
| R2 |
1.0010 |
1.0010 |
0.9974 |
|
| R1 |
0.9988 |
0.9988 |
0.9970 |
0.9999 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9977 |
| S1 |
0.9950 |
0.9950 |
0.9964 |
0.9961 |
| S2 |
0.9934 |
0.9934 |
0.9960 |
|
| S3 |
0.9896 |
0.9912 |
0.9957 |
|
| S4 |
0.9858 |
0.9874 |
0.9946 |
|
|
| 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 |
1.0155 |
|
2.618 |
1.0092 |
|
1.618 |
1.0054 |
|
1.000 |
1.0031 |
|
0.618 |
1.0016 |
|
HIGH |
0.9993 |
|
0.618 |
0.9978 |
|
0.500 |
0.9974 |
|
0.382 |
0.9970 |
|
LOW |
0.9955 |
|
0.618 |
0.9932 |
|
1.000 |
0.9917 |
|
1.618 |
0.9894 |
|
2.618 |
0.9856 |
|
4.250 |
0.9793 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9974 |
1.0011 |
| PP |
0.9972 |
0.9996 |
| S1 |
0.9969 |
0.9982 |
|