CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.0358 |
1.0414 |
0.0056 |
0.5% |
1.0396 |
High |
1.0389 |
1.0454 |
0.0065 |
0.6% |
1.0404 |
Low |
1.0293 |
1.0414 |
0.0121 |
1.2% |
1.0299 |
Close |
1.0358 |
1.0414 |
0.0056 |
0.5% |
1.0299 |
Range |
0.0096 |
0.0040 |
-0.0056 |
-58.3% |
0.0105 |
ATR |
0.0053 |
0.0056 |
0.0003 |
5.9% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0547 |
1.0521 |
1.0436 |
|
R3 |
1.0507 |
1.0481 |
1.0425 |
|
R2 |
1.0467 |
1.0467 |
1.0421 |
|
R1 |
1.0441 |
1.0441 |
1.0418 |
1.0434 |
PP |
1.0427 |
1.0427 |
1.0427 |
1.0424 |
S1 |
1.0401 |
1.0401 |
1.0410 |
1.0394 |
S2 |
1.0387 |
1.0387 |
1.0407 |
|
S3 |
1.0347 |
1.0361 |
1.0403 |
|
S4 |
1.0307 |
1.0321 |
1.0392 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0649 |
1.0579 |
1.0357 |
|
R3 |
1.0544 |
1.0474 |
1.0328 |
|
R2 |
1.0439 |
1.0439 |
1.0318 |
|
R1 |
1.0369 |
1.0369 |
1.0309 |
1.0352 |
PP |
1.0334 |
1.0334 |
1.0334 |
1.0325 |
S1 |
1.0264 |
1.0264 |
1.0289 |
1.0247 |
S2 |
1.0229 |
1.0229 |
1.0280 |
|
S3 |
1.0124 |
1.0159 |
1.0270 |
|
S4 |
1.0019 |
1.0054 |
1.0241 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0624 |
2.618 |
1.0559 |
1.618 |
1.0519 |
1.000 |
1.0494 |
0.618 |
1.0479 |
HIGH |
1.0454 |
0.618 |
1.0439 |
0.500 |
1.0434 |
0.382 |
1.0429 |
LOW |
1.0414 |
0.618 |
1.0389 |
1.000 |
1.0374 |
1.618 |
1.0349 |
2.618 |
1.0309 |
4.250 |
1.0244 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0434 |
1.0401 |
PP |
1.0427 |
1.0387 |
S1 |
1.0421 |
1.0374 |
|