CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.0336 |
1.0326 |
-0.0010 |
-0.1% |
1.0204 |
High |
1.0405 |
1.0347 |
-0.0058 |
-0.6% |
1.0405 |
Low |
1.0327 |
1.0293 |
-0.0034 |
-0.3% |
1.0175 |
Close |
1.0385 |
1.0337 |
-0.0048 |
-0.5% |
1.0385 |
Range |
0.0078 |
0.0054 |
-0.0024 |
-30.8% |
0.0230 |
ATR |
0.0064 |
0.0066 |
0.0002 |
3.1% |
0.0000 |
Volume |
23 |
20 |
-3 |
-13.0% |
58 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0488 |
1.0466 |
1.0367 |
|
R3 |
1.0434 |
1.0412 |
1.0352 |
|
R2 |
1.0380 |
1.0380 |
1.0347 |
|
R1 |
1.0358 |
1.0358 |
1.0342 |
1.0369 |
PP |
1.0326 |
1.0326 |
1.0326 |
1.0331 |
S1 |
1.0304 |
1.0304 |
1.0332 |
1.0315 |
S2 |
1.0272 |
1.0272 |
1.0327 |
|
S3 |
1.0218 |
1.0250 |
1.0322 |
|
S4 |
1.0164 |
1.0196 |
1.0307 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1012 |
1.0928 |
1.0512 |
|
R3 |
1.0782 |
1.0698 |
1.0448 |
|
R2 |
1.0552 |
1.0552 |
1.0427 |
|
R1 |
1.0468 |
1.0468 |
1.0406 |
1.0510 |
PP |
1.0322 |
1.0322 |
1.0322 |
1.0343 |
S1 |
1.0238 |
1.0238 |
1.0364 |
1.0280 |
S2 |
1.0092 |
1.0092 |
1.0343 |
|
S3 |
0.9862 |
1.0008 |
1.0322 |
|
S4 |
0.9632 |
0.9778 |
1.0259 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0577 |
2.618 |
1.0488 |
1.618 |
1.0434 |
1.000 |
1.0401 |
0.618 |
1.0380 |
HIGH |
1.0347 |
0.618 |
1.0326 |
0.500 |
1.0320 |
0.382 |
1.0314 |
LOW |
1.0293 |
0.618 |
1.0260 |
1.000 |
1.0239 |
1.618 |
1.0206 |
2.618 |
1.0152 |
4.250 |
1.0064 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0331 |
1.0349 |
PP |
1.0326 |
1.0345 |
S1 |
1.0320 |
1.0341 |
|