CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0357 |
1.0498 |
0.0141 |
1.4% |
1.0211 |
| High |
1.0357 |
1.0498 |
0.0141 |
1.4% |
1.0331 |
| Low |
1.0357 |
1.0481 |
0.0124 |
1.2% |
1.0177 |
| Close |
1.0357 |
1.0481 |
0.0124 |
1.2% |
1.0331 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0154 |
| ATR |
0.0000 |
0.0043 |
0.0043 |
|
0.0000 |
| Volume |
0 |
1 |
1 |
|
0 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0526 |
1.0490 |
|
| R3 |
1.0521 |
1.0509 |
1.0486 |
|
| R2 |
1.0504 |
1.0504 |
1.0484 |
|
| R1 |
1.0492 |
1.0492 |
1.0483 |
1.0490 |
| PP |
1.0487 |
1.0487 |
1.0487 |
1.0485 |
| S1 |
1.0475 |
1.0475 |
1.0479 |
1.0473 |
| S2 |
1.0470 |
1.0470 |
1.0478 |
|
| S3 |
1.0453 |
1.0458 |
1.0476 |
|
| S4 |
1.0436 |
1.0441 |
1.0472 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0742 |
1.0690 |
1.0416 |
|
| R3 |
1.0588 |
1.0536 |
1.0373 |
|
| R2 |
1.0434 |
1.0434 |
1.0359 |
|
| R1 |
1.0382 |
1.0382 |
1.0345 |
1.0408 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0293 |
| S1 |
1.0228 |
1.0228 |
1.0317 |
1.0254 |
| S2 |
1.0126 |
1.0126 |
1.0303 |
|
| S3 |
0.9972 |
1.0074 |
1.0289 |
|
| S4 |
0.9818 |
0.9920 |
1.0246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0543 |
|
1.618 |
1.0526 |
|
1.000 |
1.0515 |
|
0.618 |
1.0509 |
|
HIGH |
1.0498 |
|
0.618 |
1.0492 |
|
0.500 |
1.0490 |
|
0.382 |
1.0487 |
|
LOW |
1.0481 |
|
0.618 |
1.0470 |
|
1.000 |
1.0464 |
|
1.618 |
1.0453 |
|
2.618 |
1.0436 |
|
4.250 |
1.0409 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0490 |
1.0449 |
| PP |
1.0487 |
1.0417 |
| S1 |
1.0484 |
1.0386 |
|