CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0449 |
1.0352 |
-0.0097 |
-0.9% |
1.0430 |
| High |
1.0472 |
1.0459 |
-0.0013 |
-0.1% |
1.0472 |
| Low |
1.0385 |
1.0332 |
-0.0053 |
-0.5% |
1.0332 |
| Close |
1.0449 |
1.0406 |
-0.0043 |
-0.4% |
1.0406 |
| Range |
0.0087 |
0.0127 |
0.0040 |
46.0% |
0.0140 |
| ATR |
0.0057 |
0.0062 |
0.0005 |
8.7% |
0.0000 |
| Volume |
4 |
205 |
201 |
5,025.0% |
215 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0720 |
1.0476 |
|
| R3 |
1.0653 |
1.0593 |
1.0441 |
|
| R2 |
1.0526 |
1.0526 |
1.0429 |
|
| R1 |
1.0466 |
1.0466 |
1.0418 |
1.0496 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0414 |
| S1 |
1.0339 |
1.0339 |
1.0394 |
1.0369 |
| S2 |
1.0272 |
1.0272 |
1.0383 |
|
| S3 |
1.0145 |
1.0212 |
1.0371 |
|
| S4 |
1.0018 |
1.0085 |
1.0336 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0823 |
1.0755 |
1.0483 |
|
| R3 |
1.0683 |
1.0615 |
1.0445 |
|
| R2 |
1.0543 |
1.0543 |
1.0432 |
|
| R1 |
1.0475 |
1.0475 |
1.0419 |
1.0439 |
| PP |
1.0403 |
1.0403 |
1.0403 |
1.0386 |
| S1 |
1.0335 |
1.0335 |
1.0393 |
1.0299 |
| S2 |
1.0263 |
1.0263 |
1.0380 |
|
| S3 |
1.0123 |
1.0195 |
1.0368 |
|
| S4 |
0.9983 |
1.0055 |
1.0329 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0791 |
|
1.618 |
1.0664 |
|
1.000 |
1.0586 |
|
0.618 |
1.0537 |
|
HIGH |
1.0459 |
|
0.618 |
1.0410 |
|
0.500 |
1.0396 |
|
0.382 |
1.0381 |
|
LOW |
1.0332 |
|
0.618 |
1.0254 |
|
1.000 |
1.0205 |
|
1.618 |
1.0127 |
|
2.618 |
1.0000 |
|
4.250 |
0.9792 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0405 |
| PP |
1.0399 |
1.0403 |
| S1 |
1.0396 |
1.0402 |
|