CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0359 |
1.0317 |
-0.0042 |
-0.4% |
1.0430 |
| High |
1.0366 |
1.0362 |
-0.0004 |
0.0% |
1.0472 |
| Low |
1.0359 |
1.0276 |
-0.0083 |
-0.8% |
1.0332 |
| Close |
1.0359 |
1.0278 |
-0.0081 |
-0.8% |
1.0406 |
| Range |
0.0007 |
0.0086 |
0.0079 |
1,128.6% |
0.0140 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.5% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
215 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0563 |
1.0507 |
1.0325 |
|
| R3 |
1.0477 |
1.0421 |
1.0302 |
|
| R2 |
1.0391 |
1.0391 |
1.0294 |
|
| R1 |
1.0335 |
1.0335 |
1.0286 |
1.0320 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0298 |
| S1 |
1.0249 |
1.0249 |
1.0270 |
1.0234 |
| S2 |
1.0219 |
1.0219 |
1.0262 |
|
| S3 |
1.0133 |
1.0163 |
1.0254 |
|
| S4 |
1.0047 |
1.0077 |
1.0231 |
|
|
| 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 |
1.0728 |
|
2.618 |
1.0587 |
|
1.618 |
1.0501 |
|
1.000 |
1.0448 |
|
0.618 |
1.0415 |
|
HIGH |
1.0362 |
|
0.618 |
1.0329 |
|
0.500 |
1.0319 |
|
0.382 |
1.0309 |
|
LOW |
1.0276 |
|
0.618 |
1.0223 |
|
1.000 |
1.0190 |
|
1.618 |
1.0137 |
|
2.618 |
1.0051 |
|
4.250 |
0.9911 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0319 |
1.0319 |
| PP |
1.0305 |
1.0305 |
| S1 |
1.0292 |
1.0292 |
|