CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0273 |
1.0264 |
-0.0009 |
-0.1% |
1.0384 |
| High |
1.0327 |
1.0322 |
-0.0005 |
0.0% |
1.0393 |
| Low |
1.0256 |
1.0254 |
-0.0002 |
0.0% |
1.0256 |
| Close |
1.0307 |
1.0264 |
-0.0043 |
-0.4% |
1.0307 |
| Range |
0.0071 |
0.0068 |
-0.0003 |
-4.2% |
0.0137 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
26 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0484 |
1.0442 |
1.0301 |
|
| R3 |
1.0416 |
1.0374 |
1.0283 |
|
| R2 |
1.0348 |
1.0348 |
1.0276 |
|
| R1 |
1.0306 |
1.0306 |
1.0270 |
1.0298 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0276 |
| S1 |
1.0238 |
1.0238 |
1.0258 |
1.0230 |
| S2 |
1.0212 |
1.0212 |
1.0252 |
|
| S3 |
1.0144 |
1.0170 |
1.0245 |
|
| S4 |
1.0076 |
1.0102 |
1.0227 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0730 |
1.0655 |
1.0382 |
|
| R3 |
1.0593 |
1.0518 |
1.0345 |
|
| R2 |
1.0456 |
1.0456 |
1.0332 |
|
| R1 |
1.0381 |
1.0381 |
1.0320 |
1.0350 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0303 |
| S1 |
1.0244 |
1.0244 |
1.0294 |
1.0213 |
| S2 |
1.0182 |
1.0182 |
1.0282 |
|
| S3 |
1.0045 |
1.0107 |
1.0269 |
|
| S4 |
0.9908 |
0.9970 |
1.0232 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0611 |
|
2.618 |
1.0500 |
|
1.618 |
1.0432 |
|
1.000 |
1.0390 |
|
0.618 |
1.0364 |
|
HIGH |
1.0322 |
|
0.618 |
1.0296 |
|
0.500 |
1.0288 |
|
0.382 |
1.0280 |
|
LOW |
1.0254 |
|
0.618 |
1.0212 |
|
1.000 |
1.0186 |
|
1.618 |
1.0144 |
|
2.618 |
1.0076 |
|
4.250 |
0.9965 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0308 |
| PP |
1.0280 |
1.0293 |
| S1 |
1.0272 |
1.0279 |
|