CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0217 |
1.0206 |
-0.0011 |
-0.1% |
1.0384 |
| High |
1.0270 |
1.0213 |
-0.0057 |
-0.6% |
1.0393 |
| Low |
1.0198 |
1.0180 |
-0.0018 |
-0.2% |
1.0256 |
| Close |
1.0200 |
1.0180 |
-0.0020 |
-0.2% |
1.0307 |
| Range |
0.0072 |
0.0033 |
-0.0039 |
-54.2% |
0.0137 |
| ATR |
0.0067 |
0.0064 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
26 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0290 |
1.0268 |
1.0198 |
|
| R3 |
1.0257 |
1.0235 |
1.0189 |
|
| R2 |
1.0224 |
1.0224 |
1.0186 |
|
| R1 |
1.0202 |
1.0202 |
1.0183 |
1.0197 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0188 |
| S1 |
1.0169 |
1.0169 |
1.0177 |
1.0164 |
| S2 |
1.0158 |
1.0158 |
1.0174 |
|
| S3 |
1.0125 |
1.0136 |
1.0171 |
|
| S4 |
1.0092 |
1.0103 |
1.0162 |
|
|
| 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 |
1.0353 |
|
2.618 |
1.0299 |
|
1.618 |
1.0266 |
|
1.000 |
1.0246 |
|
0.618 |
1.0233 |
|
HIGH |
1.0213 |
|
0.618 |
1.0200 |
|
0.500 |
1.0197 |
|
0.382 |
1.0193 |
|
LOW |
1.0180 |
|
0.618 |
1.0160 |
|
1.000 |
1.0147 |
|
1.618 |
1.0127 |
|
2.618 |
1.0094 |
|
4.250 |
1.0040 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0197 |
1.0251 |
| PP |
1.0191 |
1.0227 |
| S1 |
1.0186 |
1.0204 |
|