CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0206 |
1.0229 |
0.0023 |
0.2% |
1.0384 |
| High |
1.0213 |
1.0229 |
0.0016 |
0.2% |
1.0393 |
| Low |
1.0180 |
1.0179 |
-0.0001 |
0.0% |
1.0256 |
| Close |
1.0180 |
1.0229 |
0.0049 |
0.5% |
1.0307 |
| Range |
0.0033 |
0.0050 |
0.0017 |
51.5% |
0.0137 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
26 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0346 |
1.0257 |
|
| R3 |
1.0312 |
1.0296 |
1.0243 |
|
| R2 |
1.0262 |
1.0262 |
1.0238 |
|
| R1 |
1.0246 |
1.0246 |
1.0234 |
1.0254 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0217 |
| S1 |
1.0196 |
1.0196 |
1.0224 |
1.0204 |
| S2 |
1.0162 |
1.0162 |
1.0220 |
|
| S3 |
1.0112 |
1.0146 |
1.0215 |
|
| S4 |
1.0062 |
1.0096 |
1.0202 |
|
|
| 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 |
1.0442 |
|
2.618 |
1.0360 |
|
1.618 |
1.0310 |
|
1.000 |
1.0279 |
|
0.618 |
1.0260 |
|
HIGH |
1.0229 |
|
0.618 |
1.0210 |
|
0.500 |
1.0204 |
|
0.382 |
1.0198 |
|
LOW |
1.0179 |
|
0.618 |
1.0148 |
|
1.000 |
1.0129 |
|
1.618 |
1.0098 |
|
2.618 |
1.0048 |
|
4.250 |
0.9967 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0221 |
1.0228 |
| PP |
1.0212 |
1.0226 |
| S1 |
1.0204 |
1.0225 |
|