CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0131 |
-0.0020 |
-0.2% |
1.0197 |
| High |
1.0239 |
1.0154 |
-0.0085 |
-0.8% |
1.0239 |
| Low |
1.0151 |
1.0122 |
-0.0029 |
-0.3% |
1.0122 |
| Close |
1.0151 |
1.0141 |
-0.0010 |
-0.1% |
1.0141 |
| Range |
0.0088 |
0.0032 |
-0.0056 |
-63.6% |
0.0117 |
| ATR |
0.0058 |
0.0057 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
0 |
9 |
9 |
|
11 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0235 |
1.0220 |
1.0159 |
|
| R3 |
1.0203 |
1.0188 |
1.0150 |
|
| R2 |
1.0171 |
1.0171 |
1.0147 |
|
| R1 |
1.0156 |
1.0156 |
1.0144 |
1.0164 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0143 |
| S1 |
1.0124 |
1.0124 |
1.0138 |
1.0132 |
| S2 |
1.0107 |
1.0107 |
1.0135 |
|
| S3 |
1.0075 |
1.0092 |
1.0132 |
|
| S4 |
1.0043 |
1.0060 |
1.0123 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0447 |
1.0205 |
|
| R3 |
1.0401 |
1.0330 |
1.0173 |
|
| R2 |
1.0284 |
1.0284 |
1.0162 |
|
| R1 |
1.0213 |
1.0213 |
1.0152 |
1.0190 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0156 |
| S1 |
1.0096 |
1.0096 |
1.0130 |
1.0073 |
| S2 |
1.0050 |
1.0050 |
1.0120 |
|
| S3 |
0.9933 |
0.9979 |
1.0109 |
|
| S4 |
0.9816 |
0.9862 |
1.0077 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0238 |
|
1.618 |
1.0206 |
|
1.000 |
1.0186 |
|
0.618 |
1.0174 |
|
HIGH |
1.0154 |
|
0.618 |
1.0142 |
|
0.500 |
1.0138 |
|
0.382 |
1.0134 |
|
LOW |
1.0122 |
|
0.618 |
1.0102 |
|
1.000 |
1.0090 |
|
1.618 |
1.0070 |
|
2.618 |
1.0038 |
|
4.250 |
0.9986 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0140 |
1.0181 |
| PP |
1.0139 |
1.0167 |
| S1 |
1.0138 |
1.0154 |
|