CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.0144 |
1.0093 |
-0.0051 |
-0.5% |
1.0197 |
High |
1.0162 |
1.0146 |
-0.0016 |
-0.2% |
1.0239 |
Low |
1.0126 |
1.0084 |
-0.0042 |
-0.4% |
1.0122 |
Close |
1.0144 |
1.0137 |
-0.0007 |
-0.1% |
1.0141 |
Range |
0.0036 |
0.0062 |
0.0026 |
72.2% |
0.0117 |
ATR |
0.0055 |
0.0056 |
0.0000 |
0.9% |
0.0000 |
Volume |
1 |
8 |
7 |
700.0% |
11 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0308 |
1.0285 |
1.0171 |
|
R3 |
1.0246 |
1.0223 |
1.0154 |
|
R2 |
1.0184 |
1.0184 |
1.0148 |
|
R1 |
1.0161 |
1.0161 |
1.0143 |
1.0173 |
PP |
1.0122 |
1.0122 |
1.0122 |
1.0128 |
S1 |
1.0099 |
1.0099 |
1.0131 |
1.0111 |
S2 |
1.0060 |
1.0060 |
1.0126 |
|
S3 |
0.9998 |
1.0037 |
1.0120 |
|
S4 |
0.9936 |
0.9975 |
1.0103 |
|
|
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 |
1.0410 |
2.618 |
1.0308 |
1.618 |
1.0246 |
1.000 |
1.0208 |
0.618 |
1.0184 |
HIGH |
1.0146 |
0.618 |
1.0122 |
0.500 |
1.0115 |
0.382 |
1.0108 |
LOW |
1.0084 |
0.618 |
1.0046 |
1.000 |
1.0022 |
1.618 |
0.9984 |
2.618 |
0.9922 |
4.250 |
0.9821 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0130 |
1.0132 |
PP |
1.0122 |
1.0128 |
S1 |
1.0115 |
1.0123 |
|