CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0332 |
1.0379 |
0.0047 |
0.5% |
1.0144 |
| High |
1.0391 |
1.0389 |
-0.0002 |
0.0% |
1.0220 |
| Low |
1.0332 |
1.0326 |
-0.0006 |
-0.1% |
1.0084 |
| Close |
1.0354 |
1.0341 |
-0.0013 |
-0.1% |
1.0208 |
| Range |
0.0059 |
0.0063 |
0.0004 |
6.8% |
0.0136 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0000 |
| Volume |
10 |
13 |
3 |
30.0% |
24 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0504 |
1.0376 |
|
| R3 |
1.0478 |
1.0441 |
1.0358 |
|
| R2 |
1.0415 |
1.0415 |
1.0353 |
|
| R1 |
1.0378 |
1.0378 |
1.0347 |
1.0365 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0346 |
| S1 |
1.0315 |
1.0315 |
1.0335 |
1.0302 |
| S2 |
1.0289 |
1.0289 |
1.0329 |
|
| S3 |
1.0226 |
1.0252 |
1.0324 |
|
| S4 |
1.0163 |
1.0189 |
1.0306 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0529 |
1.0283 |
|
| R3 |
1.0443 |
1.0393 |
1.0245 |
|
| R2 |
1.0307 |
1.0307 |
1.0233 |
|
| R1 |
1.0257 |
1.0257 |
1.0220 |
1.0282 |
| PP |
1.0171 |
1.0171 |
1.0171 |
1.0183 |
| S1 |
1.0121 |
1.0121 |
1.0196 |
1.0146 |
| S2 |
1.0035 |
1.0035 |
1.0183 |
|
| S3 |
0.9899 |
0.9985 |
1.0171 |
|
| S4 |
0.9763 |
0.9849 |
1.0133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0657 |
|
2.618 |
1.0554 |
|
1.618 |
1.0491 |
|
1.000 |
1.0452 |
|
0.618 |
1.0428 |
|
HIGH |
1.0389 |
|
0.618 |
1.0365 |
|
0.500 |
1.0358 |
|
0.382 |
1.0350 |
|
LOW |
1.0326 |
|
0.618 |
1.0287 |
|
1.000 |
1.0263 |
|
1.618 |
1.0224 |
|
2.618 |
1.0161 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0358 |
1.0334 |
| PP |
1.0352 |
1.0328 |
| S1 |
1.0347 |
1.0321 |
|