CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0117 |
1.0164 |
0.0047 |
0.5% |
1.0078 |
| High |
1.0164 |
1.0242 |
0.0078 |
0.8% |
1.0175 |
| Low |
1.0094 |
1.0157 |
0.0063 |
0.6% |
1.0051 |
| Close |
1.0148 |
1.0204 |
0.0056 |
0.6% |
1.0148 |
| Range |
0.0070 |
0.0085 |
0.0015 |
21.4% |
0.0124 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.5% |
0.0000 |
| Volume |
14,671 |
24,711 |
10,040 |
68.4% |
89,075 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0456 |
1.0415 |
1.0251 |
|
| R3 |
1.0371 |
1.0330 |
1.0227 |
|
| R2 |
1.0286 |
1.0286 |
1.0220 |
|
| R1 |
1.0245 |
1.0245 |
1.0212 |
1.0266 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0211 |
| S1 |
1.0160 |
1.0160 |
1.0196 |
1.0181 |
| S2 |
1.0116 |
1.0116 |
1.0188 |
|
| S3 |
1.0031 |
1.0075 |
1.0181 |
|
| S4 |
0.9946 |
0.9990 |
1.0157 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0446 |
1.0216 |
|
| R3 |
1.0373 |
1.0322 |
1.0182 |
|
| R2 |
1.0249 |
1.0249 |
1.0171 |
|
| R1 |
1.0198 |
1.0198 |
1.0159 |
1.0224 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0137 |
| S1 |
1.0074 |
1.0074 |
1.0137 |
1.0100 |
| S2 |
1.0001 |
1.0001 |
1.0125 |
|
| S3 |
0.9877 |
0.9950 |
1.0114 |
|
| S4 |
0.9753 |
0.9826 |
1.0080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0242 |
1.0051 |
0.0191 |
1.9% |
0.0067 |
0.7% |
80% |
True |
False |
20,076 |
| 10 |
1.0242 |
0.9950 |
0.0292 |
2.9% |
0.0064 |
0.6% |
87% |
True |
False |
20,228 |
| 20 |
1.0242 |
0.9892 |
0.0350 |
3.4% |
0.0063 |
0.6% |
89% |
True |
False |
15,826 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.4% |
0.0065 |
0.6% |
89% |
True |
False |
7,938 |
| 60 |
1.0242 |
0.9778 |
0.0464 |
4.5% |
0.0069 |
0.7% |
92% |
True |
False |
5,295 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.5% |
0.0062 |
0.6% |
92% |
True |
False |
3,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0603 |
|
2.618 |
1.0465 |
|
1.618 |
1.0380 |
|
1.000 |
1.0327 |
|
0.618 |
1.0295 |
|
HIGH |
1.0242 |
|
0.618 |
1.0210 |
|
0.500 |
1.0200 |
|
0.382 |
1.0189 |
|
LOW |
1.0157 |
|
0.618 |
1.0104 |
|
1.000 |
1.0072 |
|
1.618 |
1.0019 |
|
2.618 |
0.9934 |
|
4.250 |
0.9796 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0192 |
| PP |
1.0201 |
1.0180 |
| S1 |
1.0200 |
1.0168 |
|