CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9880 |
0.9930 |
0.0050 |
0.5% |
0.9901 |
| High |
0.9934 |
0.9958 |
0.0024 |
0.2% |
1.0035 |
| Low |
0.9862 |
0.9913 |
0.0051 |
0.5% |
0.9850 |
| Close |
0.9915 |
0.9930 |
0.0015 |
0.2% |
0.9883 |
| Range |
0.0072 |
0.0045 |
-0.0027 |
-37.5% |
0.0185 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
4,488 |
7,057 |
2,569 |
57.2% |
6,320 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0044 |
0.9955 |
|
| R3 |
1.0024 |
0.9999 |
0.9942 |
|
| R2 |
0.9979 |
0.9979 |
0.9938 |
|
| R1 |
0.9954 |
0.9954 |
0.9934 |
0.9953 |
| PP |
0.9934 |
0.9934 |
0.9934 |
0.9933 |
| S1 |
0.9909 |
0.9909 |
0.9926 |
0.9908 |
| S2 |
0.9889 |
0.9889 |
0.9922 |
|
| S3 |
0.9844 |
0.9864 |
0.9918 |
|
| S4 |
0.9799 |
0.9819 |
0.9905 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0365 |
0.9985 |
|
| R3 |
1.0293 |
1.0180 |
0.9934 |
|
| R2 |
1.0108 |
1.0108 |
0.9917 |
|
| R1 |
0.9995 |
0.9995 |
0.9900 |
0.9959 |
| PP |
0.9923 |
0.9923 |
0.9923 |
0.9905 |
| S1 |
0.9810 |
0.9810 |
0.9866 |
0.9774 |
| S2 |
0.9738 |
0.9738 |
0.9849 |
|
| S3 |
0.9553 |
0.9625 |
0.9832 |
|
| S4 |
0.9368 |
0.9440 |
0.9781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0035 |
0.9850 |
0.0185 |
1.9% |
0.0073 |
0.7% |
43% |
False |
False |
3,064 |
| 10 |
1.0035 |
0.9850 |
0.0185 |
1.9% |
0.0078 |
0.8% |
43% |
False |
False |
1,974 |
| 20 |
1.0140 |
0.9850 |
0.0290 |
2.9% |
0.0075 |
0.8% |
28% |
False |
False |
1,027 |
| 40 |
1.0544 |
0.9850 |
0.0694 |
7.0% |
0.0074 |
0.7% |
12% |
False |
False |
522 |
| 60 |
1.0544 |
0.9850 |
0.0694 |
7.0% |
0.0068 |
0.7% |
12% |
False |
False |
352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0149 |
|
2.618 |
1.0076 |
|
1.618 |
1.0031 |
|
1.000 |
1.0003 |
|
0.618 |
0.9986 |
|
HIGH |
0.9958 |
|
0.618 |
0.9941 |
|
0.500 |
0.9936 |
|
0.382 |
0.9930 |
|
LOW |
0.9913 |
|
0.618 |
0.9885 |
|
1.000 |
0.9868 |
|
1.618 |
0.9840 |
|
2.618 |
0.9795 |
|
4.250 |
0.9722 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9936 |
0.9921 |
| PP |
0.9934 |
0.9913 |
| S1 |
0.9932 |
0.9904 |
|