CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9930 |
0.9934 |
0.0004 |
0.0% |
0.9901 |
| High |
0.9958 |
0.9974 |
0.0016 |
0.2% |
1.0035 |
| Low |
0.9913 |
0.9836 |
-0.0077 |
-0.8% |
0.9850 |
| Close |
0.9930 |
0.9872 |
-0.0058 |
-0.6% |
0.9883 |
| Range |
0.0045 |
0.0138 |
0.0093 |
206.7% |
0.0185 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
5.7% |
0.0000 |
| Volume |
7,057 |
27,246 |
20,189 |
286.1% |
6,320 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0228 |
0.9948 |
|
| R3 |
1.0170 |
1.0090 |
0.9910 |
|
| R2 |
1.0032 |
1.0032 |
0.9897 |
|
| R1 |
0.9952 |
0.9952 |
0.9885 |
0.9923 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9880 |
| S1 |
0.9814 |
0.9814 |
0.9859 |
0.9785 |
| S2 |
0.9756 |
0.9756 |
0.9847 |
|
| S3 |
0.9618 |
0.9676 |
0.9834 |
|
| S4 |
0.9480 |
0.9538 |
0.9796 |
|
|
| 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 |
0.9836 |
0.0199 |
2.0% |
0.0092 |
0.9% |
18% |
False |
True |
8,304 |
| 10 |
1.0035 |
0.9836 |
0.0199 |
2.0% |
0.0083 |
0.8% |
18% |
False |
True |
4,655 |
| 20 |
1.0085 |
0.9836 |
0.0249 |
2.5% |
0.0077 |
0.8% |
14% |
False |
True |
2,381 |
| 40 |
1.0544 |
0.9836 |
0.0708 |
7.2% |
0.0076 |
0.8% |
5% |
False |
True |
1,204 |
| 60 |
1.0544 |
0.9836 |
0.0708 |
7.2% |
0.0069 |
0.7% |
5% |
False |
True |
806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0561 |
|
2.618 |
1.0335 |
|
1.618 |
1.0197 |
|
1.000 |
1.0112 |
|
0.618 |
1.0059 |
|
HIGH |
0.9974 |
|
0.618 |
0.9921 |
|
0.500 |
0.9905 |
|
0.382 |
0.9889 |
|
LOW |
0.9836 |
|
0.618 |
0.9751 |
|
1.000 |
0.9698 |
|
1.618 |
0.9613 |
|
2.618 |
0.9475 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9905 |
0.9905 |
| PP |
0.9894 |
0.9894 |
| S1 |
0.9883 |
0.9883 |
|