CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9819 |
0.9813 |
-0.0006 |
-0.1% |
0.9786 |
| High |
1.0029 |
0.9833 |
-0.0196 |
-2.0% |
1.0029 |
| Low |
0.9812 |
0.9713 |
-0.0099 |
-1.0% |
0.9738 |
| Close |
0.9866 |
0.9775 |
-0.0091 |
-0.9% |
0.9866 |
| Range |
0.0217 |
0.0120 |
-0.0097 |
-44.7% |
0.0291 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
6.3% |
0.0000 |
| Volume |
23,973 |
30,219 |
6,246 |
26.1% |
59,363 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0134 |
1.0074 |
0.9841 |
|
| R3 |
1.0014 |
0.9954 |
0.9808 |
|
| R2 |
0.9894 |
0.9894 |
0.9797 |
|
| R1 |
0.9834 |
0.9834 |
0.9786 |
0.9804 |
| PP |
0.9774 |
0.9774 |
0.9774 |
0.9759 |
| S1 |
0.9714 |
0.9714 |
0.9764 |
0.9684 |
| S2 |
0.9654 |
0.9654 |
0.9753 |
|
| S3 |
0.9534 |
0.9594 |
0.9742 |
|
| S4 |
0.9414 |
0.9474 |
0.9709 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0599 |
1.0026 |
|
| R3 |
1.0460 |
1.0308 |
0.9946 |
|
| R2 |
1.0169 |
1.0169 |
0.9919 |
|
| R1 |
1.0017 |
1.0017 |
0.9893 |
1.0093 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9916 |
| S1 |
0.9726 |
0.9726 |
0.9839 |
0.9802 |
| S2 |
0.9587 |
0.9587 |
0.9813 |
|
| S3 |
0.9296 |
0.9435 |
0.9786 |
|
| S4 |
0.9005 |
0.9144 |
0.9706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0099 |
1.0% |
20% |
False |
True |
17,916 |
| 10 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0076 |
0.8% |
20% |
False |
True |
18,638 |
| 20 |
1.0035 |
0.9713 |
0.0322 |
3.3% |
0.0083 |
0.8% |
19% |
False |
True |
14,814 |
| 40 |
1.0544 |
0.9713 |
0.0831 |
8.5% |
0.0083 |
0.9% |
7% |
False |
True |
7,481 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.5% |
0.0074 |
0.8% |
7% |
False |
True |
4,989 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.5% |
0.0066 |
0.7% |
7% |
False |
True |
3,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0343 |
|
2.618 |
1.0147 |
|
1.618 |
1.0027 |
|
1.000 |
0.9953 |
|
0.618 |
0.9907 |
|
HIGH |
0.9833 |
|
0.618 |
0.9787 |
|
0.500 |
0.9773 |
|
0.382 |
0.9759 |
|
LOW |
0.9713 |
|
0.618 |
0.9639 |
|
1.000 |
0.9593 |
|
1.618 |
0.9519 |
|
2.618 |
0.9399 |
|
4.250 |
0.9203 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9774 |
0.9871 |
| PP |
0.9774 |
0.9839 |
| S1 |
0.9773 |
0.9807 |
|