CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9940 |
0.9863 |
-0.0077 |
-0.8% |
0.9813 |
| High |
0.9942 |
0.9894 |
-0.0048 |
-0.5% |
0.9949 |
| Low |
0.9852 |
0.9840 |
-0.0012 |
-0.1% |
0.9713 |
| Close |
0.9856 |
0.9892 |
0.0036 |
0.4% |
0.9856 |
| Range |
0.0090 |
0.0054 |
-0.0036 |
-40.0% |
0.0236 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
24,867 |
18,907 |
-5,960 |
-24.0% |
107,899 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0037 |
1.0019 |
0.9922 |
|
| R3 |
0.9983 |
0.9965 |
0.9907 |
|
| R2 |
0.9929 |
0.9929 |
0.9902 |
|
| R1 |
0.9911 |
0.9911 |
0.9897 |
0.9920 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9880 |
| S1 |
0.9857 |
0.9857 |
0.9887 |
0.9866 |
| S2 |
0.9821 |
0.9821 |
0.9882 |
|
| S3 |
0.9767 |
0.9803 |
0.9877 |
|
| S4 |
0.9713 |
0.9749 |
0.9862 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0438 |
0.9986 |
|
| R3 |
1.0311 |
1.0202 |
0.9921 |
|
| R2 |
1.0075 |
1.0075 |
0.9899 |
|
| R1 |
0.9966 |
0.9966 |
0.9878 |
1.0021 |
| PP |
0.9839 |
0.9839 |
0.9839 |
0.9867 |
| S1 |
0.9730 |
0.9730 |
0.9834 |
0.9785 |
| S2 |
0.9603 |
0.9603 |
0.9813 |
|
| S3 |
0.9367 |
0.9494 |
0.9791 |
|
| S4 |
0.9131 |
0.9258 |
0.9726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9949 |
0.9713 |
0.0236 |
2.4% |
0.0096 |
1.0% |
76% |
False |
False |
25,361 |
| 10 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0089 |
0.9% |
57% |
False |
False |
19,404 |
| 20 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0082 |
0.8% |
57% |
False |
False |
19,395 |
| 40 |
1.0253 |
0.9713 |
0.0540 |
5.5% |
0.0080 |
0.8% |
33% |
False |
False |
9,890 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
22% |
False |
False |
6,598 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0070 |
0.7% |
22% |
False |
False |
4,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
1.0035 |
|
1.618 |
0.9981 |
|
1.000 |
0.9948 |
|
0.618 |
0.9927 |
|
HIGH |
0.9894 |
|
0.618 |
0.9873 |
|
0.500 |
0.9867 |
|
0.382 |
0.9861 |
|
LOW |
0.9840 |
|
0.618 |
0.9807 |
|
1.000 |
0.9786 |
|
1.618 |
0.9753 |
|
2.618 |
0.9699 |
|
4.250 |
0.9611 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9890 |
| PP |
0.9875 |
0.9887 |
| S1 |
0.9867 |
0.9885 |
|