CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9891 |
0.9863 |
-0.0028 |
-0.3% |
0.9813 |
| High |
0.9922 |
0.9931 |
0.0009 |
0.1% |
0.9949 |
| Low |
0.9858 |
0.9789 |
-0.0069 |
-0.7% |
0.9713 |
| Close |
0.9868 |
0.9886 |
0.0018 |
0.2% |
0.9856 |
| Range |
0.0064 |
0.0142 |
0.0078 |
121.9% |
0.0236 |
| ATR |
0.0086 |
0.0090 |
0.0004 |
4.7% |
0.0000 |
| Volume |
16,215 |
38,479 |
22,264 |
137.3% |
107,899 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0232 |
0.9964 |
|
| R3 |
1.0153 |
1.0090 |
0.9925 |
|
| R2 |
1.0011 |
1.0011 |
0.9912 |
|
| R1 |
0.9948 |
0.9948 |
0.9899 |
0.9980 |
| PP |
0.9869 |
0.9869 |
0.9869 |
0.9884 |
| S1 |
0.9806 |
0.9806 |
0.9873 |
0.9838 |
| S2 |
0.9727 |
0.9727 |
0.9860 |
|
| S3 |
0.9585 |
0.9664 |
0.9847 |
|
| S4 |
0.9443 |
0.9522 |
0.9808 |
|
|
| 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 |
0.9789 |
0.0160 |
1.6% |
0.0096 |
1.0% |
61% |
False |
True |
26,118 |
| 10 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0103 |
1.0% |
55% |
False |
False |
23,352 |
| 20 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0085 |
0.9% |
55% |
False |
False |
21,837 |
| 40 |
1.0168 |
0.9713 |
0.0455 |
4.6% |
0.0081 |
0.8% |
38% |
False |
False |
11,257 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0077 |
0.8% |
21% |
False |
False |
7,510 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0072 |
0.7% |
21% |
False |
False |
5,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0535 |
|
2.618 |
1.0303 |
|
1.618 |
1.0161 |
|
1.000 |
1.0073 |
|
0.618 |
1.0019 |
|
HIGH |
0.9931 |
|
0.618 |
0.9877 |
|
0.500 |
0.9860 |
|
0.382 |
0.9843 |
|
LOW |
0.9789 |
|
0.618 |
0.9701 |
|
1.000 |
0.9647 |
|
1.618 |
0.9559 |
|
2.618 |
0.9417 |
|
4.250 |
0.9186 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9877 |
0.9877 |
| PP |
0.9869 |
0.9869 |
| S1 |
0.9860 |
0.9860 |
|