CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9925 |
0.9929 |
0.0004 |
0.0% |
0.9863 |
| High |
0.9989 |
1.0034 |
0.0045 |
0.5% |
0.9989 |
| Low |
0.9909 |
0.9894 |
-0.0015 |
-0.2% |
0.9789 |
| Close |
0.9939 |
1.0008 |
0.0069 |
0.7% |
0.9939 |
| Range |
0.0080 |
0.0140 |
0.0060 |
75.0% |
0.0200 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.1% |
0.0000 |
| Volume |
20,187 |
35,241 |
15,054 |
74.6% |
117,301 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0343 |
1.0085 |
|
| R3 |
1.0259 |
1.0203 |
1.0046 |
|
| R2 |
1.0119 |
1.0119 |
1.0034 |
|
| R1 |
1.0063 |
1.0063 |
1.0021 |
1.0091 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9993 |
| S1 |
0.9923 |
0.9923 |
0.9995 |
0.9951 |
| S2 |
0.9839 |
0.9839 |
0.9982 |
|
| S3 |
0.9699 |
0.9783 |
0.9970 |
|
| S4 |
0.9559 |
0.9643 |
0.9931 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0422 |
1.0049 |
|
| R3 |
1.0306 |
1.0222 |
0.9994 |
|
| R2 |
1.0106 |
1.0106 |
0.9976 |
|
| R1 |
1.0022 |
1.0022 |
0.9957 |
1.0064 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9927 |
| S1 |
0.9822 |
0.9822 |
0.9921 |
0.9864 |
| S2 |
0.9706 |
0.9706 |
0.9902 |
|
| S3 |
0.9506 |
0.9622 |
0.9884 |
|
| S4 |
0.9306 |
0.9422 |
0.9829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0034 |
0.9789 |
0.0245 |
2.4% |
0.0103 |
1.0% |
89% |
True |
False |
26,727 |
| 10 |
1.0034 |
0.9713 |
0.0321 |
3.2% |
0.0099 |
1.0% |
92% |
True |
False |
26,044 |
| 20 |
1.0034 |
0.9713 |
0.0321 |
3.2% |
0.0085 |
0.8% |
92% |
True |
False |
22,894 |
| 40 |
1.0073 |
0.9713 |
0.0360 |
3.6% |
0.0083 |
0.8% |
82% |
False |
False |
13,223 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0081 |
0.8% |
35% |
False |
False |
8,825 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0074 |
0.7% |
35% |
False |
False |
6,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0629 |
|
2.618 |
1.0401 |
|
1.618 |
1.0261 |
|
1.000 |
1.0174 |
|
0.618 |
1.0121 |
|
HIGH |
1.0034 |
|
0.618 |
0.9981 |
|
0.500 |
0.9964 |
|
0.382 |
0.9947 |
|
LOW |
0.9894 |
|
0.618 |
0.9807 |
|
1.000 |
0.9754 |
|
1.618 |
0.9667 |
|
2.618 |
0.9527 |
|
4.250 |
0.9299 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9993 |
0.9992 |
| PP |
0.9979 |
0.9975 |
| S1 |
0.9964 |
0.9959 |
|