CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0013 |
0.9956 |
-0.0057 |
-0.6% |
0.9863 |
| High |
1.0019 |
0.9985 |
-0.0034 |
-0.3% |
0.9989 |
| Low |
0.9952 |
0.9906 |
-0.0046 |
-0.5% |
0.9789 |
| Close |
0.9987 |
0.9955 |
-0.0032 |
-0.3% |
0.9939 |
| Range |
0.0067 |
0.0079 |
0.0012 |
17.9% |
0.0200 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
18,565 |
25,426 |
6,861 |
37.0% |
117,301 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0149 |
0.9998 |
|
| R3 |
1.0107 |
1.0070 |
0.9977 |
|
| R2 |
1.0028 |
1.0028 |
0.9969 |
|
| R1 |
0.9991 |
0.9991 |
0.9962 |
0.9970 |
| PP |
0.9949 |
0.9949 |
0.9949 |
0.9938 |
| S1 |
0.9912 |
0.9912 |
0.9948 |
0.9891 |
| S2 |
0.9870 |
0.9870 |
0.9941 |
|
| S3 |
0.9791 |
0.9833 |
0.9933 |
|
| S4 |
0.9712 |
0.9754 |
0.9912 |
|
|
| 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 |
0.9883 |
0.0151 |
1.5% |
0.0091 |
0.9% |
48% |
False |
False |
24,586 |
| 10 |
1.0034 |
0.9789 |
0.0245 |
2.5% |
0.0094 |
0.9% |
68% |
False |
False |
25,352 |
| 20 |
1.0034 |
0.9713 |
0.0321 |
3.2% |
0.0086 |
0.9% |
75% |
False |
False |
22,081 |
| 40 |
1.0035 |
0.9713 |
0.0322 |
3.2% |
0.0083 |
0.8% |
75% |
False |
False |
14,320 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0081 |
0.8% |
29% |
False |
False |
9,558 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0074 |
0.7% |
29% |
False |
False |
7,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0321 |
|
2.618 |
1.0192 |
|
1.618 |
1.0113 |
|
1.000 |
1.0064 |
|
0.618 |
1.0034 |
|
HIGH |
0.9985 |
|
0.618 |
0.9955 |
|
0.500 |
0.9946 |
|
0.382 |
0.9936 |
|
LOW |
0.9906 |
|
0.618 |
0.9857 |
|
1.000 |
0.9827 |
|
1.618 |
0.9778 |
|
2.618 |
0.9699 |
|
4.250 |
0.9570 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9952 |
0.9964 |
| PP |
0.9949 |
0.9961 |
| S1 |
0.9946 |
0.9958 |
|