CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0006 |
1.0061 |
0.0055 |
0.5% |
0.9929 |
| High |
1.0062 |
1.0067 |
0.0005 |
0.0% |
1.0034 |
| Low |
1.0006 |
1.0005 |
-0.0001 |
0.0% |
0.9894 |
| Close |
1.0041 |
1.0007 |
-0.0034 |
-0.3% |
1.0010 |
| Range |
0.0056 |
0.0062 |
0.0006 |
10.7% |
0.0140 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
19,616 |
14,169 |
-5,447 |
-27.8% |
98,183 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0212 |
1.0172 |
1.0041 |
|
| R3 |
1.0150 |
1.0110 |
1.0024 |
|
| R2 |
1.0088 |
1.0088 |
1.0018 |
|
| R1 |
1.0048 |
1.0048 |
1.0013 |
1.0037 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0021 |
| S1 |
0.9986 |
0.9986 |
1.0001 |
0.9975 |
| S2 |
0.9964 |
0.9964 |
0.9996 |
|
| S3 |
0.9902 |
0.9924 |
0.9990 |
|
| S4 |
0.9840 |
0.9862 |
0.9973 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0345 |
1.0087 |
|
| R3 |
1.0259 |
1.0205 |
1.0048 |
|
| R2 |
1.0119 |
1.0119 |
1.0036 |
|
| R1 |
1.0065 |
1.0065 |
1.0023 |
1.0092 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9993 |
| S1 |
0.9925 |
0.9925 |
0.9997 |
0.9952 |
| S2 |
0.9839 |
0.9839 |
0.9984 |
|
| S3 |
0.9699 |
0.9785 |
0.9972 |
|
| S4 |
0.9559 |
0.9645 |
0.9933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0067 |
0.9906 |
0.0161 |
1.6% |
0.0069 |
0.7% |
63% |
True |
False |
19,345 |
| 10 |
1.0067 |
0.9789 |
0.0278 |
2.8% |
0.0086 |
0.9% |
78% |
True |
False |
23,036 |
| 20 |
1.0067 |
0.9713 |
0.0354 |
3.5% |
0.0088 |
0.9% |
83% |
True |
False |
21,220 |
| 40 |
1.0067 |
0.9713 |
0.0354 |
3.5% |
0.0083 |
0.8% |
83% |
True |
False |
15,633 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0082 |
0.8% |
35% |
False |
False |
10,437 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0075 |
0.7% |
35% |
False |
False |
7,831 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0069 |
0.7% |
35% |
False |
False |
6,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0331 |
|
2.618 |
1.0229 |
|
1.618 |
1.0167 |
|
1.000 |
1.0129 |
|
0.618 |
1.0105 |
|
HIGH |
1.0067 |
|
0.618 |
1.0043 |
|
0.500 |
1.0036 |
|
0.382 |
1.0029 |
|
LOW |
1.0005 |
|
0.618 |
0.9967 |
|
1.000 |
0.9943 |
|
1.618 |
0.9905 |
|
2.618 |
0.9843 |
|
4.250 |
0.9742 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0036 |
1.0005 |
| PP |
1.0026 |
1.0002 |
| S1 |
1.0017 |
1.0000 |
|