CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
1.0020 |
-0.0010 |
-0.1% |
1.0006 |
| High |
1.0055 |
1.0053 |
-0.0002 |
0.0% |
1.0067 |
| Low |
0.9997 |
0.9992 |
-0.0005 |
-0.1% |
0.9992 |
| Close |
1.0030 |
1.0034 |
0.0004 |
0.0% |
1.0034 |
| Range |
0.0058 |
0.0061 |
0.0003 |
5.2% |
0.0075 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
23,420 |
16,036 |
-7,384 |
-31.5% |
88,886 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0183 |
1.0068 |
|
| R3 |
1.0148 |
1.0122 |
1.0051 |
|
| R2 |
1.0087 |
1.0087 |
1.0045 |
|
| R1 |
1.0061 |
1.0061 |
1.0040 |
1.0074 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0033 |
| S1 |
1.0000 |
1.0000 |
1.0028 |
1.0013 |
| S2 |
0.9965 |
0.9965 |
1.0023 |
|
| S3 |
0.9904 |
0.9939 |
1.0017 |
|
| S4 |
0.9843 |
0.9878 |
1.0000 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0256 |
1.0220 |
1.0075 |
|
| R3 |
1.0181 |
1.0145 |
1.0055 |
|
| R2 |
1.0106 |
1.0106 |
1.0048 |
|
| R1 |
1.0070 |
1.0070 |
1.0041 |
1.0088 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0040 |
| S1 |
0.9995 |
0.9995 |
1.0027 |
1.0013 |
| S2 |
0.9956 |
0.9956 |
1.0020 |
|
| S3 |
0.9881 |
0.9920 |
1.0013 |
|
| S4 |
0.9806 |
0.9845 |
0.9993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0067 |
0.9992 |
0.0075 |
0.7% |
0.0059 |
0.6% |
56% |
False |
True |
17,777 |
| 10 |
1.0067 |
0.9894 |
0.0173 |
1.7% |
0.0074 |
0.7% |
81% |
False |
False |
20,725 |
| 20 |
1.0067 |
0.9713 |
0.0354 |
3.5% |
0.0090 |
0.9% |
91% |
False |
False |
22,587 |
| 40 |
1.0067 |
0.9713 |
0.0354 |
3.5% |
0.0082 |
0.8% |
91% |
False |
False |
17,005 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0082 |
0.8% |
39% |
False |
False |
11,355 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0074 |
0.7% |
39% |
False |
False |
8,517 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0069 |
0.7% |
39% |
False |
False |
6,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0312 |
|
2.618 |
1.0213 |
|
1.618 |
1.0152 |
|
1.000 |
1.0114 |
|
0.618 |
1.0091 |
|
HIGH |
1.0053 |
|
0.618 |
1.0030 |
|
0.500 |
1.0023 |
|
0.382 |
1.0015 |
|
LOW |
0.9992 |
|
0.618 |
0.9954 |
|
1.000 |
0.9931 |
|
1.618 |
0.9893 |
|
2.618 |
0.9832 |
|
4.250 |
0.9733 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0031 |
| PP |
1.0026 |
1.0028 |
| S1 |
1.0023 |
1.0025 |
|