CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0130 |
0.0057 |
0.6% |
1.0006 |
| High |
1.0163 |
1.0138 |
-0.0025 |
-0.2% |
1.0067 |
| Low |
1.0055 |
1.0061 |
0.0006 |
0.1% |
0.9992 |
| Close |
1.0136 |
1.0102 |
-0.0034 |
-0.3% |
1.0034 |
| Range |
0.0108 |
0.0077 |
-0.0031 |
-28.7% |
0.0075 |
| ATR |
0.0084 |
0.0084 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
34,273 |
24,337 |
-9,936 |
-29.0% |
88,886 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0294 |
1.0144 |
|
| R3 |
1.0254 |
1.0217 |
1.0123 |
|
| R2 |
1.0177 |
1.0177 |
1.0116 |
|
| R1 |
1.0140 |
1.0140 |
1.0109 |
1.0120 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0091 |
| S1 |
1.0063 |
1.0063 |
1.0095 |
1.0043 |
| S2 |
1.0023 |
1.0023 |
1.0088 |
|
| S3 |
0.9946 |
0.9986 |
1.0081 |
|
| S4 |
0.9869 |
0.9909 |
1.0060 |
|
|
| 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 |
1.0163 |
0.9976 |
0.0187 |
1.9% |
0.0084 |
0.8% |
67% |
False |
False |
25,123 |
| 10 |
1.0163 |
0.9906 |
0.0257 |
2.5% |
0.0075 |
0.7% |
76% |
False |
False |
21,942 |
| 20 |
1.0163 |
0.9755 |
0.0408 |
4.0% |
0.0085 |
0.8% |
85% |
False |
False |
23,410 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0084 |
0.8% |
86% |
False |
False |
19,112 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0084 |
0.8% |
47% |
False |
False |
12,791 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0076 |
0.8% |
47% |
False |
False |
9,594 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0070 |
0.7% |
47% |
False |
False |
7,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0465 |
|
2.618 |
1.0340 |
|
1.618 |
1.0263 |
|
1.000 |
1.0215 |
|
0.618 |
1.0186 |
|
HIGH |
1.0138 |
|
0.618 |
1.0109 |
|
0.500 |
1.0100 |
|
0.382 |
1.0090 |
|
LOW |
1.0061 |
|
0.618 |
1.0013 |
|
1.000 |
0.9984 |
|
1.618 |
0.9936 |
|
2.618 |
0.9859 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0091 |
| PP |
1.0100 |
1.0080 |
| S1 |
1.0100 |
1.0070 |
|