CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0098 |
0.0007 |
0.1% |
1.0041 |
| High |
1.0112 |
1.0115 |
0.0003 |
0.0% |
1.0163 |
| Low |
1.0022 |
1.0056 |
0.0034 |
0.3% |
0.9976 |
| Close |
1.0082 |
1.0107 |
0.0025 |
0.2% |
1.0082 |
| Range |
0.0090 |
0.0059 |
-0.0031 |
-34.4% |
0.0187 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
22,906 |
13,014 |
-9,892 |
-43.2% |
126,815 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0247 |
1.0139 |
|
| R3 |
1.0211 |
1.0188 |
1.0123 |
|
| R2 |
1.0152 |
1.0152 |
1.0118 |
|
| R1 |
1.0129 |
1.0129 |
1.0112 |
1.0141 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0098 |
| S1 |
1.0070 |
1.0070 |
1.0102 |
1.0082 |
| S2 |
1.0034 |
1.0034 |
1.0096 |
|
| S3 |
0.9975 |
1.0011 |
1.0091 |
|
| S4 |
0.9916 |
0.9952 |
1.0075 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0545 |
1.0185 |
|
| R3 |
1.0448 |
1.0358 |
1.0133 |
|
| R2 |
1.0261 |
1.0261 |
1.0116 |
|
| R1 |
1.0171 |
1.0171 |
1.0099 |
1.0216 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0096 |
| S1 |
0.9984 |
0.9984 |
1.0065 |
1.0029 |
| S2 |
0.9887 |
0.9887 |
1.0048 |
|
| S3 |
0.9700 |
0.9797 |
1.0031 |
|
| S4 |
0.9513 |
0.9610 |
0.9979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0163 |
1.0022 |
0.0141 |
1.4% |
0.0081 |
0.8% |
60% |
False |
False |
22,456 |
| 10 |
1.0163 |
0.9976 |
0.0187 |
1.9% |
0.0076 |
0.7% |
70% |
False |
False |
20,909 |
| 20 |
1.0163 |
0.9789 |
0.0374 |
3.7% |
0.0081 |
0.8% |
85% |
False |
False |
22,209 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0083 |
0.8% |
88% |
False |
False |
20,364 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0084 |
0.8% |
47% |
False |
False |
13,683 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0076 |
0.8% |
47% |
False |
False |
10,265 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0071 |
0.7% |
47% |
False |
False |
8,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0366 |
|
2.618 |
1.0269 |
|
1.618 |
1.0210 |
|
1.000 |
1.0174 |
|
0.618 |
1.0151 |
|
HIGH |
1.0115 |
|
0.618 |
1.0092 |
|
0.500 |
1.0086 |
|
0.382 |
1.0079 |
|
LOW |
1.0056 |
|
0.618 |
1.0020 |
|
1.000 |
0.9997 |
|
1.618 |
0.9961 |
|
2.618 |
0.9902 |
|
4.250 |
0.9805 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0100 |
1.0100 |
| PP |
1.0093 |
1.0093 |
| S1 |
1.0086 |
1.0087 |
|