CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0106 |
0.0008 |
0.1% |
1.0041 |
| High |
1.0115 |
1.0109 |
-0.0006 |
-0.1% |
1.0163 |
| Low |
1.0056 |
1.0010 |
-0.0046 |
-0.5% |
0.9976 |
| Close |
1.0107 |
1.0051 |
-0.0056 |
-0.6% |
1.0082 |
| Range |
0.0059 |
0.0099 |
0.0040 |
67.8% |
0.0187 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.5% |
0.0000 |
| Volume |
13,014 |
20,153 |
7,139 |
54.9% |
126,815 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0301 |
1.0105 |
|
| R3 |
1.0255 |
1.0202 |
1.0078 |
|
| R2 |
1.0156 |
1.0156 |
1.0069 |
|
| R1 |
1.0103 |
1.0103 |
1.0060 |
1.0080 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0045 |
| S1 |
1.0004 |
1.0004 |
1.0042 |
0.9981 |
| S2 |
0.9958 |
0.9958 |
1.0033 |
|
| S3 |
0.9859 |
0.9905 |
1.0024 |
|
| S4 |
0.9760 |
0.9806 |
0.9997 |
|
|
| 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 |
1.0151 |
1.0010 |
0.0141 |
1.4% |
0.0079 |
0.8% |
29% |
False |
True |
19,632 |
| 10 |
1.0163 |
0.9976 |
0.0187 |
1.9% |
0.0079 |
0.8% |
40% |
False |
False |
21,508 |
| 20 |
1.0163 |
0.9789 |
0.0374 |
3.7% |
0.0083 |
0.8% |
70% |
False |
False |
22,272 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0082 |
0.8% |
75% |
False |
False |
20,833 |
| 60 |
1.0253 |
0.9713 |
0.0540 |
5.4% |
0.0081 |
0.8% |
63% |
False |
False |
14,018 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0077 |
0.8% |
41% |
False |
False |
10,517 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0072 |
0.7% |
41% |
False |
False |
8,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0530 |
|
2.618 |
1.0368 |
|
1.618 |
1.0269 |
|
1.000 |
1.0208 |
|
0.618 |
1.0170 |
|
HIGH |
1.0109 |
|
0.618 |
1.0071 |
|
0.500 |
1.0060 |
|
0.382 |
1.0048 |
|
LOW |
1.0010 |
|
0.618 |
0.9949 |
|
1.000 |
0.9911 |
|
1.618 |
0.9850 |
|
2.618 |
0.9751 |
|
4.250 |
0.9589 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0060 |
1.0063 |
| PP |
1.0057 |
1.0059 |
| S1 |
1.0054 |
1.0055 |
|