CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0106 |
1.0043 |
-0.0063 |
-0.6% |
1.0041 |
| High |
1.0109 |
1.0086 |
-0.0023 |
-0.2% |
1.0163 |
| Low |
1.0010 |
1.0016 |
0.0006 |
0.1% |
0.9976 |
| Close |
1.0051 |
1.0063 |
0.0012 |
0.1% |
1.0082 |
| Range |
0.0099 |
0.0070 |
-0.0029 |
-29.3% |
0.0187 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
20,153 |
17,643 |
-2,510 |
-12.5% |
126,815 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0234 |
1.0102 |
|
| R3 |
1.0195 |
1.0164 |
1.0082 |
|
| R2 |
1.0125 |
1.0125 |
1.0076 |
|
| R1 |
1.0094 |
1.0094 |
1.0069 |
1.0110 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0063 |
| S1 |
1.0024 |
1.0024 |
1.0057 |
1.0040 |
| S2 |
0.9985 |
0.9985 |
1.0050 |
|
| S3 |
0.9915 |
0.9954 |
1.0044 |
|
| S4 |
0.9845 |
0.9884 |
1.0025 |
|
|
| 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% |
0.0078 |
0.8% |
38% |
False |
False |
18,293 |
| 10 |
1.0163 |
0.9976 |
0.0187 |
1.9% |
0.0081 |
0.8% |
47% |
False |
False |
21,708 |
| 20 |
1.0163 |
0.9789 |
0.0374 |
3.7% |
0.0083 |
0.8% |
73% |
False |
False |
22,343 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0083 |
0.8% |
78% |
False |
False |
21,240 |
| 60 |
1.0240 |
0.9713 |
0.0527 |
5.2% |
0.0081 |
0.8% |
66% |
False |
False |
14,311 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0078 |
0.8% |
42% |
False |
False |
10,737 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0073 |
0.7% |
42% |
False |
False |
8,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0384 |
|
2.618 |
1.0269 |
|
1.618 |
1.0199 |
|
1.000 |
1.0156 |
|
0.618 |
1.0129 |
|
HIGH |
1.0086 |
|
0.618 |
1.0059 |
|
0.500 |
1.0051 |
|
0.382 |
1.0043 |
|
LOW |
1.0016 |
|
0.618 |
0.9973 |
|
1.000 |
0.9946 |
|
1.618 |
0.9903 |
|
2.618 |
0.9833 |
|
4.250 |
0.9719 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0059 |
1.0063 |
| PP |
1.0055 |
1.0063 |
| S1 |
1.0051 |
1.0063 |
|