CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 13-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.9998 |
0.9974 |
-0.0024 |
-0.2% |
1.0098 |
High |
1.0004 |
0.9994 |
-0.0010 |
-0.1% |
1.0115 |
Low |
0.9952 |
0.9944 |
-0.0008 |
-0.1% |
0.9952 |
Close |
0.9979 |
0.9957 |
-0.0022 |
-0.2% |
0.9979 |
Range |
0.0052 |
0.0050 |
-0.0002 |
-3.8% |
0.0163 |
ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
18,248 |
12,982 |
-5,266 |
-28.9% |
91,191 |
|
Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0115 |
1.0086 |
0.9985 |
|
R3 |
1.0065 |
1.0036 |
0.9971 |
|
R2 |
1.0015 |
1.0015 |
0.9966 |
|
R1 |
0.9986 |
0.9986 |
0.9962 |
0.9976 |
PP |
0.9965 |
0.9965 |
0.9965 |
0.9960 |
S1 |
0.9936 |
0.9936 |
0.9952 |
0.9926 |
S2 |
0.9915 |
0.9915 |
0.9948 |
|
S3 |
0.9865 |
0.9886 |
0.9943 |
|
S4 |
0.9815 |
0.9836 |
0.9930 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0504 |
1.0405 |
1.0069 |
|
R3 |
1.0341 |
1.0242 |
1.0024 |
|
R2 |
1.0178 |
1.0178 |
1.0009 |
|
R1 |
1.0079 |
1.0079 |
0.9994 |
1.0047 |
PP |
1.0015 |
1.0015 |
1.0015 |
1.0000 |
S1 |
0.9916 |
0.9916 |
0.9964 |
0.9884 |
S2 |
0.9852 |
0.9852 |
0.9949 |
|
S3 |
0.9689 |
0.9753 |
0.9934 |
|
S4 |
0.9526 |
0.9590 |
0.9889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0109 |
0.9944 |
0.0165 |
1.7% |
0.0071 |
0.7% |
8% |
False |
True |
18,231 |
10 |
1.0163 |
0.9944 |
0.0219 |
2.2% |
0.0076 |
0.8% |
6% |
False |
True |
20,343 |
20 |
1.0163 |
0.9894 |
0.0269 |
2.7% |
0.0077 |
0.8% |
23% |
False |
False |
20,902 |
40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0081 |
0.8% |
54% |
False |
False |
21,605 |
60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
54% |
False |
False |
15,197 |
80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0078 |
0.8% |
29% |
False |
False |
11,404 |
100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0074 |
0.7% |
29% |
False |
False |
9,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0207 |
2.618 |
1.0125 |
1.618 |
1.0075 |
1.000 |
1.0044 |
0.618 |
1.0025 |
HIGH |
0.9994 |
0.618 |
0.9975 |
0.500 |
0.9969 |
0.382 |
0.9963 |
LOW |
0.9944 |
0.618 |
0.9913 |
1.000 |
0.9894 |
1.618 |
0.9863 |
2.618 |
0.9813 |
4.250 |
0.9732 |
|
|
Fisher Pivots for day following 13-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9969 |
1.0012 |
PP |
0.9965 |
0.9993 |
S1 |
0.9961 |
0.9975 |
|