CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9953 |
1.0041 |
0.0088 |
0.9% |
0.9974 |
| High |
1.0046 |
1.0043 |
-0.0003 |
0.0% |
1.0046 |
| Low |
0.9951 |
0.9976 |
0.0025 |
0.3% |
0.9880 |
| Close |
1.0040 |
0.9978 |
-0.0062 |
-0.6% |
0.9978 |
| Range |
0.0095 |
0.0067 |
-0.0028 |
-29.5% |
0.0166 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
21,144 |
16,403 |
-4,741 |
-22.4% |
90,484 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0156 |
1.0015 |
|
| R3 |
1.0133 |
1.0089 |
0.9996 |
|
| R2 |
1.0066 |
1.0066 |
0.9990 |
|
| R1 |
1.0022 |
1.0022 |
0.9984 |
1.0011 |
| PP |
0.9999 |
0.9999 |
0.9999 |
0.9993 |
| S1 |
0.9955 |
0.9955 |
0.9972 |
0.9944 |
| S2 |
0.9932 |
0.9932 |
0.9966 |
|
| S3 |
0.9865 |
0.9888 |
0.9960 |
|
| S4 |
0.9798 |
0.9821 |
0.9941 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0388 |
1.0069 |
|
| R3 |
1.0300 |
1.0222 |
1.0024 |
|
| R2 |
1.0134 |
1.0134 |
1.0008 |
|
| R1 |
1.0056 |
1.0056 |
0.9993 |
1.0095 |
| PP |
0.9968 |
0.9968 |
0.9968 |
0.9988 |
| S1 |
0.9890 |
0.9890 |
0.9963 |
0.9929 |
| S2 |
0.9802 |
0.9802 |
0.9948 |
|
| S3 |
0.9636 |
0.9724 |
0.9932 |
|
| S4 |
0.9470 |
0.9558 |
0.9887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0046 |
0.9880 |
0.0166 |
1.7% |
0.0070 |
0.7% |
59% |
False |
False |
18,096 |
| 10 |
1.0115 |
0.9880 |
0.0235 |
2.4% |
0.0071 |
0.7% |
42% |
False |
False |
18,167 |
| 20 |
1.0163 |
0.9880 |
0.0283 |
2.8% |
0.0073 |
0.7% |
35% |
False |
False |
19,868 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
59% |
False |
False |
21,043 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
59% |
False |
False |
16,485 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0080 |
0.8% |
32% |
False |
False |
12,373 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0075 |
0.7% |
32% |
False |
False |
9,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0328 |
|
2.618 |
1.0218 |
|
1.618 |
1.0151 |
|
1.000 |
1.0110 |
|
0.618 |
1.0084 |
|
HIGH |
1.0043 |
|
0.618 |
1.0017 |
|
0.500 |
1.0010 |
|
0.382 |
1.0002 |
|
LOW |
0.9976 |
|
0.618 |
0.9935 |
|
1.000 |
0.9909 |
|
1.618 |
0.9868 |
|
2.618 |
0.9801 |
|
4.250 |
0.9691 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
0.9973 |
| PP |
0.9999 |
0.9968 |
| S1 |
0.9989 |
0.9963 |
|