CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 22-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9988 |
0.9913 |
-0.0075 |
-0.8% |
0.9974 |
| High |
0.9998 |
0.9931 |
-0.0067 |
-0.7% |
1.0046 |
| Low |
0.9904 |
0.9870 |
-0.0034 |
-0.3% |
0.9880 |
| Close |
0.9925 |
0.9916 |
-0.0009 |
-0.1% |
0.9978 |
| Range |
0.0094 |
0.0061 |
-0.0033 |
-35.1% |
0.0166 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
25,271 |
23,157 |
-2,114 |
-8.4% |
90,484 |
|
| Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0089 |
1.0063 |
0.9950 |
|
| R3 |
1.0028 |
1.0002 |
0.9933 |
|
| R2 |
0.9967 |
0.9967 |
0.9927 |
|
| R1 |
0.9941 |
0.9941 |
0.9922 |
0.9954 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9912 |
| S1 |
0.9880 |
0.9880 |
0.9910 |
0.9893 |
| S2 |
0.9845 |
0.9845 |
0.9905 |
|
| S3 |
0.9784 |
0.9819 |
0.9899 |
|
| S4 |
0.9723 |
0.9758 |
0.9882 |
|
|
| 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 |
0.9870 |
0.0176 |
1.8% |
0.0080 |
0.8% |
26% |
False |
True |
21,736 |
| 10 |
1.0086 |
0.9870 |
0.0216 |
2.2% |
0.0071 |
0.7% |
21% |
False |
True |
19,693 |
| 20 |
1.0163 |
0.9870 |
0.0293 |
3.0% |
0.0075 |
0.8% |
16% |
False |
True |
20,600 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0081 |
0.8% |
45% |
False |
False |
20,910 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0081 |
0.8% |
45% |
False |
False |
17,289 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0080 |
0.8% |
24% |
False |
False |
12,978 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
24% |
False |
False |
10,385 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0070 |
0.7% |
24% |
False |
False |
8,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0091 |
|
1.618 |
1.0030 |
|
1.000 |
0.9992 |
|
0.618 |
0.9969 |
|
HIGH |
0.9931 |
|
0.618 |
0.9908 |
|
0.500 |
0.9901 |
|
0.382 |
0.9893 |
|
LOW |
0.9870 |
|
0.618 |
0.9832 |
|
1.000 |
0.9809 |
|
1.618 |
0.9771 |
|
2.618 |
0.9710 |
|
4.250 |
0.9611 |
|
|
| Fisher Pivots for day following 22-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9911 |
0.9957 |
| PP |
0.9906 |
0.9943 |
| S1 |
0.9901 |
0.9930 |
|