CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9901 |
0.9939 |
0.0038 |
0.4% |
0.9988 |
| High |
0.9954 |
0.9984 |
0.0030 |
0.3% |
0.9998 |
| Low |
0.9893 |
0.9927 |
0.0034 |
0.3% |
0.9870 |
| Close |
0.9937 |
0.9935 |
-0.0002 |
0.0% |
0.9935 |
| Range |
0.0061 |
0.0057 |
-0.0004 |
-6.6% |
0.0128 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
15,838 |
17,865 |
2,027 |
12.8% |
82,131 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0120 |
1.0084 |
0.9966 |
|
| R3 |
1.0063 |
1.0027 |
0.9951 |
|
| R2 |
1.0006 |
1.0006 |
0.9945 |
|
| R1 |
0.9970 |
0.9970 |
0.9940 |
0.9960 |
| PP |
0.9949 |
0.9949 |
0.9949 |
0.9943 |
| S1 |
0.9913 |
0.9913 |
0.9930 |
0.9903 |
| S2 |
0.9892 |
0.9892 |
0.9925 |
|
| S3 |
0.9835 |
0.9856 |
0.9919 |
|
| S4 |
0.9778 |
0.9799 |
0.9904 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0255 |
1.0005 |
|
| R3 |
1.0190 |
1.0127 |
0.9970 |
|
| R2 |
1.0062 |
1.0062 |
0.9958 |
|
| R1 |
0.9999 |
0.9999 |
0.9947 |
0.9967 |
| PP |
0.9934 |
0.9934 |
0.9934 |
0.9918 |
| S1 |
0.9871 |
0.9871 |
0.9923 |
0.9839 |
| S2 |
0.9806 |
0.9806 |
0.9912 |
|
| S3 |
0.9678 |
0.9743 |
0.9900 |
|
| S4 |
0.9550 |
0.9615 |
0.9865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0043 |
0.9870 |
0.0173 |
1.7% |
0.0068 |
0.7% |
38% |
False |
False |
19,706 |
| 10 |
1.0046 |
0.9870 |
0.0176 |
1.8% |
0.0067 |
0.7% |
37% |
False |
False |
19,086 |
| 20 |
1.0163 |
0.9870 |
0.0293 |
2.9% |
0.0075 |
0.8% |
22% |
False |
False |
20,332 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0083 |
0.8% |
49% |
False |
False |
21,372 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
49% |
False |
False |
17,848 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0080 |
0.8% |
27% |
False |
False |
13,399 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0074 |
0.7% |
27% |
False |
False |
10,720 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0070 |
0.7% |
27% |
False |
False |
8,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0226 |
|
2.618 |
1.0133 |
|
1.618 |
1.0076 |
|
1.000 |
1.0041 |
|
0.618 |
1.0019 |
|
HIGH |
0.9984 |
|
0.618 |
0.9962 |
|
0.500 |
0.9956 |
|
0.382 |
0.9949 |
|
LOW |
0.9927 |
|
0.618 |
0.9892 |
|
1.000 |
0.9870 |
|
1.618 |
0.9835 |
|
2.618 |
0.9778 |
|
4.250 |
0.9685 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9956 |
0.9932 |
| PP |
0.9949 |
0.9930 |
| S1 |
0.9942 |
0.9927 |
|