CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 02-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
0.9945 |
0.9917 |
-0.0028 |
-0.3% |
0.9988 |
High |
0.9952 |
0.9919 |
-0.0033 |
-0.3% |
0.9998 |
Low |
0.9876 |
0.9859 |
-0.0017 |
-0.2% |
0.9870 |
Close |
0.9915 |
0.9865 |
-0.0050 |
-0.5% |
0.9935 |
Range |
0.0076 |
0.0060 |
-0.0016 |
-21.1% |
0.0128 |
ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
27,503 |
19,171 |
-8,332 |
-30.3% |
82,131 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0061 |
1.0023 |
0.9898 |
|
R3 |
1.0001 |
0.9963 |
0.9882 |
|
R2 |
0.9941 |
0.9941 |
0.9876 |
|
R1 |
0.9903 |
0.9903 |
0.9871 |
0.9892 |
PP |
0.9881 |
0.9881 |
0.9881 |
0.9876 |
S1 |
0.9843 |
0.9843 |
0.9859 |
0.9832 |
S2 |
0.9821 |
0.9821 |
0.9854 |
|
S3 |
0.9761 |
0.9783 |
0.9848 |
|
S4 |
0.9701 |
0.9723 |
0.9832 |
|
|
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 |
0.9997 |
0.9859 |
0.0138 |
1.4% |
0.0068 |
0.7% |
4% |
False |
True |
21,194 |
10 |
1.0046 |
0.9859 |
0.0187 |
1.9% |
0.0072 |
0.7% |
3% |
False |
True |
20,778 |
20 |
1.0151 |
0.9859 |
0.0292 |
3.0% |
0.0071 |
0.7% |
2% |
False |
True |
19,628 |
40 |
1.0163 |
0.9755 |
0.0408 |
4.1% |
0.0078 |
0.8% |
27% |
False |
False |
21,519 |
60 |
1.0163 |
0.9713 |
0.0450 |
4.6% |
0.0080 |
0.8% |
34% |
False |
False |
19,284 |
80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0081 |
0.8% |
18% |
False |
False |
14,500 |
100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
18% |
False |
False |
11,601 |
120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0070 |
0.7% |
18% |
False |
False |
9,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0174 |
2.618 |
1.0076 |
1.618 |
1.0016 |
1.000 |
0.9979 |
0.618 |
0.9956 |
HIGH |
0.9919 |
0.618 |
0.9896 |
0.500 |
0.9889 |
0.382 |
0.9882 |
LOW |
0.9859 |
0.618 |
0.9822 |
1.000 |
0.9799 |
1.618 |
0.9762 |
2.618 |
0.9702 |
4.250 |
0.9604 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9889 |
0.9928 |
PP |
0.9881 |
0.9907 |
S1 |
0.9873 |
0.9886 |
|