CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9917 |
0.9870 |
-0.0047 |
-0.5% |
0.9932 |
| High |
0.9919 |
0.9928 |
0.0009 |
0.1% |
0.9997 |
| Low |
0.9859 |
0.9868 |
0.0009 |
0.1% |
0.9859 |
| Close |
0.9865 |
0.9909 |
0.0044 |
0.4% |
0.9909 |
| Range |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0138 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
19,171 |
24,997 |
5,826 |
30.4% |
113,104 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0082 |
1.0055 |
0.9942 |
|
| R3 |
1.0022 |
0.9995 |
0.9926 |
|
| R2 |
0.9962 |
0.9962 |
0.9920 |
|
| R1 |
0.9935 |
0.9935 |
0.9915 |
0.9949 |
| PP |
0.9902 |
0.9902 |
0.9902 |
0.9908 |
| S1 |
0.9875 |
0.9875 |
0.9904 |
0.9889 |
| S2 |
0.9842 |
0.9842 |
0.9898 |
|
| S3 |
0.9782 |
0.9815 |
0.9893 |
|
| S4 |
0.9722 |
0.9755 |
0.9876 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0260 |
0.9985 |
|
| R3 |
1.0198 |
1.0122 |
0.9947 |
|
| R2 |
1.0060 |
1.0060 |
0.9934 |
|
| R1 |
0.9984 |
0.9984 |
0.9922 |
0.9953 |
| PP |
0.9922 |
0.9922 |
0.9922 |
0.9906 |
| S1 |
0.9846 |
0.9846 |
0.9896 |
0.9815 |
| S2 |
0.9784 |
0.9784 |
0.9884 |
|
| S3 |
0.9646 |
0.9708 |
0.9871 |
|
| S4 |
0.9508 |
0.9570 |
0.9833 |
|
|
| 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% |
36% |
False |
False |
22,620 |
| 10 |
1.0043 |
0.9859 |
0.0184 |
1.9% |
0.0068 |
0.7% |
27% |
False |
False |
21,163 |
| 20 |
1.0115 |
0.9859 |
0.0256 |
2.6% |
0.0071 |
0.7% |
20% |
False |
False |
19,990 |
| 40 |
1.0163 |
0.9789 |
0.0374 |
3.8% |
0.0077 |
0.8% |
32% |
False |
False |
21,627 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0079 |
0.8% |
44% |
False |
False |
19,691 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0080 |
0.8% |
24% |
False |
False |
14,812 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
24% |
False |
False |
11,851 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0071 |
0.7% |
24% |
False |
False |
9,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0183 |
|
2.618 |
1.0085 |
|
1.618 |
1.0025 |
|
1.000 |
0.9988 |
|
0.618 |
0.9965 |
|
HIGH |
0.9928 |
|
0.618 |
0.9905 |
|
0.500 |
0.9898 |
|
0.382 |
0.9891 |
|
LOW |
0.9868 |
|
0.618 |
0.9831 |
|
1.000 |
0.9808 |
|
1.618 |
0.9771 |
|
2.618 |
0.9711 |
|
4.250 |
0.9613 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9905 |
0.9908 |
| PP |
0.9902 |
0.9907 |
| S1 |
0.9898 |
0.9906 |
|