CME Swiss Franc Future June 2017
Trading Metrics calculated at close of trading on 27-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.9994 |
0.9992 |
-0.0002 |
0.0% |
1.0051 |
High |
1.0040 |
1.0019 |
-0.0021 |
-0.2% |
1.0056 |
Low |
0.9987 |
0.9968 |
-0.0019 |
-0.2% |
0.9931 |
Close |
0.9995 |
0.9973 |
-0.0022 |
-0.2% |
0.9995 |
Range |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0125 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
80 |
58 |
-22 |
-27.5% |
390 |
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0140 |
1.0107 |
1.0001 |
|
R3 |
1.0089 |
1.0056 |
0.9987 |
|
R2 |
1.0038 |
1.0038 |
0.9982 |
|
R1 |
1.0005 |
1.0005 |
0.9978 |
0.9996 |
PP |
0.9987 |
0.9987 |
0.9987 |
0.9982 |
S1 |
0.9954 |
0.9954 |
0.9968 |
0.9945 |
S2 |
0.9936 |
0.9936 |
0.9964 |
|
S3 |
0.9885 |
0.9903 |
0.9959 |
|
S4 |
0.9834 |
0.9852 |
0.9945 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0369 |
1.0307 |
1.0064 |
|
R3 |
1.0244 |
1.0182 |
1.0029 |
|
R2 |
1.0119 |
1.0119 |
1.0018 |
|
R1 |
1.0057 |
1.0057 |
1.0006 |
1.0026 |
PP |
0.9994 |
0.9994 |
0.9994 |
0.9978 |
S1 |
0.9932 |
0.9932 |
0.9984 |
0.9901 |
S2 |
0.9869 |
0.9869 |
0.9972 |
|
S3 |
0.9744 |
0.9807 |
0.9961 |
|
S4 |
0.9619 |
0.9682 |
0.9926 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0056 |
0.9931 |
0.0125 |
1.3% |
0.0062 |
0.6% |
34% |
False |
False |
89 |
10 |
1.0103 |
0.9931 |
0.0172 |
1.7% |
0.0062 |
0.6% |
24% |
False |
False |
77 |
20 |
1.0220 |
0.9931 |
0.0289 |
2.9% |
0.0067 |
0.7% |
15% |
False |
False |
50 |
40 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0073 |
0.7% |
44% |
False |
False |
30 |
60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0061 |
0.6% |
44% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0236 |
2.618 |
1.0153 |
1.618 |
1.0102 |
1.000 |
1.0070 |
0.618 |
1.0051 |
HIGH |
1.0019 |
0.618 |
1.0000 |
0.500 |
0.9994 |
0.382 |
0.9987 |
LOW |
0.9968 |
0.618 |
0.9936 |
1.000 |
0.9917 |
1.618 |
0.9885 |
2.618 |
0.9834 |
4.250 |
0.9751 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9994 |
0.9997 |
PP |
0.9987 |
0.9989 |
S1 |
0.9980 |
0.9981 |
|