CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9974 |
0.9940 |
-0.0034 |
-0.3% |
0.9992 |
| High |
0.9989 |
0.9954 |
-0.0035 |
-0.4% |
1.0055 |
| Low |
0.9934 |
0.9892 |
-0.0042 |
-0.4% |
0.9918 |
| Close |
0.9945 |
0.9928 |
-0.0017 |
-0.2% |
0.9967 |
| Range |
0.0055 |
0.0062 |
0.0007 |
12.7% |
0.0137 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
5,607 |
5,957 |
350 |
6.2% |
3,244 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0081 |
0.9962 |
|
| R3 |
1.0049 |
1.0019 |
0.9945 |
|
| R2 |
0.9987 |
0.9987 |
0.9939 |
|
| R1 |
0.9957 |
0.9957 |
0.9934 |
0.9941 |
| PP |
0.9925 |
0.9925 |
0.9925 |
0.9917 |
| S1 |
0.9895 |
0.9895 |
0.9922 |
0.9879 |
| S2 |
0.9863 |
0.9863 |
0.9917 |
|
| S3 |
0.9801 |
0.9833 |
0.9911 |
|
| S4 |
0.9739 |
0.9771 |
0.9894 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0316 |
1.0042 |
|
| R3 |
1.0254 |
1.0179 |
1.0005 |
|
| R2 |
1.0117 |
1.0117 |
0.9992 |
|
| R1 |
1.0042 |
1.0042 |
0.9980 |
1.0011 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9965 |
| S1 |
0.9905 |
0.9905 |
0.9954 |
0.9874 |
| S2 |
0.9843 |
0.9843 |
0.9942 |
|
| S3 |
0.9706 |
0.9768 |
0.9929 |
|
| S4 |
0.9569 |
0.9631 |
0.9892 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0010 |
0.9892 |
0.0118 |
1.2% |
0.0062 |
0.6% |
31% |
False |
True |
2,783 |
| 10 |
1.0055 |
0.9892 |
0.0163 |
1.6% |
0.0062 |
0.6% |
22% |
False |
True |
1,512 |
| 20 |
1.0167 |
0.9892 |
0.0275 |
2.8% |
0.0066 |
0.7% |
13% |
False |
True |
781 |
| 40 |
1.0220 |
0.9854 |
0.0366 |
3.7% |
0.0068 |
0.7% |
20% |
False |
False |
395 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.5% |
0.0065 |
0.7% |
34% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0218 |
|
2.618 |
1.0116 |
|
1.618 |
1.0054 |
|
1.000 |
1.0016 |
|
0.618 |
0.9992 |
|
HIGH |
0.9954 |
|
0.618 |
0.9930 |
|
0.500 |
0.9923 |
|
0.382 |
0.9916 |
|
LOW |
0.9892 |
|
0.618 |
0.9854 |
|
1.000 |
0.9830 |
|
1.618 |
0.9792 |
|
2.618 |
0.9730 |
|
4.250 |
0.9629 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9926 |
0.9941 |
| PP |
0.9925 |
0.9936 |
| S1 |
0.9923 |
0.9932 |
|