CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9956 |
0.9988 |
0.0032 |
0.3% |
0.9974 |
| High |
0.9998 |
0.9988 |
-0.0010 |
-0.1% |
0.9989 |
| Low |
0.9941 |
0.9950 |
0.0009 |
0.1% |
0.9892 |
| Close |
0.9987 |
0.9960 |
-0.0027 |
-0.3% |
0.9964 |
| Range |
0.0057 |
0.0038 |
-0.0019 |
-33.3% |
0.0097 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
22,324 |
14,472 |
-7,852 |
-35.2% |
88,731 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0080 |
1.0058 |
0.9981 |
|
| R3 |
1.0042 |
1.0020 |
0.9970 |
|
| R2 |
1.0004 |
1.0004 |
0.9967 |
|
| R1 |
0.9982 |
0.9982 |
0.9963 |
0.9974 |
| PP |
0.9966 |
0.9966 |
0.9966 |
0.9962 |
| S1 |
0.9944 |
0.9944 |
0.9957 |
0.9936 |
| S2 |
0.9928 |
0.9928 |
0.9953 |
|
| S3 |
0.9890 |
0.9906 |
0.9950 |
|
| S4 |
0.9852 |
0.9868 |
0.9939 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0199 |
1.0017 |
|
| R3 |
1.0142 |
1.0102 |
0.9991 |
|
| R2 |
1.0045 |
1.0045 |
0.9982 |
|
| R1 |
1.0005 |
1.0005 |
0.9973 |
0.9977 |
| PP |
0.9948 |
0.9948 |
0.9948 |
0.9934 |
| S1 |
0.9908 |
0.9908 |
0.9955 |
0.9880 |
| S2 |
0.9851 |
0.9851 |
0.9946 |
|
| S3 |
0.9754 |
0.9811 |
0.9937 |
|
| S4 |
0.9657 |
0.9714 |
0.9911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9998 |
0.9900 |
0.0098 |
1.0% |
0.0053 |
0.5% |
61% |
False |
False |
22,792 |
| 10 |
1.0010 |
0.9892 |
0.0118 |
1.2% |
0.0057 |
0.6% |
58% |
False |
False |
12,787 |
| 20 |
1.0103 |
0.9892 |
0.0211 |
2.1% |
0.0062 |
0.6% |
32% |
False |
False |
6,473 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.3% |
0.0065 |
0.7% |
21% |
False |
False |
3,244 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0065 |
0.7% |
41% |
False |
False |
2,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0149 |
|
2.618 |
1.0087 |
|
1.618 |
1.0049 |
|
1.000 |
1.0026 |
|
0.618 |
1.0011 |
|
HIGH |
0.9988 |
|
0.618 |
0.9973 |
|
0.500 |
0.9969 |
|
0.382 |
0.9965 |
|
LOW |
0.9950 |
|
0.618 |
0.9927 |
|
1.000 |
0.9912 |
|
1.618 |
0.9889 |
|
2.618 |
0.9851 |
|
4.250 |
0.9789 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9969 |
0.9958 |
| PP |
0.9966 |
0.9955 |
| S1 |
0.9963 |
0.9953 |
|