CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9988 |
0.9959 |
-0.0029 |
-0.3% |
0.9974 |
| High |
0.9988 |
1.0074 |
0.0086 |
0.9% |
0.9989 |
| Low |
0.9950 |
0.9956 |
0.0006 |
0.1% |
0.9892 |
| Close |
0.9960 |
1.0052 |
0.0092 |
0.9% |
0.9964 |
| Range |
0.0038 |
0.0118 |
0.0080 |
210.5% |
0.0097 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.2% |
0.0000 |
| Volume |
14,472 |
30,432 |
15,960 |
110.3% |
88,731 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0381 |
1.0335 |
1.0117 |
|
| R3 |
1.0263 |
1.0217 |
1.0084 |
|
| R2 |
1.0145 |
1.0145 |
1.0074 |
|
| R1 |
1.0099 |
1.0099 |
1.0063 |
1.0122 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0039 |
| S1 |
0.9981 |
0.9981 |
1.0041 |
1.0004 |
| S2 |
0.9909 |
0.9909 |
1.0030 |
|
| S3 |
0.9791 |
0.9863 |
1.0020 |
|
| S4 |
0.9673 |
0.9745 |
0.9987 |
|
|
| 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 |
1.0074 |
0.9900 |
0.0174 |
1.7% |
0.0070 |
0.7% |
87% |
True |
False |
24,440 |
| 10 |
1.0074 |
0.9892 |
0.0182 |
1.8% |
0.0062 |
0.6% |
88% |
True |
False |
15,764 |
| 20 |
1.0103 |
0.9892 |
0.0211 |
2.1% |
0.0065 |
0.7% |
76% |
False |
False |
7,990 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.3% |
0.0065 |
0.6% |
49% |
False |
False |
4,005 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0067 |
0.7% |
62% |
False |
False |
2,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0576 |
|
2.618 |
1.0383 |
|
1.618 |
1.0265 |
|
1.000 |
1.0192 |
|
0.618 |
1.0147 |
|
HIGH |
1.0074 |
|
0.618 |
1.0029 |
|
0.500 |
1.0015 |
|
0.382 |
1.0001 |
|
LOW |
0.9956 |
|
0.618 |
0.9883 |
|
1.000 |
0.9838 |
|
1.618 |
0.9765 |
|
2.618 |
0.9647 |
|
4.250 |
0.9455 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0040 |
1.0037 |
| PP |
1.0027 |
1.0022 |
| S1 |
1.0015 |
1.0008 |
|