CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9959 |
1.0056 |
0.0097 |
1.0% |
0.9974 |
| High |
1.0074 |
1.0106 |
0.0032 |
0.3% |
0.9989 |
| Low |
0.9956 |
1.0043 |
0.0087 |
0.9% |
0.9892 |
| Close |
1.0052 |
1.0092 |
0.0040 |
0.4% |
0.9964 |
| Range |
0.0118 |
0.0063 |
-0.0055 |
-46.6% |
0.0097 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
30,432 |
26,127 |
-4,305 |
-14.1% |
88,731 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0269 |
1.0244 |
1.0127 |
|
| R3 |
1.0206 |
1.0181 |
1.0109 |
|
| R2 |
1.0143 |
1.0143 |
1.0104 |
|
| R1 |
1.0118 |
1.0118 |
1.0098 |
1.0131 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0087 |
| S1 |
1.0055 |
1.0055 |
1.0086 |
1.0068 |
| S2 |
1.0017 |
1.0017 |
1.0080 |
|
| S3 |
0.9954 |
0.9992 |
1.0075 |
|
| S4 |
0.9891 |
0.9929 |
1.0057 |
|
|
| 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 |
1.0106 |
0.9907 |
0.0199 |
2.0% |
0.0070 |
0.7% |
93% |
True |
False |
24,307 |
| 10 |
1.0106 |
0.9892 |
0.0214 |
2.1% |
0.0062 |
0.6% |
93% |
True |
False |
18,304 |
| 20 |
1.0106 |
0.9892 |
0.0214 |
2.1% |
0.0065 |
0.6% |
93% |
True |
False |
9,293 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.3% |
0.0065 |
0.6% |
61% |
False |
False |
4,657 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0068 |
0.7% |
71% |
False |
False |
3,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0374 |
|
2.618 |
1.0271 |
|
1.618 |
1.0208 |
|
1.000 |
1.0169 |
|
0.618 |
1.0145 |
|
HIGH |
1.0106 |
|
0.618 |
1.0082 |
|
0.500 |
1.0075 |
|
0.382 |
1.0067 |
|
LOW |
1.0043 |
|
0.618 |
1.0004 |
|
1.000 |
0.9980 |
|
1.618 |
0.9941 |
|
2.618 |
0.9878 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0086 |
1.0071 |
| PP |
1.0080 |
1.0049 |
| S1 |
1.0075 |
1.0028 |
|