CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0078 |
-0.0016 |
-0.2% |
0.9956 |
| High |
1.0115 |
1.0099 |
-0.0016 |
-0.2% |
1.0115 |
| Low |
1.0066 |
1.0065 |
-0.0001 |
0.0% |
0.9941 |
| Close |
1.0081 |
1.0068 |
-0.0013 |
-0.1% |
1.0081 |
| Range |
0.0049 |
0.0034 |
-0.0015 |
-30.6% |
0.0174 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
17,466 |
13,403 |
-4,063 |
-23.3% |
110,821 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0179 |
1.0158 |
1.0087 |
|
| R3 |
1.0145 |
1.0124 |
1.0077 |
|
| R2 |
1.0111 |
1.0111 |
1.0074 |
|
| R1 |
1.0090 |
1.0090 |
1.0071 |
1.0084 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0074 |
| S1 |
1.0056 |
1.0056 |
1.0065 |
1.0050 |
| S2 |
1.0043 |
1.0043 |
1.0062 |
|
| S3 |
1.0009 |
1.0022 |
1.0059 |
|
| S4 |
0.9975 |
0.9988 |
1.0049 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0498 |
1.0177 |
|
| R3 |
1.0394 |
1.0324 |
1.0129 |
|
| R2 |
1.0220 |
1.0220 |
1.0113 |
|
| R1 |
1.0150 |
1.0150 |
1.0097 |
1.0185 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0063 |
| S1 |
0.9976 |
0.9976 |
1.0065 |
1.0011 |
| S2 |
0.9872 |
0.9872 |
1.0049 |
|
| S3 |
0.9698 |
0.9802 |
1.0033 |
|
| S4 |
0.9524 |
0.9628 |
0.9985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0115 |
0.9950 |
0.0165 |
1.6% |
0.0060 |
0.6% |
72% |
False |
False |
20,380 |
| 10 |
1.0115 |
0.9892 |
0.0223 |
2.2% |
0.0059 |
0.6% |
79% |
False |
False |
20,734 |
| 20 |
1.0115 |
0.9892 |
0.0223 |
2.2% |
0.0062 |
0.6% |
79% |
False |
False |
10,829 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.3% |
0.0063 |
0.6% |
54% |
False |
False |
5,429 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0067 |
0.7% |
66% |
False |
False |
3,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0244 |
|
2.618 |
1.0188 |
|
1.618 |
1.0154 |
|
1.000 |
1.0133 |
|
0.618 |
1.0120 |
|
HIGH |
1.0099 |
|
0.618 |
1.0086 |
|
0.500 |
1.0082 |
|
0.382 |
1.0078 |
|
LOW |
1.0065 |
|
0.618 |
1.0044 |
|
1.000 |
1.0031 |
|
1.618 |
1.0010 |
|
2.618 |
0.9976 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0082 |
1.0079 |
| PP |
1.0077 |
1.0075 |
| S1 |
1.0073 |
1.0072 |
|