CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0139 |
0.0021 |
0.2% |
0.9956 |
| High |
1.0175 |
1.0142 |
-0.0033 |
-0.3% |
1.0115 |
| Low |
1.0109 |
1.0111 |
0.0002 |
0.0% |
0.9941 |
| Close |
1.0137 |
1.0121 |
-0.0016 |
-0.2% |
1.0081 |
| Range |
0.0066 |
0.0031 |
-0.0035 |
-53.0% |
0.0174 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
24,832 |
14,806 |
-10,026 |
-40.4% |
110,821 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0200 |
1.0138 |
|
| R3 |
1.0187 |
1.0169 |
1.0130 |
|
| R2 |
1.0156 |
1.0156 |
1.0127 |
|
| R1 |
1.0138 |
1.0138 |
1.0124 |
1.0132 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0121 |
| S1 |
1.0107 |
1.0107 |
1.0118 |
1.0101 |
| S2 |
1.0094 |
1.0094 |
1.0115 |
|
| S3 |
1.0063 |
1.0076 |
1.0112 |
|
| S4 |
1.0032 |
1.0045 |
1.0104 |
|
|
| 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 |
1.0175 |
1.0051 |
0.0124 |
1.2% |
0.0053 |
0.5% |
56% |
False |
False |
18,374 |
| 10 |
1.0175 |
0.9907 |
0.0268 |
2.6% |
0.0061 |
0.6% |
80% |
False |
False |
21,340 |
| 20 |
1.0175 |
0.9892 |
0.0283 |
2.8% |
0.0061 |
0.6% |
81% |
False |
False |
13,864 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.2% |
0.0064 |
0.6% |
70% |
False |
False |
6,954 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0068 |
0.7% |
78% |
False |
False |
4,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0223 |
|
1.618 |
1.0192 |
|
1.000 |
1.0173 |
|
0.618 |
1.0161 |
|
HIGH |
1.0142 |
|
0.618 |
1.0130 |
|
0.500 |
1.0127 |
|
0.382 |
1.0123 |
|
LOW |
1.0111 |
|
0.618 |
1.0092 |
|
1.000 |
1.0080 |
|
1.618 |
1.0061 |
|
2.618 |
1.0030 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0127 |
1.0118 |
| PP |
1.0125 |
1.0116 |
| S1 |
1.0123 |
1.0113 |
|