CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9934 |
0.9854 |
-0.0080 |
-0.8% |
0.9901 |
| High |
0.9974 |
0.9860 |
-0.0114 |
-1.1% |
1.0035 |
| Low |
0.9836 |
0.9723 |
-0.0113 |
-1.1% |
0.9850 |
| Close |
0.9872 |
0.9763 |
-0.0109 |
-1.1% |
0.9883 |
| Range |
0.0138 |
0.0137 |
-0.0001 |
-0.7% |
0.0185 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
6.0% |
0.0000 |
| Volume |
27,246 |
23,510 |
-3,736 |
-13.7% |
6,320 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0115 |
0.9838 |
|
| R3 |
1.0056 |
0.9978 |
0.9801 |
|
| R2 |
0.9919 |
0.9919 |
0.9788 |
|
| R1 |
0.9841 |
0.9841 |
0.9776 |
0.9812 |
| PP |
0.9782 |
0.9782 |
0.9782 |
0.9767 |
| S1 |
0.9704 |
0.9704 |
0.9750 |
0.9675 |
| S2 |
0.9645 |
0.9645 |
0.9738 |
|
| S3 |
0.9508 |
0.9567 |
0.9725 |
|
| S4 |
0.9371 |
0.9430 |
0.9688 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0365 |
0.9985 |
|
| R3 |
1.0293 |
1.0180 |
0.9934 |
|
| R2 |
1.0108 |
1.0108 |
0.9917 |
|
| R1 |
0.9995 |
0.9995 |
0.9900 |
0.9959 |
| PP |
0.9923 |
0.9923 |
0.9923 |
0.9905 |
| S1 |
0.9810 |
0.9810 |
0.9866 |
0.9774 |
| S2 |
0.9738 |
0.9738 |
0.9849 |
|
| S3 |
0.9553 |
0.9625 |
0.9832 |
|
| S4 |
0.9368 |
0.9440 |
0.9781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9974 |
0.9723 |
0.0251 |
2.6% |
0.0089 |
0.9% |
16% |
False |
True |
12,732 |
| 10 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0089 |
0.9% |
13% |
False |
True |
6,950 |
| 20 |
1.0073 |
0.9723 |
0.0350 |
3.6% |
0.0080 |
0.8% |
11% |
False |
True |
3,551 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0079 |
0.8% |
5% |
False |
True |
1,791 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0070 |
0.7% |
5% |
False |
True |
1,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0442 |
|
2.618 |
1.0219 |
|
1.618 |
1.0082 |
|
1.000 |
0.9997 |
|
0.618 |
0.9945 |
|
HIGH |
0.9860 |
|
0.618 |
0.9808 |
|
0.500 |
0.9792 |
|
0.382 |
0.9775 |
|
LOW |
0.9723 |
|
0.618 |
0.9638 |
|
1.000 |
0.9586 |
|
1.618 |
0.9501 |
|
2.618 |
0.9364 |
|
4.250 |
0.9141 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9792 |
0.9849 |
| PP |
0.9782 |
0.9820 |
| S1 |
0.9773 |
0.9792 |
|