CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9766 |
0.9795 |
0.0029 |
0.3% |
0.9880 |
| High |
0.9819 |
0.9838 |
0.0019 |
0.2% |
0.9974 |
| Low |
0.9752 |
0.9779 |
0.0027 |
0.3% |
0.9723 |
| Close |
0.9785 |
0.9791 |
0.0006 |
0.1% |
0.9785 |
| Range |
0.0067 |
0.0059 |
-0.0008 |
-11.9% |
0.0251 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
41,282 |
18,970 |
-22,312 |
-54.0% |
103,583 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9980 |
0.9944 |
0.9823 |
|
| R3 |
0.9921 |
0.9885 |
0.9807 |
|
| R2 |
0.9862 |
0.9862 |
0.9802 |
|
| R1 |
0.9826 |
0.9826 |
0.9796 |
0.9815 |
| PP |
0.9803 |
0.9803 |
0.9803 |
0.9797 |
| S1 |
0.9767 |
0.9767 |
0.9786 |
0.9756 |
| S2 |
0.9744 |
0.9744 |
0.9780 |
|
| S3 |
0.9685 |
0.9708 |
0.9775 |
|
| S4 |
0.9626 |
0.9649 |
0.9759 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0580 |
1.0434 |
0.9923 |
|
| R3 |
1.0329 |
1.0183 |
0.9854 |
|
| R2 |
1.0078 |
1.0078 |
0.9831 |
|
| R1 |
0.9932 |
0.9932 |
0.9808 |
0.9880 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9801 |
| S1 |
0.9681 |
0.9681 |
0.9762 |
0.9629 |
| S2 |
0.9576 |
0.9576 |
0.9739 |
|
| S3 |
0.9325 |
0.9430 |
0.9716 |
|
| S4 |
0.9074 |
0.9179 |
0.9647 |
|
|
| 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% |
27% |
False |
False |
23,613 |
| 10 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0083 |
0.8% |
22% |
False |
False |
12,828 |
| 20 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0080 |
0.8% |
22% |
False |
False |
6,559 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0079 |
0.8% |
8% |
False |
False |
3,297 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0071 |
0.7% |
8% |
False |
False |
2,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0089 |
|
2.618 |
0.9992 |
|
1.618 |
0.9933 |
|
1.000 |
0.9897 |
|
0.618 |
0.9874 |
|
HIGH |
0.9838 |
|
0.618 |
0.9815 |
|
0.500 |
0.9809 |
|
0.382 |
0.9802 |
|
LOW |
0.9779 |
|
0.618 |
0.9743 |
|
1.000 |
0.9720 |
|
1.618 |
0.9684 |
|
2.618 |
0.9625 |
|
4.250 |
0.9528 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9809 |
0.9792 |
| PP |
0.9803 |
0.9791 |
| S1 |
0.9797 |
0.9791 |
|