CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9795 |
0.9786 |
-0.0009 |
-0.1% |
0.9880 |
| High |
0.9838 |
0.9800 |
-0.0038 |
-0.4% |
0.9974 |
| Low |
0.9779 |
0.9744 |
-0.0035 |
-0.4% |
0.9723 |
| Close |
0.9791 |
0.9777 |
-0.0014 |
-0.1% |
0.9785 |
| Range |
0.0059 |
0.0056 |
-0.0003 |
-5.1% |
0.0251 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
18,970 |
16,207 |
-2,763 |
-14.6% |
103,583 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9942 |
0.9915 |
0.9808 |
|
| R3 |
0.9886 |
0.9859 |
0.9792 |
|
| R2 |
0.9830 |
0.9830 |
0.9787 |
|
| R1 |
0.9803 |
0.9803 |
0.9782 |
0.9789 |
| PP |
0.9774 |
0.9774 |
0.9774 |
0.9766 |
| S1 |
0.9747 |
0.9747 |
0.9772 |
0.9733 |
| S2 |
0.9718 |
0.9718 |
0.9767 |
|
| S3 |
0.9662 |
0.9691 |
0.9762 |
|
| S4 |
0.9606 |
0.9635 |
0.9746 |
|
|
| 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% |
0.0091 |
0.9% |
22% |
False |
False |
25,443 |
| 10 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0082 |
0.8% |
17% |
False |
False |
14,253 |
| 20 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0081 |
0.8% |
17% |
False |
False |
7,368 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0079 |
0.8% |
7% |
False |
False |
3,702 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0071 |
0.7% |
7% |
False |
False |
2,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0038 |
|
2.618 |
0.9947 |
|
1.618 |
0.9891 |
|
1.000 |
0.9856 |
|
0.618 |
0.9835 |
|
HIGH |
0.9800 |
|
0.618 |
0.9779 |
|
0.500 |
0.9772 |
|
0.382 |
0.9765 |
|
LOW |
0.9744 |
|
0.618 |
0.9709 |
|
1.000 |
0.9688 |
|
1.618 |
0.9653 |
|
2.618 |
0.9597 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9775 |
0.9791 |
| PP |
0.9774 |
0.9786 |
| S1 |
0.9772 |
0.9782 |
|