CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9786 |
0.9778 |
-0.0008 |
-0.1% |
0.9880 |
| High |
0.9800 |
0.9831 |
0.0031 |
0.3% |
0.9974 |
| Low |
0.9744 |
0.9767 |
0.0023 |
0.2% |
0.9723 |
| Close |
0.9777 |
0.9798 |
0.0021 |
0.2% |
0.9785 |
| Range |
0.0056 |
0.0064 |
0.0008 |
14.3% |
0.0251 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
16,207 |
38,845 |
22,638 |
139.7% |
103,583 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9991 |
0.9958 |
0.9833 |
|
| R3 |
0.9927 |
0.9894 |
0.9816 |
|
| R2 |
0.9863 |
0.9863 |
0.9810 |
|
| R1 |
0.9830 |
0.9830 |
0.9804 |
0.9846 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9807 |
| S1 |
0.9766 |
0.9766 |
0.9792 |
0.9783 |
| S2 |
0.9735 |
0.9735 |
0.9786 |
|
| S3 |
0.9671 |
0.9702 |
0.9780 |
|
| S4 |
0.9607 |
0.9638 |
0.9763 |
|
|
| 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 |
0.9860 |
0.9723 |
0.0137 |
1.4% |
0.0077 |
0.8% |
55% |
False |
False |
27,762 |
| 10 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0084 |
0.9% |
24% |
False |
False |
18,033 |
| 20 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0081 |
0.8% |
24% |
False |
False |
9,306 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0079 |
0.8% |
9% |
False |
False |
4,673 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0071 |
0.7% |
9% |
False |
False |
3,120 |
| 80 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0063 |
0.6% |
9% |
False |
False |
2,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0103 |
|
2.618 |
0.9999 |
|
1.618 |
0.9935 |
|
1.000 |
0.9895 |
|
0.618 |
0.9871 |
|
HIGH |
0.9831 |
|
0.618 |
0.9807 |
|
0.500 |
0.9799 |
|
0.382 |
0.9791 |
|
LOW |
0.9767 |
|
0.618 |
0.9727 |
|
1.000 |
0.9703 |
|
1.618 |
0.9663 |
|
2.618 |
0.9599 |
|
4.250 |
0.9495 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9799 |
0.9796 |
| PP |
0.9799 |
0.9793 |
| S1 |
0.9798 |
0.9791 |
|