CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9778 |
0.9796 |
0.0018 |
0.2% |
0.9880 |
| High |
0.9831 |
0.9836 |
0.0005 |
0.1% |
0.9974 |
| Low |
0.9767 |
0.9788 |
0.0021 |
0.2% |
0.9723 |
| Close |
0.9798 |
0.9799 |
0.0001 |
0.0% |
0.9785 |
| Range |
0.0064 |
0.0048 |
-0.0016 |
-25.0% |
0.0251 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
38,845 |
14,901 |
-23,944 |
-61.6% |
103,583 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9952 |
0.9923 |
0.9825 |
|
| R3 |
0.9904 |
0.9875 |
0.9812 |
|
| R2 |
0.9856 |
0.9856 |
0.9808 |
|
| R1 |
0.9827 |
0.9827 |
0.9803 |
0.9842 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9815 |
| S1 |
0.9779 |
0.9779 |
0.9795 |
0.9794 |
| S2 |
0.9760 |
0.9760 |
0.9790 |
|
| S3 |
0.9712 |
0.9731 |
0.9786 |
|
| S4 |
0.9664 |
0.9683 |
0.9773 |
|
|
| 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 |
0.9838 |
0.9744 |
0.0094 |
1.0% |
0.0059 |
0.6% |
59% |
False |
False |
26,041 |
| 10 |
0.9974 |
0.9723 |
0.0251 |
2.6% |
0.0074 |
0.8% |
30% |
False |
False |
19,386 |
| 20 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0079 |
0.8% |
24% |
False |
False |
10,045 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0079 |
0.8% |
9% |
False |
False |
5,046 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0071 |
0.7% |
9% |
False |
False |
3,368 |
| 80 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0064 |
0.7% |
9% |
False |
False |
2,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0040 |
|
2.618 |
0.9962 |
|
1.618 |
0.9914 |
|
1.000 |
0.9884 |
|
0.618 |
0.9866 |
|
HIGH |
0.9836 |
|
0.618 |
0.9818 |
|
0.500 |
0.9812 |
|
0.382 |
0.9806 |
|
LOW |
0.9788 |
|
0.618 |
0.9758 |
|
1.000 |
0.9740 |
|
1.618 |
0.9710 |
|
2.618 |
0.9662 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9812 |
0.9796 |
| PP |
0.9808 |
0.9793 |
| S1 |
0.9803 |
0.9790 |
|