CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9796 |
0.9786 |
-0.0010 |
-0.1% |
0.9795 |
| High |
0.9813 |
0.9789 |
-0.0024 |
-0.2% |
0.9838 |
| Low |
0.9777 |
0.9759 |
-0.0018 |
-0.2% |
0.9744 |
| Close |
0.9786 |
0.9780 |
-0.0006 |
-0.1% |
0.9786 |
| Range |
0.0036 |
0.0030 |
-0.0006 |
-16.7% |
0.0094 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
7,876 |
7,343 |
-533 |
-6.8% |
96,799 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9866 |
0.9853 |
0.9797 |
|
| R3 |
0.9836 |
0.9823 |
0.9788 |
|
| R2 |
0.9806 |
0.9806 |
0.9786 |
|
| R1 |
0.9793 |
0.9793 |
0.9783 |
0.9785 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9772 |
| S1 |
0.9763 |
0.9763 |
0.9777 |
0.9755 |
| S2 |
0.9746 |
0.9746 |
0.9775 |
|
| S3 |
0.9716 |
0.9733 |
0.9772 |
|
| S4 |
0.9686 |
0.9703 |
0.9764 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0071 |
1.0023 |
0.9838 |
|
| R3 |
0.9977 |
0.9929 |
0.9812 |
|
| R2 |
0.9883 |
0.9883 |
0.9803 |
|
| R1 |
0.9835 |
0.9835 |
0.9795 |
0.9812 |
| PP |
0.9789 |
0.9789 |
0.9789 |
0.9778 |
| S1 |
0.9741 |
0.9741 |
0.9777 |
0.9718 |
| S2 |
0.9695 |
0.9695 |
0.9769 |
|
| S3 |
0.9601 |
0.9647 |
0.9760 |
|
| S4 |
0.9507 |
0.9553 |
0.9734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9836 |
0.9744 |
0.0092 |
0.9% |
0.0047 |
0.5% |
39% |
False |
False |
17,034 |
| 10 |
0.9974 |
0.9723 |
0.0251 |
2.6% |
0.0068 |
0.7% |
23% |
False |
False |
20,323 |
| 20 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0074 |
0.8% |
18% |
False |
False |
10,798 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0078 |
0.8% |
7% |
False |
False |
5,426 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0068 |
0.7% |
7% |
False |
False |
3,618 |
| 80 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0064 |
0.7% |
7% |
False |
False |
2,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9917 |
|
2.618 |
0.9868 |
|
1.618 |
0.9838 |
|
1.000 |
0.9819 |
|
0.618 |
0.9808 |
|
HIGH |
0.9789 |
|
0.618 |
0.9778 |
|
0.500 |
0.9774 |
|
0.382 |
0.9770 |
|
LOW |
0.9759 |
|
0.618 |
0.9740 |
|
1.000 |
0.9729 |
|
1.618 |
0.9710 |
|
2.618 |
0.9680 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9778 |
0.9798 |
| PP |
0.9776 |
0.9792 |
| S1 |
0.9774 |
0.9786 |
|