CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9786 |
0.9774 |
-0.0012 |
-0.1% |
0.9795 |
| High |
0.9789 |
0.9793 |
0.0004 |
0.0% |
0.9838 |
| Low |
0.9759 |
0.9738 |
-0.0021 |
-0.2% |
0.9744 |
| Close |
0.9780 |
0.9774 |
-0.0006 |
-0.1% |
0.9786 |
| Range |
0.0030 |
0.0055 |
0.0025 |
83.3% |
0.0094 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
7,343 |
12,534 |
5,191 |
70.7% |
96,799 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9933 |
0.9909 |
0.9804 |
|
| R3 |
0.9878 |
0.9854 |
0.9789 |
|
| R2 |
0.9823 |
0.9823 |
0.9784 |
|
| R1 |
0.9799 |
0.9799 |
0.9779 |
0.9802 |
| PP |
0.9768 |
0.9768 |
0.9768 |
0.9770 |
| S1 |
0.9744 |
0.9744 |
0.9769 |
0.9747 |
| S2 |
0.9713 |
0.9713 |
0.9764 |
|
| S3 |
0.9658 |
0.9689 |
0.9759 |
|
| S4 |
0.9603 |
0.9634 |
0.9744 |
|
|
| 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 |
0.9738 |
0.0098 |
1.0% |
0.0047 |
0.5% |
37% |
False |
True |
16,299 |
| 10 |
0.9974 |
0.9723 |
0.0251 |
2.6% |
0.0069 |
0.7% |
20% |
False |
False |
20,871 |
| 20 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0074 |
0.8% |
16% |
False |
False |
11,423 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0079 |
0.8% |
6% |
False |
False |
5,739 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0069 |
0.7% |
6% |
False |
False |
3,827 |
| 80 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0064 |
0.7% |
6% |
False |
False |
2,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0027 |
|
2.618 |
0.9937 |
|
1.618 |
0.9882 |
|
1.000 |
0.9848 |
|
0.618 |
0.9827 |
|
HIGH |
0.9793 |
|
0.618 |
0.9772 |
|
0.500 |
0.9766 |
|
0.382 |
0.9759 |
|
LOW |
0.9738 |
|
0.618 |
0.9704 |
|
1.000 |
0.9683 |
|
1.618 |
0.9649 |
|
2.618 |
0.9594 |
|
4.250 |
0.9504 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9771 |
0.9776 |
| PP |
0.9768 |
0.9775 |
| S1 |
0.9766 |
0.9775 |
|