CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9774 |
0.9769 |
-0.0005 |
-0.1% |
0.9795 |
| High |
0.9793 |
0.9838 |
0.0045 |
0.5% |
0.9838 |
| Low |
0.9738 |
0.9764 |
0.0026 |
0.3% |
0.9744 |
| Close |
0.9774 |
0.9808 |
0.0034 |
0.3% |
0.9786 |
| Range |
0.0055 |
0.0074 |
0.0019 |
34.5% |
0.0094 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.4% |
0.0000 |
| Volume |
12,534 |
15,513 |
2,979 |
23.8% |
96,799 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0025 |
0.9991 |
0.9849 |
|
| R3 |
0.9951 |
0.9917 |
0.9828 |
|
| R2 |
0.9877 |
0.9877 |
0.9822 |
|
| R1 |
0.9843 |
0.9843 |
0.9815 |
0.9860 |
| PP |
0.9803 |
0.9803 |
0.9803 |
0.9812 |
| S1 |
0.9769 |
0.9769 |
0.9801 |
0.9786 |
| S2 |
0.9729 |
0.9729 |
0.9794 |
|
| S3 |
0.9655 |
0.9695 |
0.9788 |
|
| S4 |
0.9581 |
0.9621 |
0.9767 |
|
|
| 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 |
0.9838 |
0.9738 |
0.0100 |
1.0% |
0.0049 |
0.5% |
70% |
True |
False |
11,633 |
| 10 |
0.9860 |
0.9723 |
0.0137 |
1.4% |
0.0063 |
0.6% |
62% |
False |
False |
19,698 |
| 20 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0073 |
0.7% |
27% |
False |
False |
12,176 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0078 |
0.8% |
10% |
False |
False |
6,127 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0069 |
0.7% |
10% |
False |
False |
4,086 |
| 80 |
1.0544 |
0.9723 |
0.0821 |
8.4% |
0.0063 |
0.6% |
10% |
False |
False |
3,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0153 |
|
2.618 |
1.0032 |
|
1.618 |
0.9958 |
|
1.000 |
0.9912 |
|
0.618 |
0.9884 |
|
HIGH |
0.9838 |
|
0.618 |
0.9810 |
|
0.500 |
0.9801 |
|
0.382 |
0.9792 |
|
LOW |
0.9764 |
|
0.618 |
0.9718 |
|
1.000 |
0.9690 |
|
1.618 |
0.9644 |
|
2.618 |
0.9570 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9806 |
0.9801 |
| PP |
0.9803 |
0.9795 |
| S1 |
0.9801 |
0.9788 |
|