CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9769 |
0.9819 |
0.0050 |
0.5% |
0.9786 |
| High |
0.9838 |
1.0029 |
0.0191 |
1.9% |
1.0029 |
| Low |
0.9764 |
0.9812 |
0.0048 |
0.5% |
0.9738 |
| Close |
0.9808 |
0.9866 |
0.0058 |
0.6% |
0.9866 |
| Range |
0.0074 |
0.0217 |
0.0143 |
193.2% |
0.0291 |
| ATR |
0.0070 |
0.0081 |
0.0011 |
15.3% |
0.0000 |
| Volume |
15,513 |
23,973 |
8,460 |
54.5% |
59,363 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0427 |
0.9985 |
|
| R3 |
1.0336 |
1.0210 |
0.9926 |
|
| R2 |
1.0119 |
1.0119 |
0.9906 |
|
| R1 |
0.9993 |
0.9993 |
0.9886 |
1.0056 |
| PP |
0.9902 |
0.9902 |
0.9902 |
0.9934 |
| S1 |
0.9776 |
0.9776 |
0.9846 |
0.9839 |
| S2 |
0.9685 |
0.9685 |
0.9826 |
|
| S3 |
0.9468 |
0.9559 |
0.9806 |
|
| S4 |
0.9251 |
0.9342 |
0.9747 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0599 |
1.0026 |
|
| R3 |
1.0460 |
1.0308 |
0.9946 |
|
| R2 |
1.0169 |
1.0169 |
0.9919 |
|
| R1 |
1.0017 |
1.0017 |
0.9893 |
1.0093 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9916 |
| S1 |
0.9726 |
0.9726 |
0.9839 |
0.9802 |
| S2 |
0.9587 |
0.9587 |
0.9813 |
|
| S3 |
0.9296 |
0.9435 |
0.9786 |
|
| S4 |
0.9005 |
0.9144 |
0.9706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0029 |
0.9738 |
0.0291 |
2.9% |
0.0082 |
0.8% |
44% |
True |
False |
13,447 |
| 10 |
1.0029 |
0.9738 |
0.0291 |
2.9% |
0.0071 |
0.7% |
44% |
True |
False |
19,744 |
| 20 |
1.0035 |
0.9723 |
0.0312 |
3.2% |
0.0080 |
0.8% |
46% |
False |
False |
13,347 |
| 40 |
1.0544 |
0.9723 |
0.0821 |
8.3% |
0.0082 |
0.8% |
17% |
False |
False |
6,726 |
| 60 |
1.0544 |
0.9723 |
0.0821 |
8.3% |
0.0073 |
0.7% |
17% |
False |
False |
4,485 |
| 80 |
1.0544 |
0.9723 |
0.0821 |
8.3% |
0.0066 |
0.7% |
17% |
False |
False |
3,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0951 |
|
2.618 |
1.0597 |
|
1.618 |
1.0380 |
|
1.000 |
1.0246 |
|
0.618 |
1.0163 |
|
HIGH |
1.0029 |
|
0.618 |
0.9946 |
|
0.500 |
0.9921 |
|
0.382 |
0.9895 |
|
LOW |
0.9812 |
|
0.618 |
0.9678 |
|
1.000 |
0.9595 |
|
1.618 |
0.9461 |
|
2.618 |
0.9244 |
|
4.250 |
0.8890 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9921 |
0.9884 |
| PP |
0.9902 |
0.9878 |
| S1 |
0.9884 |
0.9872 |
|