CME Swiss Franc Future March 2017
Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.9813 |
0.9777 |
-0.0036 |
-0.4% |
0.9786 |
High |
0.9833 |
0.9840 |
0.0007 |
0.1% |
1.0029 |
Low |
0.9713 |
0.9755 |
0.0042 |
0.4% |
0.9738 |
Close |
0.9775 |
0.9811 |
0.0036 |
0.4% |
0.9866 |
Range |
0.0120 |
0.0085 |
-0.0035 |
-29.2% |
0.0291 |
ATR |
0.0086 |
0.0086 |
0.0000 |
-0.1% |
0.0000 |
Volume |
30,219 |
20,688 |
-9,531 |
-31.5% |
59,363 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0057 |
1.0019 |
0.9858 |
|
R3 |
0.9972 |
0.9934 |
0.9834 |
|
R2 |
0.9887 |
0.9887 |
0.9827 |
|
R1 |
0.9849 |
0.9849 |
0.9819 |
0.9868 |
PP |
0.9802 |
0.9802 |
0.9802 |
0.9812 |
S1 |
0.9764 |
0.9764 |
0.9803 |
0.9783 |
S2 |
0.9717 |
0.9717 |
0.9795 |
|
S3 |
0.9632 |
0.9679 |
0.9788 |
|
S4 |
0.9547 |
0.9594 |
0.9764 |
|
|
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 |
0.9713 |
0.0316 |
3.2% |
0.0110 |
1.1% |
31% |
False |
False |
20,585 |
10 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0078 |
0.8% |
31% |
False |
False |
18,809 |
20 |
1.0035 |
0.9713 |
0.0322 |
3.3% |
0.0081 |
0.8% |
30% |
False |
False |
15,819 |
40 |
1.0544 |
0.9713 |
0.0831 |
8.5% |
0.0083 |
0.8% |
12% |
False |
False |
7,998 |
60 |
1.0544 |
0.9713 |
0.0831 |
8.5% |
0.0074 |
0.8% |
12% |
False |
False |
5,333 |
80 |
1.0544 |
0.9713 |
0.0831 |
8.5% |
0.0067 |
0.7% |
12% |
False |
False |
4,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0201 |
2.618 |
1.0063 |
1.618 |
0.9978 |
1.000 |
0.9925 |
0.618 |
0.9893 |
HIGH |
0.9840 |
0.618 |
0.9808 |
0.500 |
0.9798 |
0.382 |
0.9787 |
LOW |
0.9755 |
0.618 |
0.9702 |
1.000 |
0.9670 |
1.618 |
0.9617 |
2.618 |
0.9532 |
4.250 |
0.9394 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9807 |
0.9871 |
PP |
0.9802 |
0.9851 |
S1 |
0.9798 |
0.9831 |
|