CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9777 |
0.9825 |
0.0048 |
0.5% |
0.9786 |
| High |
0.9840 |
0.9949 |
0.0109 |
1.1% |
1.0029 |
| Low |
0.9755 |
0.9820 |
0.0065 |
0.7% |
0.9738 |
| Close |
0.9811 |
0.9929 |
0.0118 |
1.2% |
0.9866 |
| Range |
0.0085 |
0.0129 |
0.0044 |
51.8% |
0.0291 |
| ATR |
0.0086 |
0.0090 |
0.0004 |
4.3% |
0.0000 |
| Volume |
20,688 |
32,125 |
11,437 |
55.3% |
59,363 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0237 |
1.0000 |
|
| R3 |
1.0157 |
1.0108 |
0.9964 |
|
| R2 |
1.0028 |
1.0028 |
0.9953 |
|
| R1 |
0.9979 |
0.9979 |
0.9941 |
1.0004 |
| PP |
0.9899 |
0.9899 |
0.9899 |
0.9912 |
| S1 |
0.9850 |
0.9850 |
0.9917 |
0.9875 |
| S2 |
0.9770 |
0.9770 |
0.9905 |
|
| S3 |
0.9641 |
0.9721 |
0.9894 |
|
| S4 |
0.9512 |
0.9592 |
0.9858 |
|
|
| 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% |
0.0125 |
1.3% |
68% |
False |
False |
24,503 |
| 10 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0086 |
0.9% |
68% |
False |
False |
20,401 |
| 20 |
1.0035 |
0.9713 |
0.0322 |
3.2% |
0.0084 |
0.8% |
67% |
False |
False |
17,327 |
| 40 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0085 |
0.9% |
26% |
False |
False |
8,800 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
26% |
False |
False |
5,869 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0069 |
0.7% |
26% |
False |
False |
4,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0497 |
|
2.618 |
1.0287 |
|
1.618 |
1.0158 |
|
1.000 |
1.0078 |
|
0.618 |
1.0029 |
|
HIGH |
0.9949 |
|
0.618 |
0.9900 |
|
0.500 |
0.9885 |
|
0.382 |
0.9869 |
|
LOW |
0.9820 |
|
0.618 |
0.9740 |
|
1.000 |
0.9691 |
|
1.618 |
0.9611 |
|
2.618 |
0.9482 |
|
4.250 |
0.9272 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9914 |
0.9896 |
| PP |
0.9899 |
0.9864 |
| S1 |
0.9885 |
0.9831 |
|