CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9825 |
0.9940 |
0.0115 |
1.2% |
0.9813 |
| High |
0.9949 |
0.9942 |
-0.0007 |
-0.1% |
0.9949 |
| Low |
0.9820 |
0.9852 |
0.0032 |
0.3% |
0.9713 |
| Close |
0.9929 |
0.9856 |
-0.0073 |
-0.7% |
0.9856 |
| Range |
0.0129 |
0.0090 |
-0.0039 |
-30.2% |
0.0236 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0000 |
| Volume |
32,125 |
24,867 |
-7,258 |
-22.6% |
107,899 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0095 |
0.9906 |
|
| R3 |
1.0063 |
1.0005 |
0.9881 |
|
| R2 |
0.9973 |
0.9973 |
0.9873 |
|
| R1 |
0.9915 |
0.9915 |
0.9864 |
0.9899 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9876 |
| S1 |
0.9825 |
0.9825 |
0.9848 |
0.9809 |
| S2 |
0.9793 |
0.9793 |
0.9839 |
|
| S3 |
0.9703 |
0.9735 |
0.9831 |
|
| S4 |
0.9613 |
0.9645 |
0.9806 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0438 |
0.9986 |
|
| R3 |
1.0311 |
1.0202 |
0.9921 |
|
| R2 |
1.0075 |
1.0075 |
0.9899 |
|
| R1 |
0.9966 |
0.9966 |
0.9878 |
1.0021 |
| PP |
0.9839 |
0.9839 |
0.9839 |
0.9867 |
| S1 |
0.9730 |
0.9730 |
0.9834 |
0.9785 |
| S2 |
0.9603 |
0.9603 |
0.9813 |
|
| S3 |
0.9367 |
0.9494 |
0.9791 |
|
| S4 |
0.9131 |
0.9258 |
0.9726 |
|
|
| 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% |
0.0128 |
1.3% |
45% |
False |
False |
26,374 |
| 10 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0088 |
0.9% |
45% |
False |
False |
19,003 |
| 20 |
1.0035 |
0.9713 |
0.0322 |
3.3% |
0.0086 |
0.9% |
44% |
False |
False |
18,518 |
| 40 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0086 |
0.9% |
17% |
False |
False |
9,419 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
17% |
False |
False |
6,283 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0069 |
0.7% |
17% |
False |
False |
4,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0325 |
|
2.618 |
1.0178 |
|
1.618 |
1.0088 |
|
1.000 |
1.0032 |
|
0.618 |
0.9998 |
|
HIGH |
0.9942 |
|
0.618 |
0.9908 |
|
0.500 |
0.9897 |
|
0.382 |
0.9886 |
|
LOW |
0.9852 |
|
0.618 |
0.9796 |
|
1.000 |
0.9762 |
|
1.618 |
0.9706 |
|
2.618 |
0.9616 |
|
4.250 |
0.9469 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9897 |
0.9855 |
| PP |
0.9883 |
0.9853 |
| S1 |
0.9870 |
0.9852 |
|