CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9863 |
0.9891 |
0.0028 |
0.3% |
0.9813 |
| High |
0.9894 |
0.9922 |
0.0028 |
0.3% |
0.9949 |
| Low |
0.9840 |
0.9858 |
0.0018 |
0.2% |
0.9713 |
| Close |
0.9892 |
0.9868 |
-0.0024 |
-0.2% |
0.9856 |
| Range |
0.0054 |
0.0064 |
0.0010 |
18.5% |
0.0236 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
18,907 |
16,215 |
-2,692 |
-14.2% |
107,899 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0035 |
0.9903 |
|
| R3 |
1.0011 |
0.9971 |
0.9886 |
|
| R2 |
0.9947 |
0.9947 |
0.9880 |
|
| R1 |
0.9907 |
0.9907 |
0.9874 |
0.9895 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9877 |
| S1 |
0.9843 |
0.9843 |
0.9862 |
0.9831 |
| S2 |
0.9819 |
0.9819 |
0.9856 |
|
| S3 |
0.9755 |
0.9779 |
0.9850 |
|
| S4 |
0.9691 |
0.9715 |
0.9833 |
|
|
| 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 |
0.9949 |
0.9755 |
0.0194 |
2.0% |
0.0084 |
0.9% |
58% |
False |
False |
22,560 |
| 10 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0092 |
0.9% |
49% |
False |
False |
20,238 |
| 20 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0082 |
0.8% |
49% |
False |
False |
20,138 |
| 40 |
1.0240 |
0.9713 |
0.0527 |
5.3% |
0.0079 |
0.8% |
29% |
False |
False |
10,296 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0076 |
0.8% |
19% |
False |
False |
6,868 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0070 |
0.7% |
19% |
False |
False |
5,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
1.0090 |
|
1.618 |
1.0026 |
|
1.000 |
0.9986 |
|
0.618 |
0.9962 |
|
HIGH |
0.9922 |
|
0.618 |
0.9898 |
|
0.500 |
0.9890 |
|
0.382 |
0.9882 |
|
LOW |
0.9858 |
|
0.618 |
0.9818 |
|
1.000 |
0.9794 |
|
1.618 |
0.9754 |
|
2.618 |
0.9690 |
|
4.250 |
0.9586 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9890 |
0.9891 |
| PP |
0.9883 |
0.9883 |
| S1 |
0.9875 |
0.9876 |
|