CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9863 |
0.9887 |
0.0024 |
0.2% |
0.9813 |
| High |
0.9931 |
0.9974 |
0.0043 |
0.4% |
0.9949 |
| Low |
0.9789 |
0.9883 |
0.0094 |
1.0% |
0.9713 |
| Close |
0.9886 |
0.9927 |
0.0041 |
0.4% |
0.9856 |
| Range |
0.0142 |
0.0091 |
-0.0051 |
-35.9% |
0.0236 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
| Volume |
38,479 |
23,513 |
-14,966 |
-38.9% |
107,899 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0155 |
0.9977 |
|
| R3 |
1.0110 |
1.0064 |
0.9952 |
|
| R2 |
1.0019 |
1.0019 |
0.9944 |
|
| R1 |
0.9973 |
0.9973 |
0.9935 |
0.9996 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9940 |
| S1 |
0.9882 |
0.9882 |
0.9919 |
0.9905 |
| S2 |
0.9837 |
0.9837 |
0.9910 |
|
| S3 |
0.9746 |
0.9791 |
0.9902 |
|
| S4 |
0.9655 |
0.9700 |
0.9877 |
|
|
| 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 |
0.9974 |
0.9789 |
0.0185 |
1.9% |
0.0088 |
0.9% |
75% |
True |
False |
24,396 |
| 10 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0107 |
1.1% |
68% |
False |
False |
24,449 |
| 20 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0088 |
0.9% |
68% |
False |
False |
22,660 |
| 40 |
1.0140 |
0.9713 |
0.0427 |
4.3% |
0.0081 |
0.8% |
50% |
False |
False |
11,844 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0078 |
0.8% |
26% |
False |
False |
7,902 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0073 |
0.7% |
26% |
False |
False |
5,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0361 |
|
2.618 |
1.0212 |
|
1.618 |
1.0121 |
|
1.000 |
1.0065 |
|
0.618 |
1.0030 |
|
HIGH |
0.9974 |
|
0.618 |
0.9939 |
|
0.500 |
0.9929 |
|
0.382 |
0.9918 |
|
LOW |
0.9883 |
|
0.618 |
0.9827 |
|
1.000 |
0.9792 |
|
1.618 |
0.9736 |
|
2.618 |
0.9645 |
|
4.250 |
0.9496 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9929 |
0.9912 |
| PP |
0.9928 |
0.9897 |
| S1 |
0.9928 |
0.9882 |
|