CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9887 |
0.9925 |
0.0038 |
0.4% |
0.9863 |
| High |
0.9974 |
0.9989 |
0.0015 |
0.2% |
0.9989 |
| Low |
0.9883 |
0.9909 |
0.0026 |
0.3% |
0.9789 |
| Close |
0.9927 |
0.9939 |
0.0012 |
0.1% |
0.9939 |
| Range |
0.0091 |
0.0080 |
-0.0011 |
-12.1% |
0.0200 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
23,513 |
20,187 |
-3,326 |
-14.1% |
117,301 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0142 |
0.9983 |
|
| R3 |
1.0106 |
1.0062 |
0.9961 |
|
| R2 |
1.0026 |
1.0026 |
0.9954 |
|
| R1 |
0.9982 |
0.9982 |
0.9946 |
1.0004 |
| PP |
0.9946 |
0.9946 |
0.9946 |
0.9957 |
| S1 |
0.9902 |
0.9902 |
0.9932 |
0.9924 |
| S2 |
0.9866 |
0.9866 |
0.9924 |
|
| S3 |
0.9786 |
0.9822 |
0.9917 |
|
| S4 |
0.9706 |
0.9742 |
0.9895 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0422 |
1.0049 |
|
| R3 |
1.0306 |
1.0222 |
0.9994 |
|
| R2 |
1.0106 |
1.0106 |
0.9976 |
|
| R1 |
1.0022 |
1.0022 |
0.9957 |
1.0064 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9927 |
| S1 |
0.9822 |
0.9822 |
0.9921 |
0.9864 |
| S2 |
0.9706 |
0.9706 |
0.9902 |
|
| S3 |
0.9506 |
0.9622 |
0.9884 |
|
| S4 |
0.9306 |
0.9422 |
0.9829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9989 |
0.9789 |
0.0200 |
2.0% |
0.0086 |
0.9% |
75% |
True |
False |
23,460 |
| 10 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0107 |
1.1% |
72% |
False |
False |
24,917 |
| 20 |
1.0029 |
0.9713 |
0.0316 |
3.2% |
0.0085 |
0.9% |
72% |
False |
False |
22,307 |
| 40 |
1.0085 |
0.9713 |
0.0372 |
3.7% |
0.0081 |
0.8% |
61% |
False |
False |
12,344 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0079 |
0.8% |
27% |
False |
False |
8,238 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0073 |
0.7% |
27% |
False |
False |
6,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0329 |
|
2.618 |
1.0198 |
|
1.618 |
1.0118 |
|
1.000 |
1.0069 |
|
0.618 |
1.0038 |
|
HIGH |
0.9989 |
|
0.618 |
0.9958 |
|
0.500 |
0.9949 |
|
0.382 |
0.9940 |
|
LOW |
0.9909 |
|
0.618 |
0.9860 |
|
1.000 |
0.9829 |
|
1.618 |
0.9780 |
|
2.618 |
0.9700 |
|
4.250 |
0.9569 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9949 |
0.9922 |
| PP |
0.9946 |
0.9906 |
| S1 |
0.9942 |
0.9889 |
|