CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9929 |
1.0013 |
0.0084 |
0.8% |
0.9863 |
| High |
1.0034 |
1.0019 |
-0.0015 |
-0.1% |
0.9989 |
| Low |
0.9894 |
0.9952 |
0.0058 |
0.6% |
0.9789 |
| Close |
1.0008 |
0.9987 |
-0.0021 |
-0.2% |
0.9939 |
| Range |
0.0140 |
0.0067 |
-0.0073 |
-52.1% |
0.0200 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
35,241 |
18,565 |
-16,676 |
-47.3% |
117,301 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0154 |
1.0024 |
|
| R3 |
1.0120 |
1.0087 |
1.0005 |
|
| R2 |
1.0053 |
1.0053 |
0.9999 |
|
| R1 |
1.0020 |
1.0020 |
0.9993 |
1.0003 |
| PP |
0.9986 |
0.9986 |
0.9986 |
0.9978 |
| S1 |
0.9953 |
0.9953 |
0.9981 |
0.9936 |
| S2 |
0.9919 |
0.9919 |
0.9975 |
|
| S3 |
0.9852 |
0.9886 |
0.9969 |
|
| S4 |
0.9785 |
0.9819 |
0.9950 |
|
|
| 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 |
1.0034 |
0.9789 |
0.0245 |
2.5% |
0.0104 |
1.0% |
81% |
False |
False |
27,197 |
| 10 |
1.0034 |
0.9755 |
0.0279 |
2.8% |
0.0094 |
0.9% |
83% |
False |
False |
24,878 |
| 20 |
1.0034 |
0.9713 |
0.0321 |
3.2% |
0.0085 |
0.9% |
85% |
False |
False |
21,758 |
| 40 |
1.0035 |
0.9713 |
0.0322 |
3.2% |
0.0082 |
0.8% |
85% |
False |
False |
13,686 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0080 |
0.8% |
33% |
False |
False |
9,135 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0074 |
0.7% |
33% |
False |
False |
6,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0304 |
|
2.618 |
1.0194 |
|
1.618 |
1.0127 |
|
1.000 |
1.0086 |
|
0.618 |
1.0060 |
|
HIGH |
1.0019 |
|
0.618 |
0.9993 |
|
0.500 |
0.9986 |
|
0.382 |
0.9978 |
|
LOW |
0.9952 |
|
0.618 |
0.9911 |
|
1.000 |
0.9885 |
|
1.618 |
0.9844 |
|
2.618 |
0.9777 |
|
4.250 |
0.9667 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9987 |
0.9979 |
| PP |
0.9986 |
0.9972 |
| S1 |
0.9986 |
0.9964 |
|