CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9956 |
0.9967 |
0.0011 |
0.1% |
0.9929 |
| High |
0.9985 |
1.0013 |
0.0028 |
0.3% |
1.0034 |
| Low |
0.9906 |
0.9933 |
0.0027 |
0.3% |
0.9894 |
| Close |
0.9955 |
1.0010 |
0.0055 |
0.6% |
1.0010 |
| Range |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0140 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
25,426 |
18,951 |
-6,475 |
-25.5% |
98,183 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0225 |
1.0198 |
1.0054 |
|
| R3 |
1.0145 |
1.0118 |
1.0032 |
|
| R2 |
1.0065 |
1.0065 |
1.0025 |
|
| R1 |
1.0038 |
1.0038 |
1.0017 |
1.0052 |
| PP |
0.9985 |
0.9985 |
0.9985 |
0.9992 |
| S1 |
0.9958 |
0.9958 |
1.0003 |
0.9972 |
| S2 |
0.9905 |
0.9905 |
0.9995 |
|
| S3 |
0.9825 |
0.9878 |
0.9988 |
|
| S4 |
0.9745 |
0.9798 |
0.9966 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0345 |
1.0087 |
|
| R3 |
1.0259 |
1.0205 |
1.0048 |
|
| R2 |
1.0119 |
1.0119 |
1.0036 |
|
| R1 |
1.0065 |
1.0065 |
1.0023 |
1.0092 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9993 |
| S1 |
0.9925 |
0.9925 |
0.9997 |
0.9952 |
| S2 |
0.9839 |
0.9839 |
0.9984 |
|
| S3 |
0.9699 |
0.9785 |
0.9972 |
|
| S4 |
0.9559 |
0.9645 |
0.9933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0034 |
0.9894 |
0.0140 |
1.4% |
0.0089 |
0.9% |
83% |
False |
False |
23,674 |
| 10 |
1.0034 |
0.9789 |
0.0245 |
2.4% |
0.0089 |
0.9% |
90% |
False |
False |
24,035 |
| 20 |
1.0034 |
0.9713 |
0.0321 |
3.2% |
0.0087 |
0.9% |
93% |
False |
False |
22,218 |
| 40 |
1.0035 |
0.9713 |
0.0322 |
3.2% |
0.0084 |
0.8% |
92% |
False |
False |
14,793 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0082 |
0.8% |
36% |
False |
False |
9,874 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0075 |
0.7% |
36% |
False |
False |
7,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0353 |
|
2.618 |
1.0222 |
|
1.618 |
1.0142 |
|
1.000 |
1.0093 |
|
0.618 |
1.0062 |
|
HIGH |
1.0013 |
|
0.618 |
0.9982 |
|
0.500 |
0.9973 |
|
0.382 |
0.9964 |
|
LOW |
0.9933 |
|
0.618 |
0.9884 |
|
1.000 |
0.9853 |
|
1.618 |
0.9804 |
|
2.618 |
0.9724 |
|
4.250 |
0.9593 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9998 |
0.9994 |
| PP |
0.9985 |
0.9978 |
| S1 |
0.9973 |
0.9963 |
|