CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
1.0006 |
0.0039 |
0.4% |
0.9929 |
| High |
1.0013 |
1.0062 |
0.0049 |
0.5% |
1.0034 |
| Low |
0.9933 |
1.0006 |
0.0073 |
0.7% |
0.9894 |
| Close |
1.0010 |
1.0041 |
0.0031 |
0.3% |
1.0010 |
| Range |
0.0080 |
0.0056 |
-0.0024 |
-30.0% |
0.0140 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
18,951 |
19,616 |
665 |
3.5% |
98,183 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0204 |
1.0179 |
1.0072 |
|
| R3 |
1.0148 |
1.0123 |
1.0056 |
|
| R2 |
1.0092 |
1.0092 |
1.0051 |
|
| R1 |
1.0067 |
1.0067 |
1.0046 |
1.0080 |
| PP |
1.0036 |
1.0036 |
1.0036 |
1.0043 |
| S1 |
1.0011 |
1.0011 |
1.0036 |
1.0024 |
| S2 |
0.9980 |
0.9980 |
1.0031 |
|
| S3 |
0.9924 |
0.9955 |
1.0026 |
|
| S4 |
0.9868 |
0.9899 |
1.0010 |
|
|
| 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 |
1.0062 |
0.9894 |
0.0168 |
1.7% |
0.0084 |
0.8% |
87% |
True |
False |
23,559 |
| 10 |
1.0062 |
0.9789 |
0.0273 |
2.7% |
0.0085 |
0.8% |
92% |
True |
False |
23,510 |
| 20 |
1.0062 |
0.9713 |
0.0349 |
3.5% |
0.0087 |
0.9% |
94% |
True |
False |
21,256 |
| 40 |
1.0062 |
0.9713 |
0.0349 |
3.5% |
0.0084 |
0.8% |
94% |
True |
False |
15,281 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0082 |
0.8% |
39% |
False |
False |
10,201 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0075 |
0.7% |
39% |
False |
False |
7,654 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0068 |
0.7% |
39% |
False |
False |
6,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0209 |
|
1.618 |
1.0153 |
|
1.000 |
1.0118 |
|
0.618 |
1.0097 |
|
HIGH |
1.0062 |
|
0.618 |
1.0041 |
|
0.500 |
1.0034 |
|
0.382 |
1.0027 |
|
LOW |
1.0006 |
|
0.618 |
0.9971 |
|
1.000 |
0.9950 |
|
1.618 |
0.9915 |
|
2.618 |
0.9859 |
|
4.250 |
0.9768 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0039 |
1.0022 |
| PP |
1.0036 |
1.0003 |
| S1 |
1.0034 |
0.9984 |
|