CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0061 |
1.0010 |
-0.0051 |
-0.5% |
0.9929 |
| High |
1.0067 |
1.0058 |
-0.0009 |
-0.1% |
1.0034 |
| Low |
1.0005 |
0.9999 |
-0.0006 |
-0.1% |
0.9894 |
| Close |
1.0007 |
1.0023 |
0.0016 |
0.2% |
1.0010 |
| Range |
0.0062 |
0.0059 |
-0.0003 |
-4.8% |
0.0140 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
14,169 |
15,645 |
1,476 |
10.4% |
98,183 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0204 |
1.0172 |
1.0055 |
|
| R3 |
1.0145 |
1.0113 |
1.0039 |
|
| R2 |
1.0086 |
1.0086 |
1.0034 |
|
| R1 |
1.0054 |
1.0054 |
1.0028 |
1.0070 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0035 |
| S1 |
0.9995 |
0.9995 |
1.0018 |
1.0011 |
| S2 |
0.9968 |
0.9968 |
1.0012 |
|
| S3 |
0.9909 |
0.9936 |
1.0007 |
|
| S4 |
0.9850 |
0.9877 |
0.9991 |
|
|
| 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 |
1.0067 |
0.9906 |
0.0161 |
1.6% |
0.0067 |
0.7% |
73% |
False |
False |
18,761 |
| 10 |
1.0067 |
0.9789 |
0.0278 |
2.8% |
0.0086 |
0.9% |
84% |
False |
False |
22,979 |
| 20 |
1.0067 |
0.9713 |
0.0354 |
3.5% |
0.0089 |
0.9% |
88% |
False |
False |
21,608 |
| 40 |
1.0067 |
0.9713 |
0.0354 |
3.5% |
0.0083 |
0.8% |
88% |
False |
False |
16,022 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0082 |
0.8% |
37% |
False |
False |
10,698 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0075 |
0.7% |
37% |
False |
False |
8,027 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0069 |
0.7% |
37% |
False |
False |
6,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0212 |
|
1.618 |
1.0153 |
|
1.000 |
1.0117 |
|
0.618 |
1.0094 |
|
HIGH |
1.0058 |
|
0.618 |
1.0035 |
|
0.500 |
1.0029 |
|
0.382 |
1.0022 |
|
LOW |
0.9999 |
|
0.618 |
0.9963 |
|
1.000 |
0.9940 |
|
1.618 |
0.9904 |
|
2.618 |
0.9845 |
|
4.250 |
0.9748 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0029 |
1.0033 |
| PP |
1.0027 |
1.0030 |
| S1 |
1.0025 |
1.0026 |
|