CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
1.0041 |
0.0021 |
0.2% |
1.0006 |
| High |
1.0053 |
1.0090 |
0.0037 |
0.4% |
1.0067 |
| Low |
0.9992 |
0.9976 |
-0.0016 |
-0.2% |
0.9992 |
| Close |
1.0034 |
1.0071 |
0.0037 |
0.4% |
1.0034 |
| Range |
0.0061 |
0.0114 |
0.0053 |
86.9% |
0.0075 |
| ATR |
0.0080 |
0.0083 |
0.0002 |
3.0% |
0.0000 |
| Volume |
16,036 |
27,549 |
11,513 |
71.8% |
88,886 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0388 |
1.0343 |
1.0134 |
|
| R3 |
1.0274 |
1.0229 |
1.0102 |
|
| R2 |
1.0160 |
1.0160 |
1.0092 |
|
| R1 |
1.0115 |
1.0115 |
1.0081 |
1.0138 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0057 |
| S1 |
1.0001 |
1.0001 |
1.0061 |
1.0024 |
| S2 |
0.9932 |
0.9932 |
1.0050 |
|
| S3 |
0.9818 |
0.9887 |
1.0040 |
|
| S4 |
0.9704 |
0.9773 |
1.0008 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0256 |
1.0220 |
1.0075 |
|
| R3 |
1.0181 |
1.0145 |
1.0055 |
|
| R2 |
1.0106 |
1.0106 |
1.0048 |
|
| R1 |
1.0070 |
1.0070 |
1.0041 |
1.0088 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0040 |
| S1 |
0.9995 |
0.9995 |
1.0027 |
1.0013 |
| S2 |
0.9956 |
0.9956 |
1.0020 |
|
| S3 |
0.9881 |
0.9920 |
1.0013 |
|
| S4 |
0.9806 |
0.9845 |
0.9993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0090 |
0.9976 |
0.0114 |
1.1% |
0.0071 |
0.7% |
83% |
True |
True |
19,363 |
| 10 |
1.0090 |
0.9894 |
0.0196 |
1.9% |
0.0078 |
0.8% |
90% |
True |
False |
21,461 |
| 20 |
1.0090 |
0.9713 |
0.0377 |
3.7% |
0.0092 |
0.9% |
95% |
True |
False |
23,189 |
| 40 |
1.0090 |
0.9713 |
0.0377 |
3.7% |
0.0083 |
0.8% |
95% |
True |
False |
17,683 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0083 |
0.8% |
43% |
False |
False |
11,814 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0075 |
0.7% |
43% |
False |
False |
8,861 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0069 |
0.7% |
43% |
False |
False |
7,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0575 |
|
2.618 |
1.0388 |
|
1.618 |
1.0274 |
|
1.000 |
1.0204 |
|
0.618 |
1.0160 |
|
HIGH |
1.0090 |
|
0.618 |
1.0046 |
|
0.500 |
1.0033 |
|
0.382 |
1.0020 |
|
LOW |
0.9976 |
|
0.618 |
0.9906 |
|
1.000 |
0.9862 |
|
1.618 |
0.9792 |
|
2.618 |
0.9678 |
|
4.250 |
0.9492 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0058 |
| PP |
1.0046 |
1.0046 |
| S1 |
1.0033 |
1.0033 |
|