CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0041 |
1.0073 |
0.0032 |
0.3% |
1.0006 |
| High |
1.0090 |
1.0163 |
0.0073 |
0.7% |
1.0067 |
| Low |
0.9976 |
1.0055 |
0.0079 |
0.8% |
0.9992 |
| Close |
1.0071 |
1.0136 |
0.0065 |
0.6% |
1.0034 |
| Range |
0.0114 |
0.0108 |
-0.0006 |
-5.3% |
0.0075 |
| ATR |
0.0083 |
0.0084 |
0.0002 |
2.2% |
0.0000 |
| Volume |
27,549 |
34,273 |
6,724 |
24.4% |
88,886 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0397 |
1.0195 |
|
| R3 |
1.0334 |
1.0289 |
1.0166 |
|
| R2 |
1.0226 |
1.0226 |
1.0156 |
|
| R1 |
1.0181 |
1.0181 |
1.0146 |
1.0204 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0129 |
| S1 |
1.0073 |
1.0073 |
1.0126 |
1.0096 |
| S2 |
1.0010 |
1.0010 |
1.0116 |
|
| S3 |
0.9902 |
0.9965 |
1.0106 |
|
| S4 |
0.9794 |
0.9857 |
1.0077 |
|
|
| 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 |
1.0163 |
0.9976 |
0.0187 |
1.8% |
0.0080 |
0.8% |
86% |
True |
False |
23,384 |
| 10 |
1.0163 |
0.9906 |
0.0257 |
2.5% |
0.0074 |
0.7% |
89% |
True |
False |
21,365 |
| 20 |
1.0163 |
0.9713 |
0.0450 |
4.4% |
0.0087 |
0.9% |
94% |
True |
False |
23,704 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.4% |
0.0083 |
0.8% |
94% |
True |
False |
18,525 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0083 |
0.8% |
51% |
False |
False |
12,385 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0076 |
0.8% |
51% |
False |
False |
9,290 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0070 |
0.7% |
51% |
False |
False |
7,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0622 |
|
2.618 |
1.0446 |
|
1.618 |
1.0338 |
|
1.000 |
1.0271 |
|
0.618 |
1.0230 |
|
HIGH |
1.0163 |
|
0.618 |
1.0122 |
|
0.500 |
1.0109 |
|
0.382 |
1.0096 |
|
LOW |
1.0055 |
|
0.618 |
0.9988 |
|
1.000 |
0.9947 |
|
1.618 |
0.9880 |
|
2.618 |
0.9772 |
|
4.250 |
0.9596 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0127 |
1.0114 |
| PP |
1.0118 |
1.0092 |
| S1 |
1.0109 |
1.0070 |
|