CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0087 |
-0.0043 |
-0.4% |
1.0006 |
| High |
1.0138 |
1.0151 |
0.0013 |
0.1% |
1.0067 |
| Low |
1.0061 |
1.0081 |
0.0020 |
0.2% |
0.9992 |
| Close |
1.0102 |
1.0093 |
-0.0009 |
-0.1% |
1.0034 |
| Range |
0.0077 |
0.0070 |
-0.0007 |
-9.1% |
0.0075 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
24,337 |
17,750 |
-6,587 |
-27.1% |
88,886 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0276 |
1.0132 |
|
| R3 |
1.0248 |
1.0206 |
1.0112 |
|
| R2 |
1.0178 |
1.0178 |
1.0106 |
|
| R1 |
1.0136 |
1.0136 |
1.0099 |
1.0157 |
| PP |
1.0108 |
1.0108 |
1.0108 |
1.0119 |
| S1 |
1.0066 |
1.0066 |
1.0087 |
1.0087 |
| S2 |
1.0038 |
1.0038 |
1.0080 |
|
| S3 |
0.9968 |
0.9996 |
1.0074 |
|
| S4 |
0.9898 |
0.9926 |
1.0055 |
|
|
| 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 |
1.9% |
0.0086 |
0.9% |
63% |
False |
False |
23,989 |
| 10 |
1.0163 |
0.9933 |
0.0230 |
2.3% |
0.0074 |
0.7% |
70% |
False |
False |
21,174 |
| 20 |
1.0163 |
0.9789 |
0.0374 |
3.7% |
0.0084 |
0.8% |
81% |
False |
False |
23,263 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0082 |
0.8% |
84% |
False |
False |
19,541 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0084 |
0.8% |
46% |
False |
False |
13,086 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0076 |
0.8% |
46% |
False |
False |
9,816 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0071 |
0.7% |
46% |
False |
False |
7,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0449 |
|
2.618 |
1.0334 |
|
1.618 |
1.0264 |
|
1.000 |
1.0221 |
|
0.618 |
1.0194 |
|
HIGH |
1.0151 |
|
0.618 |
1.0124 |
|
0.500 |
1.0116 |
|
0.382 |
1.0108 |
|
LOW |
1.0081 |
|
0.618 |
1.0038 |
|
1.000 |
1.0011 |
|
1.618 |
0.9968 |
|
2.618 |
0.9898 |
|
4.250 |
0.9784 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0116 |
1.0109 |
| PP |
1.0108 |
1.0104 |
| S1 |
1.0101 |
1.0098 |
|