CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0087 |
1.0091 |
0.0004 |
0.0% |
1.0041 |
| High |
1.0151 |
1.0112 |
-0.0039 |
-0.4% |
1.0163 |
| Low |
1.0081 |
1.0022 |
-0.0059 |
-0.6% |
0.9976 |
| Close |
1.0093 |
1.0082 |
-0.0011 |
-0.1% |
1.0082 |
| Range |
0.0070 |
0.0090 |
0.0020 |
28.6% |
0.0187 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
0.6% |
0.0000 |
| Volume |
17,750 |
22,906 |
5,156 |
29.0% |
126,815 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0302 |
1.0132 |
|
| R3 |
1.0252 |
1.0212 |
1.0107 |
|
| R2 |
1.0162 |
1.0162 |
1.0099 |
|
| R1 |
1.0122 |
1.0122 |
1.0090 |
1.0097 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0060 |
| S1 |
1.0032 |
1.0032 |
1.0074 |
1.0007 |
| S2 |
0.9982 |
0.9982 |
1.0066 |
|
| S3 |
0.9892 |
0.9942 |
1.0057 |
|
| S4 |
0.9802 |
0.9852 |
1.0033 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0545 |
1.0185 |
|
| R3 |
1.0448 |
1.0358 |
1.0133 |
|
| R2 |
1.0261 |
1.0261 |
1.0116 |
|
| R1 |
1.0171 |
1.0171 |
1.0099 |
1.0216 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0096 |
| S1 |
0.9984 |
0.9984 |
1.0065 |
1.0029 |
| S2 |
0.9887 |
0.9887 |
1.0048 |
|
| S3 |
0.9700 |
0.9797 |
1.0031 |
|
| S4 |
0.9513 |
0.9610 |
0.9979 |
|
|
| 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% |
0.0092 |
0.9% |
57% |
False |
False |
25,363 |
| 10 |
1.0163 |
0.9976 |
0.0187 |
1.9% |
0.0075 |
0.7% |
57% |
False |
False |
21,570 |
| 20 |
1.0163 |
0.9789 |
0.0374 |
3.7% |
0.0082 |
0.8% |
78% |
False |
False |
22,802 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0083 |
0.8% |
82% |
False |
False |
20,065 |
| 60 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0084 |
0.8% |
44% |
False |
False |
13,468 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0077 |
0.8% |
44% |
False |
False |
10,102 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.2% |
0.0071 |
0.7% |
44% |
False |
False |
8,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0495 |
|
2.618 |
1.0348 |
|
1.618 |
1.0258 |
|
1.000 |
1.0202 |
|
0.618 |
1.0168 |
|
HIGH |
1.0112 |
|
0.618 |
1.0078 |
|
0.500 |
1.0067 |
|
0.382 |
1.0056 |
|
LOW |
1.0022 |
|
0.618 |
0.9966 |
|
1.000 |
0.9932 |
|
1.618 |
0.9876 |
|
2.618 |
0.9786 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0077 |
1.0087 |
| PP |
1.0072 |
1.0085 |
| S1 |
1.0067 |
1.0084 |
|