CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0043 |
1.0066 |
0.0023 |
0.2% |
1.0041 |
| High |
1.0086 |
1.0079 |
-0.0007 |
-0.1% |
1.0163 |
| Low |
1.0016 |
0.9995 |
-0.0021 |
-0.2% |
0.9976 |
| Close |
1.0063 |
0.9999 |
-0.0064 |
-0.6% |
1.0082 |
| Range |
0.0070 |
0.0084 |
0.0014 |
20.0% |
0.0187 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.2% |
0.0000 |
| Volume |
17,643 |
22,133 |
4,490 |
25.4% |
126,815 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0222 |
1.0045 |
|
| R3 |
1.0192 |
1.0138 |
1.0022 |
|
| R2 |
1.0108 |
1.0108 |
1.0014 |
|
| R1 |
1.0054 |
1.0054 |
1.0007 |
1.0039 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0017 |
| S1 |
0.9970 |
0.9970 |
0.9991 |
0.9955 |
| S2 |
0.9940 |
0.9940 |
0.9984 |
|
| S3 |
0.9856 |
0.9886 |
0.9976 |
|
| S4 |
0.9772 |
0.9802 |
0.9953 |
|
|
| 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 |
1.0115 |
0.9995 |
0.0120 |
1.2% |
0.0080 |
0.8% |
3% |
False |
True |
19,169 |
| 10 |
1.0163 |
0.9976 |
0.0187 |
1.9% |
0.0083 |
0.8% |
12% |
False |
False |
21,579 |
| 20 |
1.0163 |
0.9883 |
0.0280 |
2.8% |
0.0080 |
0.8% |
41% |
False |
False |
21,526 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0083 |
0.8% |
64% |
False |
False |
21,682 |
| 60 |
1.0168 |
0.9713 |
0.0455 |
4.6% |
0.0081 |
0.8% |
63% |
False |
False |
14,680 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0078 |
0.8% |
34% |
False |
False |
11,014 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0073 |
0.7% |
34% |
False |
False |
8,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0436 |
|
2.618 |
1.0299 |
|
1.618 |
1.0215 |
|
1.000 |
1.0163 |
|
0.618 |
1.0131 |
|
HIGH |
1.0079 |
|
0.618 |
1.0047 |
|
0.500 |
1.0037 |
|
0.382 |
1.0027 |
|
LOW |
0.9995 |
|
0.618 |
0.9943 |
|
1.000 |
0.9911 |
|
1.618 |
0.9859 |
|
2.618 |
0.9775 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0052 |
| PP |
1.0024 |
1.0034 |
| S1 |
1.0012 |
1.0017 |
|