CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0066 |
0.9998 |
-0.0068 |
-0.7% |
1.0098 |
| High |
1.0079 |
1.0004 |
-0.0075 |
-0.7% |
1.0115 |
| Low |
0.9995 |
0.9952 |
-0.0043 |
-0.4% |
0.9952 |
| Close |
0.9999 |
0.9979 |
-0.0020 |
-0.2% |
0.9979 |
| Range |
0.0084 |
0.0052 |
-0.0032 |
-38.1% |
0.0163 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
22,133 |
18,248 |
-3,885 |
-17.6% |
91,191 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0134 |
1.0109 |
1.0008 |
|
| R3 |
1.0082 |
1.0057 |
0.9993 |
|
| R2 |
1.0030 |
1.0030 |
0.9989 |
|
| R1 |
1.0005 |
1.0005 |
0.9984 |
0.9992 |
| PP |
0.9978 |
0.9978 |
0.9978 |
0.9972 |
| S1 |
0.9953 |
0.9953 |
0.9974 |
0.9940 |
| S2 |
0.9926 |
0.9926 |
0.9969 |
|
| S3 |
0.9874 |
0.9901 |
0.9965 |
|
| S4 |
0.9822 |
0.9849 |
0.9950 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0405 |
1.0069 |
|
| R3 |
1.0341 |
1.0242 |
1.0024 |
|
| R2 |
1.0178 |
1.0178 |
1.0009 |
|
| R1 |
1.0079 |
1.0079 |
0.9994 |
1.0047 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0000 |
| S1 |
0.9916 |
0.9916 |
0.9964 |
0.9884 |
| S2 |
0.9852 |
0.9852 |
0.9949 |
|
| S3 |
0.9689 |
0.9753 |
0.9934 |
|
| S4 |
0.9526 |
0.9590 |
0.9889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0115 |
0.9952 |
0.0163 |
1.6% |
0.0073 |
0.7% |
17% |
False |
True |
18,238 |
| 10 |
1.0163 |
0.9952 |
0.0211 |
2.1% |
0.0082 |
0.8% |
13% |
False |
True |
21,800 |
| 20 |
1.0163 |
0.9894 |
0.0269 |
2.7% |
0.0078 |
0.8% |
32% |
False |
False |
21,263 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0083 |
0.8% |
59% |
False |
False |
21,961 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
59% |
False |
False |
14,983 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0078 |
0.8% |
32% |
False |
False |
11,242 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0074 |
0.7% |
32% |
False |
False |
8,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0225 |
|
2.618 |
1.0140 |
|
1.618 |
1.0088 |
|
1.000 |
1.0056 |
|
0.618 |
1.0036 |
|
HIGH |
1.0004 |
|
0.618 |
0.9984 |
|
0.500 |
0.9978 |
|
0.382 |
0.9972 |
|
LOW |
0.9952 |
|
0.618 |
0.9920 |
|
1.000 |
0.9900 |
|
1.618 |
0.9868 |
|
2.618 |
0.9816 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9979 |
1.0019 |
| PP |
0.9978 |
1.0006 |
| S1 |
0.9978 |
0.9992 |
|