CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9974 |
0.9951 |
-0.0023 |
-0.2% |
1.0098 |
| High |
0.9994 |
0.9981 |
-0.0013 |
-0.1% |
1.0115 |
| Low |
0.9944 |
0.9929 |
-0.0015 |
-0.2% |
0.9952 |
| Close |
0.9957 |
0.9944 |
-0.0013 |
-0.1% |
0.9979 |
| Range |
0.0050 |
0.0052 |
0.0002 |
4.0% |
0.0163 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
12,982 |
17,249 |
4,267 |
32.9% |
91,191 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
1.0078 |
0.9973 |
|
| R3 |
1.0055 |
1.0026 |
0.9958 |
|
| R2 |
1.0003 |
1.0003 |
0.9954 |
|
| R1 |
0.9974 |
0.9974 |
0.9949 |
0.9963 |
| PP |
0.9951 |
0.9951 |
0.9951 |
0.9946 |
| S1 |
0.9922 |
0.9922 |
0.9939 |
0.9911 |
| S2 |
0.9899 |
0.9899 |
0.9934 |
|
| S3 |
0.9847 |
0.9870 |
0.9930 |
|
| S4 |
0.9795 |
0.9818 |
0.9915 |
|
|
| 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 |
1.0086 |
0.9929 |
0.0157 |
1.6% |
0.0062 |
0.6% |
10% |
False |
True |
17,651 |
| 10 |
1.0151 |
0.9929 |
0.0222 |
2.2% |
0.0070 |
0.7% |
7% |
False |
True |
18,641 |
| 20 |
1.0163 |
0.9906 |
0.0257 |
2.6% |
0.0072 |
0.7% |
15% |
False |
False |
20,003 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0079 |
0.8% |
51% |
False |
False |
21,448 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0079 |
0.8% |
51% |
False |
False |
15,483 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0079 |
0.8% |
28% |
False |
False |
11,620 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0074 |
0.7% |
28% |
False |
False |
9,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0202 |
|
2.618 |
1.0117 |
|
1.618 |
1.0065 |
|
1.000 |
1.0033 |
|
0.618 |
1.0013 |
|
HIGH |
0.9981 |
|
0.618 |
0.9961 |
|
0.500 |
0.9955 |
|
0.382 |
0.9949 |
|
LOW |
0.9929 |
|
0.618 |
0.9897 |
|
1.000 |
0.9877 |
|
1.618 |
0.9845 |
|
2.618 |
0.9793 |
|
4.250 |
0.9708 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9955 |
0.9967 |
| PP |
0.9951 |
0.9959 |
| S1 |
0.9948 |
0.9952 |
|