CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9951 |
0.9948 |
-0.0003 |
0.0% |
1.0098 |
| High |
0.9981 |
0.9965 |
-0.0016 |
-0.2% |
1.0115 |
| Low |
0.9929 |
0.9880 |
-0.0049 |
-0.5% |
0.9952 |
| Close |
0.9944 |
0.9946 |
0.0002 |
0.0% |
0.9979 |
| Range |
0.0052 |
0.0085 |
0.0033 |
63.5% |
0.0163 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.9% |
0.0000 |
| Volume |
17,249 |
22,706 |
5,457 |
31.6% |
91,191 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0151 |
0.9993 |
|
| R3 |
1.0100 |
1.0066 |
0.9969 |
|
| R2 |
1.0015 |
1.0015 |
0.9962 |
|
| R1 |
0.9981 |
0.9981 |
0.9954 |
0.9956 |
| PP |
0.9930 |
0.9930 |
0.9930 |
0.9918 |
| S1 |
0.9896 |
0.9896 |
0.9938 |
0.9870 |
| S2 |
0.9845 |
0.9845 |
0.9930 |
|
| S3 |
0.9760 |
0.9811 |
0.9923 |
|
| S4 |
0.9675 |
0.9726 |
0.9899 |
|
|
| 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 |
1.0079 |
0.9880 |
0.0199 |
2.0% |
0.0065 |
0.6% |
33% |
False |
True |
18,663 |
| 10 |
1.0151 |
0.9880 |
0.0271 |
2.7% |
0.0071 |
0.7% |
24% |
False |
True |
18,478 |
| 20 |
1.0163 |
0.9880 |
0.0283 |
2.8% |
0.0073 |
0.7% |
23% |
False |
True |
20,210 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0079 |
0.8% |
52% |
False |
False |
20,984 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0079 |
0.8% |
52% |
False |
False |
15,861 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0079 |
0.8% |
28% |
False |
False |
11,904 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0074 |
0.7% |
28% |
False |
False |
9,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0326 |
|
2.618 |
1.0188 |
|
1.618 |
1.0103 |
|
1.000 |
1.0050 |
|
0.618 |
1.0018 |
|
HIGH |
0.9965 |
|
0.618 |
0.9933 |
|
0.500 |
0.9923 |
|
0.382 |
0.9912 |
|
LOW |
0.9880 |
|
0.618 |
0.9827 |
|
1.000 |
0.9795 |
|
1.618 |
0.9742 |
|
2.618 |
0.9657 |
|
4.250 |
0.9519 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9938 |
0.9943 |
| PP |
0.9930 |
0.9940 |
| S1 |
0.9923 |
0.9937 |
|