CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9948 |
0.9953 |
0.0005 |
0.1% |
1.0098 |
| High |
0.9965 |
1.0046 |
0.0081 |
0.8% |
1.0115 |
| Low |
0.9880 |
0.9951 |
0.0071 |
0.7% |
0.9952 |
| Close |
0.9946 |
1.0040 |
0.0094 |
0.9% |
0.9979 |
| Range |
0.0085 |
0.0095 |
0.0010 |
11.8% |
0.0163 |
| ATR |
0.0077 |
0.0078 |
0.0002 |
2.2% |
0.0000 |
| Volume |
22,706 |
21,144 |
-1,562 |
-6.9% |
91,191 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0264 |
1.0092 |
|
| R3 |
1.0202 |
1.0169 |
1.0066 |
|
| R2 |
1.0107 |
1.0107 |
1.0057 |
|
| R1 |
1.0074 |
1.0074 |
1.0049 |
1.0091 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0021 |
| S1 |
0.9979 |
0.9979 |
1.0031 |
0.9996 |
| S2 |
0.9917 |
0.9917 |
1.0023 |
|
| S3 |
0.9822 |
0.9884 |
1.0014 |
|
| S4 |
0.9727 |
0.9789 |
0.9988 |
|
|
| 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 |
1.0046 |
0.9880 |
0.0166 |
1.7% |
0.0067 |
0.7% |
96% |
True |
False |
18,465 |
| 10 |
1.0115 |
0.9880 |
0.0235 |
2.3% |
0.0074 |
0.7% |
68% |
False |
False |
18,817 |
| 20 |
1.0163 |
0.9880 |
0.0283 |
2.8% |
0.0074 |
0.7% |
57% |
False |
False |
19,996 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
73% |
False |
False |
21,038 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
73% |
False |
False |
16,212 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0079 |
0.8% |
39% |
False |
False |
12,168 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0074 |
0.7% |
39% |
False |
False |
9,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0450 |
|
2.618 |
1.0295 |
|
1.618 |
1.0200 |
|
1.000 |
1.0141 |
|
0.618 |
1.0105 |
|
HIGH |
1.0046 |
|
0.618 |
1.0010 |
|
0.500 |
0.9999 |
|
0.382 |
0.9987 |
|
LOW |
0.9951 |
|
0.618 |
0.9892 |
|
1.000 |
0.9856 |
|
1.618 |
0.9797 |
|
2.618 |
0.9702 |
|
4.250 |
0.9547 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0026 |
1.0014 |
| PP |
1.0012 |
0.9989 |
| S1 |
0.9999 |
0.9963 |
|