CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0041 |
0.9988 |
-0.0053 |
-0.5% |
0.9974 |
| High |
1.0043 |
0.9998 |
-0.0045 |
-0.4% |
1.0046 |
| Low |
0.9976 |
0.9904 |
-0.0072 |
-0.7% |
0.9880 |
| Close |
0.9978 |
0.9925 |
-0.0053 |
-0.5% |
0.9978 |
| Range |
0.0067 |
0.0094 |
0.0027 |
40.3% |
0.0166 |
| ATR |
0.0077 |
0.0079 |
0.0001 |
1.5% |
0.0000 |
| Volume |
16,403 |
25,271 |
8,868 |
54.1% |
90,484 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0224 |
1.0169 |
0.9977 |
|
| R3 |
1.0130 |
1.0075 |
0.9951 |
|
| R2 |
1.0036 |
1.0036 |
0.9942 |
|
| R1 |
0.9981 |
0.9981 |
0.9934 |
0.9962 |
| PP |
0.9942 |
0.9942 |
0.9942 |
0.9933 |
| S1 |
0.9887 |
0.9887 |
0.9916 |
0.9868 |
| S2 |
0.9848 |
0.9848 |
0.9908 |
|
| S3 |
0.9754 |
0.9793 |
0.9899 |
|
| S4 |
0.9660 |
0.9699 |
0.9873 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0388 |
1.0069 |
|
| R3 |
1.0300 |
1.0222 |
1.0024 |
|
| R2 |
1.0134 |
1.0134 |
1.0008 |
|
| R1 |
1.0056 |
1.0056 |
0.9993 |
1.0095 |
| PP |
0.9968 |
0.9968 |
0.9968 |
0.9988 |
| S1 |
0.9890 |
0.9890 |
0.9963 |
0.9929 |
| S2 |
0.9802 |
0.9802 |
0.9948 |
|
| S3 |
0.9636 |
0.9724 |
0.9932 |
|
| S4 |
0.9470 |
0.9558 |
0.9887 |
|
|
| 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% |
0.0079 |
0.8% |
27% |
False |
False |
20,554 |
| 10 |
1.0109 |
0.9880 |
0.0229 |
2.3% |
0.0075 |
0.8% |
20% |
False |
False |
19,393 |
| 20 |
1.0163 |
0.9880 |
0.0283 |
2.9% |
0.0075 |
0.8% |
16% |
False |
False |
20,151 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0081 |
0.8% |
47% |
False |
False |
20,704 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0081 |
0.8% |
47% |
False |
False |
16,905 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0080 |
0.8% |
26% |
False |
False |
12,689 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
26% |
False |
False |
10,153 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0069 |
0.7% |
26% |
False |
False |
8,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0397 |
|
2.618 |
1.0244 |
|
1.618 |
1.0150 |
|
1.000 |
1.0092 |
|
0.618 |
1.0056 |
|
HIGH |
0.9998 |
|
0.618 |
0.9962 |
|
0.500 |
0.9951 |
|
0.382 |
0.9940 |
|
LOW |
0.9904 |
|
0.618 |
0.9846 |
|
1.000 |
0.9810 |
|
1.618 |
0.9752 |
|
2.618 |
0.9658 |
|
4.250 |
0.9505 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9951 |
0.9975 |
| PP |
0.9942 |
0.9958 |
| S1 |
0.9934 |
0.9942 |
|