CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9913 |
0.9901 |
-0.0012 |
-0.1% |
0.9974 |
| High |
0.9931 |
0.9954 |
0.0023 |
0.2% |
1.0046 |
| Low |
0.9870 |
0.9893 |
0.0023 |
0.2% |
0.9880 |
| Close |
0.9916 |
0.9937 |
0.0021 |
0.2% |
0.9978 |
| Range |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0166 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
23,157 |
15,838 |
-7,319 |
-31.6% |
90,484 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0085 |
0.9971 |
|
| R3 |
1.0050 |
1.0024 |
0.9954 |
|
| R2 |
0.9989 |
0.9989 |
0.9948 |
|
| R1 |
0.9963 |
0.9963 |
0.9943 |
0.9976 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9935 |
| S1 |
0.9902 |
0.9902 |
0.9931 |
0.9915 |
| S2 |
0.9867 |
0.9867 |
0.9926 |
|
| S3 |
0.9806 |
0.9841 |
0.9920 |
|
| S4 |
0.9745 |
0.9780 |
0.9903 |
|
|
| 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 |
0.9870 |
0.0176 |
1.8% |
0.0076 |
0.8% |
38% |
False |
False |
20,362 |
| 10 |
1.0079 |
0.9870 |
0.0209 |
2.1% |
0.0070 |
0.7% |
32% |
False |
False |
19,513 |
| 20 |
1.0163 |
0.9870 |
0.0293 |
2.9% |
0.0075 |
0.8% |
23% |
False |
False |
20,610 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0082 |
0.8% |
50% |
False |
False |
21,109 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
50% |
False |
False |
17,552 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0081 |
0.8% |
27% |
False |
False |
13,176 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
27% |
False |
False |
10,543 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0070 |
0.7% |
27% |
False |
False |
8,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0114 |
|
1.618 |
1.0053 |
|
1.000 |
1.0015 |
|
0.618 |
0.9992 |
|
HIGH |
0.9954 |
|
0.618 |
0.9931 |
|
0.500 |
0.9924 |
|
0.382 |
0.9916 |
|
LOW |
0.9893 |
|
0.618 |
0.9855 |
|
1.000 |
0.9832 |
|
1.618 |
0.9794 |
|
2.618 |
0.9733 |
|
4.250 |
0.9634 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9933 |
0.9936 |
| PP |
0.9928 |
0.9935 |
| S1 |
0.9924 |
0.9934 |
|