CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9939 |
0.9932 |
-0.0007 |
-0.1% |
0.9988 |
| High |
0.9984 |
0.9961 |
-0.0023 |
-0.2% |
0.9998 |
| Low |
0.9927 |
0.9908 |
-0.0019 |
-0.2% |
0.9870 |
| Close |
0.9935 |
0.9915 |
-0.0020 |
-0.2% |
0.9935 |
| Range |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0128 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
17,865 |
16,783 |
-1,082 |
-6.1% |
82,131 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0087 |
1.0054 |
0.9944 |
|
| R3 |
1.0034 |
1.0001 |
0.9930 |
|
| R2 |
0.9981 |
0.9981 |
0.9925 |
|
| R1 |
0.9948 |
0.9948 |
0.9920 |
0.9938 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9923 |
| S1 |
0.9895 |
0.9895 |
0.9910 |
0.9885 |
| S2 |
0.9875 |
0.9875 |
0.9905 |
|
| S3 |
0.9822 |
0.9842 |
0.9900 |
|
| S4 |
0.9769 |
0.9789 |
0.9886 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0255 |
1.0005 |
|
| R3 |
1.0190 |
1.0127 |
0.9970 |
|
| R2 |
1.0062 |
1.0062 |
0.9958 |
|
| R1 |
0.9999 |
0.9999 |
0.9947 |
0.9967 |
| PP |
0.9934 |
0.9934 |
0.9934 |
0.9918 |
| S1 |
0.9871 |
0.9871 |
0.9923 |
0.9839 |
| S2 |
0.9806 |
0.9806 |
0.9912 |
|
| S3 |
0.9678 |
0.9743 |
0.9900 |
|
| S4 |
0.9550 |
0.9615 |
0.9865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9998 |
0.9870 |
0.0128 |
1.3% |
0.0065 |
0.7% |
35% |
False |
False |
19,782 |
| 10 |
1.0046 |
0.9870 |
0.0176 |
1.8% |
0.0068 |
0.7% |
26% |
False |
False |
18,939 |
| 20 |
1.0163 |
0.9870 |
0.0293 |
3.0% |
0.0075 |
0.8% |
15% |
False |
False |
20,370 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0083 |
0.8% |
45% |
False |
False |
21,478 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
45% |
False |
False |
18,127 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0081 |
0.8% |
24% |
False |
False |
13,609 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0074 |
0.7% |
24% |
False |
False |
10,888 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0070 |
0.7% |
24% |
False |
False |
9,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0186 |
|
2.618 |
1.0100 |
|
1.618 |
1.0047 |
|
1.000 |
1.0014 |
|
0.618 |
0.9994 |
|
HIGH |
0.9961 |
|
0.618 |
0.9941 |
|
0.500 |
0.9935 |
|
0.382 |
0.9928 |
|
LOW |
0.9908 |
|
0.618 |
0.9875 |
|
1.000 |
0.9855 |
|
1.618 |
0.9822 |
|
2.618 |
0.9769 |
|
4.250 |
0.9683 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9935 |
0.9939 |
| PP |
0.9928 |
0.9931 |
| S1 |
0.9922 |
0.9923 |
|