CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9932 |
0.9916 |
-0.0016 |
-0.2% |
0.9988 |
| High |
0.9961 |
0.9997 |
0.0036 |
0.4% |
0.9998 |
| Low |
0.9908 |
0.9904 |
-0.0004 |
0.0% |
0.9870 |
| Close |
0.9915 |
0.9960 |
0.0045 |
0.5% |
0.9935 |
| Range |
0.0053 |
0.0093 |
0.0040 |
75.5% |
0.0128 |
| ATR |
0.0073 |
0.0075 |
0.0001 |
1.9% |
0.0000 |
| Volume |
16,783 |
24,650 |
7,867 |
46.9% |
82,131 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0233 |
1.0189 |
1.0011 |
|
| R3 |
1.0140 |
1.0096 |
0.9986 |
|
| R2 |
1.0047 |
1.0047 |
0.9977 |
|
| R1 |
1.0003 |
1.0003 |
0.9969 |
1.0025 |
| PP |
0.9954 |
0.9954 |
0.9954 |
0.9965 |
| S1 |
0.9910 |
0.9910 |
0.9951 |
0.9932 |
| S2 |
0.9861 |
0.9861 |
0.9943 |
|
| S3 |
0.9768 |
0.9817 |
0.9934 |
|
| S4 |
0.9675 |
0.9724 |
0.9909 |
|
|
| 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 |
0.9997 |
0.9870 |
0.0127 |
1.3% |
0.0065 |
0.7% |
71% |
True |
False |
19,658 |
| 10 |
1.0046 |
0.9870 |
0.0176 |
1.8% |
0.0072 |
0.7% |
51% |
False |
False |
20,106 |
| 20 |
1.0163 |
0.9870 |
0.0293 |
2.9% |
0.0074 |
0.7% |
31% |
False |
False |
20,225 |
| 40 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0083 |
0.8% |
55% |
False |
False |
21,707 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0080 |
0.8% |
55% |
False |
False |
18,530 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0080 |
0.8% |
30% |
False |
False |
13,917 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0075 |
0.8% |
30% |
False |
False |
11,134 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.3% |
0.0070 |
0.7% |
30% |
False |
False |
9,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0392 |
|
2.618 |
1.0240 |
|
1.618 |
1.0147 |
|
1.000 |
1.0090 |
|
0.618 |
1.0054 |
|
HIGH |
0.9997 |
|
0.618 |
0.9961 |
|
0.500 |
0.9951 |
|
0.382 |
0.9940 |
|
LOW |
0.9904 |
|
0.618 |
0.9847 |
|
1.000 |
0.9811 |
|
1.618 |
0.9754 |
|
2.618 |
0.9661 |
|
4.250 |
0.9509 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9957 |
0.9957 |
| PP |
0.9954 |
0.9954 |
| S1 |
0.9951 |
0.9951 |
|