CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9923 |
0.9881 |
-0.0042 |
-0.4% |
0.9932 |
| High |
0.9930 |
0.9896 |
-0.0034 |
-0.3% |
0.9997 |
| Low |
0.9875 |
0.9833 |
-0.0042 |
-0.4% |
0.9859 |
| Close |
0.9887 |
0.9870 |
-0.0017 |
-0.2% |
0.9909 |
| Range |
0.0055 |
0.0063 |
0.0008 |
14.5% |
0.0138 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
19,167 |
20,497 |
1,330 |
6.9% |
113,104 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0055 |
1.0026 |
0.9905 |
|
| R3 |
0.9992 |
0.9963 |
0.9887 |
|
| R2 |
0.9929 |
0.9929 |
0.9882 |
|
| R1 |
0.9900 |
0.9900 |
0.9876 |
0.9883 |
| PP |
0.9866 |
0.9866 |
0.9866 |
0.9858 |
| S1 |
0.9837 |
0.9837 |
0.9864 |
0.9820 |
| S2 |
0.9803 |
0.9803 |
0.9858 |
|
| S3 |
0.9740 |
0.9774 |
0.9853 |
|
| S4 |
0.9677 |
0.9711 |
0.9835 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0260 |
0.9985 |
|
| R3 |
1.0198 |
1.0122 |
0.9947 |
|
| R2 |
1.0060 |
1.0060 |
0.9934 |
|
| R1 |
0.9984 |
0.9984 |
0.9922 |
0.9953 |
| PP |
0.9922 |
0.9922 |
0.9922 |
0.9906 |
| S1 |
0.9846 |
0.9846 |
0.9896 |
0.9815 |
| S2 |
0.9784 |
0.9784 |
0.9884 |
|
| S3 |
0.9646 |
0.9708 |
0.9871 |
|
| S4 |
0.9508 |
0.9570 |
0.9833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9952 |
0.9833 |
0.0119 |
1.2% |
0.0063 |
0.6% |
31% |
False |
True |
22,267 |
| 10 |
0.9997 |
0.9833 |
0.0164 |
1.7% |
0.0064 |
0.6% |
23% |
False |
True |
20,962 |
| 20 |
1.0109 |
0.9833 |
0.0276 |
2.8% |
0.0069 |
0.7% |
13% |
False |
True |
20,178 |
| 40 |
1.0163 |
0.9789 |
0.0374 |
3.8% |
0.0075 |
0.8% |
22% |
False |
False |
21,193 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.6% |
0.0079 |
0.8% |
35% |
False |
False |
20,302 |
| 80 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0081 |
0.8% |
19% |
False |
False |
15,306 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
19% |
False |
False |
12,247 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0071 |
0.7% |
19% |
False |
False |
10,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0164 |
|
2.618 |
1.0061 |
|
1.618 |
0.9998 |
|
1.000 |
0.9959 |
|
0.618 |
0.9935 |
|
HIGH |
0.9896 |
|
0.618 |
0.9872 |
|
0.500 |
0.9865 |
|
0.382 |
0.9857 |
|
LOW |
0.9833 |
|
0.618 |
0.9794 |
|
1.000 |
0.9770 |
|
1.618 |
0.9731 |
|
2.618 |
0.9668 |
|
4.250 |
0.9565 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9868 |
0.9882 |
| PP |
0.9866 |
0.9878 |
| S1 |
0.9865 |
0.9874 |
|