CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9881 |
0.9867 |
-0.0014 |
-0.1% |
0.9932 |
| High |
0.9896 |
0.9881 |
-0.0015 |
-0.2% |
0.9997 |
| Low |
0.9833 |
0.9850 |
0.0017 |
0.2% |
0.9859 |
| Close |
0.9870 |
0.9859 |
-0.0011 |
-0.1% |
0.9909 |
| Range |
0.0063 |
0.0031 |
-0.0032 |
-50.8% |
0.0138 |
| ATR |
0.0071 |
0.0069 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
20,497 |
33,276 |
12,779 |
62.3% |
113,104 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9956 |
0.9939 |
0.9876 |
|
| R3 |
0.9925 |
0.9908 |
0.9868 |
|
| R2 |
0.9894 |
0.9894 |
0.9865 |
|
| R1 |
0.9877 |
0.9877 |
0.9862 |
0.9870 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9860 |
| S1 |
0.9846 |
0.9846 |
0.9856 |
0.9839 |
| S2 |
0.9832 |
0.9832 |
0.9853 |
|
| S3 |
0.9801 |
0.9815 |
0.9850 |
|
| S4 |
0.9770 |
0.9784 |
0.9842 |
|
|
| 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 |
0.9930 |
0.9833 |
0.0097 |
1.0% |
0.0054 |
0.5% |
27% |
False |
False |
23,421 |
| 10 |
0.9997 |
0.9833 |
0.0164 |
1.7% |
0.0061 |
0.6% |
16% |
False |
False |
21,974 |
| 20 |
1.0086 |
0.9833 |
0.0253 |
2.6% |
0.0066 |
0.7% |
10% |
False |
False |
20,834 |
| 40 |
1.0163 |
0.9789 |
0.0374 |
3.8% |
0.0074 |
0.8% |
19% |
False |
False |
21,553 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.6% |
0.0077 |
0.8% |
32% |
False |
False |
20,834 |
| 80 |
1.0253 |
0.9713 |
0.0540 |
5.5% |
0.0077 |
0.8% |
27% |
False |
False |
15,722 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
18% |
False |
False |
12,580 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0071 |
0.7% |
18% |
False |
False |
10,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0013 |
|
2.618 |
0.9962 |
|
1.618 |
0.9931 |
|
1.000 |
0.9912 |
|
0.618 |
0.9900 |
|
HIGH |
0.9881 |
|
0.618 |
0.9869 |
|
0.500 |
0.9866 |
|
0.382 |
0.9862 |
|
LOW |
0.9850 |
|
0.618 |
0.9831 |
|
1.000 |
0.9819 |
|
1.618 |
0.9800 |
|
2.618 |
0.9769 |
|
4.250 |
0.9718 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9882 |
| PP |
0.9863 |
0.9874 |
| S1 |
0.9861 |
0.9867 |
|