CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9853 |
0.9878 |
0.0025 |
0.3% |
0.9923 |
| High |
0.9910 |
0.9922 |
0.0012 |
0.1% |
0.9930 |
| Low |
0.9840 |
0.9850 |
0.0010 |
0.1% |
0.9833 |
| Close |
0.9902 |
0.9908 |
0.0006 |
0.1% |
0.9908 |
| Range |
0.0070 |
0.0072 |
0.0002 |
2.9% |
0.0097 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
39,519 |
8,527 |
-30,992 |
-78.4% |
120,986 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0081 |
0.9948 |
|
| R3 |
1.0037 |
1.0009 |
0.9928 |
|
| R2 |
0.9965 |
0.9965 |
0.9921 |
|
| R1 |
0.9937 |
0.9937 |
0.9915 |
0.9951 |
| PP |
0.9893 |
0.9893 |
0.9893 |
0.9901 |
| S1 |
0.9865 |
0.9865 |
0.9901 |
0.9879 |
| S2 |
0.9821 |
0.9821 |
0.9895 |
|
| S3 |
0.9749 |
0.9793 |
0.9888 |
|
| S4 |
0.9677 |
0.9721 |
0.9868 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0181 |
1.0142 |
0.9961 |
|
| R3 |
1.0084 |
1.0045 |
0.9935 |
|
| R2 |
0.9987 |
0.9987 |
0.9926 |
|
| R1 |
0.9948 |
0.9948 |
0.9917 |
0.9919 |
| PP |
0.9890 |
0.9890 |
0.9890 |
0.9876 |
| S1 |
0.9851 |
0.9851 |
0.9899 |
0.9822 |
| S2 |
0.9793 |
0.9793 |
0.9890 |
|
| S3 |
0.9696 |
0.9754 |
0.9881 |
|
| S4 |
0.9599 |
0.9657 |
0.9855 |
|
|
| 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% |
0.0058 |
0.6% |
77% |
False |
False |
24,197 |
| 10 |
0.9997 |
0.9833 |
0.0164 |
1.7% |
0.0063 |
0.6% |
46% |
False |
False |
23,409 |
| 20 |
1.0046 |
0.9833 |
0.0213 |
2.1% |
0.0065 |
0.7% |
35% |
False |
False |
21,247 |
| 40 |
1.0163 |
0.9833 |
0.0330 |
3.3% |
0.0073 |
0.7% |
23% |
False |
False |
21,387 |
| 60 |
1.0163 |
0.9713 |
0.0450 |
4.5% |
0.0077 |
0.8% |
43% |
False |
False |
21,537 |
| 80 |
1.0168 |
0.9713 |
0.0455 |
4.6% |
0.0077 |
0.8% |
43% |
False |
False |
16,322 |
| 100 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0075 |
0.8% |
23% |
False |
False |
13,060 |
| 120 |
1.0544 |
0.9713 |
0.0831 |
8.4% |
0.0072 |
0.7% |
23% |
False |
False |
10,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0228 |
|
2.618 |
1.0110 |
|
1.618 |
1.0038 |
|
1.000 |
0.9994 |
|
0.618 |
0.9966 |
|
HIGH |
0.9922 |
|
0.618 |
0.9894 |
|
0.500 |
0.9886 |
|
0.382 |
0.9878 |
|
LOW |
0.9850 |
|
0.618 |
0.9806 |
|
1.000 |
0.9778 |
|
1.618 |
0.9734 |
|
2.618 |
0.9662 |
|
4.250 |
0.9544 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9901 |
0.9899 |
| PP |
0.9893 |
0.9890 |
| S1 |
0.9886 |
0.9881 |
|