CME Swiss Franc Future June 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 |
0.9992 |
0.9967 |
-0.0025 |
-0.3% |
1.0051 |
| High |
1.0019 |
1.0055 |
0.0036 |
0.4% |
1.0056 |
| Low |
0.9968 |
0.9963 |
-0.0005 |
-0.1% |
0.9931 |
| Close |
0.9973 |
1.0018 |
0.0045 |
0.5% |
0.9995 |
| Range |
0.0051 |
0.0092 |
0.0041 |
80.4% |
0.0125 |
| ATR |
0.0068 |
0.0069 |
0.0002 |
2.6% |
0.0000 |
| Volume |
58 |
834 |
776 |
1,337.9% |
390 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0245 |
1.0069 |
|
| R3 |
1.0196 |
1.0153 |
1.0043 |
|
| R2 |
1.0104 |
1.0104 |
1.0035 |
|
| R1 |
1.0061 |
1.0061 |
1.0026 |
1.0083 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0023 |
| S1 |
0.9969 |
0.9969 |
1.0010 |
0.9991 |
| S2 |
0.9920 |
0.9920 |
1.0001 |
|
| S3 |
0.9828 |
0.9877 |
0.9993 |
|
| S4 |
0.9736 |
0.9785 |
0.9967 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0369 |
1.0307 |
1.0064 |
|
| R3 |
1.0244 |
1.0182 |
1.0029 |
|
| R2 |
1.0119 |
1.0119 |
1.0018 |
|
| R1 |
1.0057 |
1.0057 |
1.0006 |
1.0026 |
| PP |
0.9994 |
0.9994 |
0.9994 |
0.9978 |
| S1 |
0.9932 |
0.9932 |
0.9984 |
0.9901 |
| S2 |
0.9869 |
0.9869 |
0.9972 |
|
| S3 |
0.9744 |
0.9807 |
0.9961 |
|
| S4 |
0.9619 |
0.9682 |
0.9926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0055 |
0.9931 |
0.0124 |
1.2% |
0.0063 |
0.6% |
70% |
True |
False |
242 |
| 10 |
1.0103 |
0.9931 |
0.0172 |
1.7% |
0.0067 |
0.7% |
51% |
False |
False |
158 |
| 20 |
1.0220 |
0.9931 |
0.0289 |
2.9% |
0.0066 |
0.7% |
30% |
False |
False |
90 |
| 40 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0073 |
0.7% |
54% |
False |
False |
51 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0062 |
0.6% |
54% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0446 |
|
2.618 |
1.0296 |
|
1.618 |
1.0204 |
|
1.000 |
1.0147 |
|
0.618 |
1.0112 |
|
HIGH |
1.0055 |
|
0.618 |
1.0020 |
|
0.500 |
1.0009 |
|
0.382 |
0.9998 |
|
LOW |
0.9963 |
|
0.618 |
0.9906 |
|
1.000 |
0.9871 |
|
1.618 |
0.9814 |
|
2.618 |
0.9722 |
|
4.250 |
0.9572 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0015 |
1.0015 |
| PP |
1.0012 |
1.0012 |
| S1 |
1.0009 |
1.0009 |
|