CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
1.0003 |
0.0036 |
0.4% |
1.0051 |
| High |
1.0055 |
1.0010 |
-0.0045 |
-0.4% |
1.0056 |
| Low |
0.9963 |
0.9937 |
-0.0026 |
-0.3% |
0.9931 |
| Close |
1.0018 |
0.9974 |
-0.0044 |
-0.4% |
0.9995 |
| Range |
0.0092 |
0.0073 |
-0.0019 |
-20.7% |
0.0125 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.2% |
0.0000 |
| Volume |
834 |
662 |
-172 |
-20.6% |
390 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0156 |
1.0014 |
|
| R3 |
1.0120 |
1.0083 |
0.9994 |
|
| R2 |
1.0047 |
1.0047 |
0.9987 |
|
| R1 |
1.0010 |
1.0010 |
0.9981 |
0.9992 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9965 |
| S1 |
0.9937 |
0.9937 |
0.9967 |
0.9919 |
| S2 |
0.9901 |
0.9901 |
0.9961 |
|
| S3 |
0.9828 |
0.9864 |
0.9954 |
|
| S4 |
0.9755 |
0.9791 |
0.9934 |
|
|
| 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 |
0.9937 |
0.0118 |
1.2% |
0.0066 |
0.7% |
31% |
False |
True |
365 |
| 10 |
1.0103 |
0.9931 |
0.0172 |
1.7% |
0.0069 |
0.7% |
25% |
False |
False |
215 |
| 20 |
1.0209 |
0.9931 |
0.0278 |
2.8% |
0.0065 |
0.7% |
15% |
False |
False |
122 |
| 40 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0071 |
0.7% |
44% |
False |
False |
66 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0064 |
0.6% |
44% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0320 |
|
2.618 |
1.0201 |
|
1.618 |
1.0128 |
|
1.000 |
1.0083 |
|
0.618 |
1.0055 |
|
HIGH |
1.0010 |
|
0.618 |
0.9982 |
|
0.500 |
0.9974 |
|
0.382 |
0.9965 |
|
LOW |
0.9937 |
|
0.618 |
0.9892 |
|
1.000 |
0.9864 |
|
1.618 |
0.9819 |
|
2.618 |
0.9746 |
|
4.250 |
0.9627 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9974 |
0.9996 |
| PP |
0.9974 |
0.9989 |
| S1 |
0.9974 |
0.9981 |
|