CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0003 |
0.9966 |
-0.0037 |
-0.4% |
1.0051 |
| High |
1.0010 |
0.9977 |
-0.0033 |
-0.3% |
1.0056 |
| Low |
0.9937 |
0.9918 |
-0.0019 |
-0.2% |
0.9931 |
| Close |
0.9974 |
0.9924 |
-0.0050 |
-0.5% |
0.9995 |
| Range |
0.0073 |
0.0059 |
-0.0014 |
-19.2% |
0.0125 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
662 |
732 |
70 |
10.6% |
390 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0117 |
1.0079 |
0.9956 |
|
| R3 |
1.0058 |
1.0020 |
0.9940 |
|
| R2 |
0.9999 |
0.9999 |
0.9935 |
|
| R1 |
0.9961 |
0.9961 |
0.9929 |
0.9951 |
| PP |
0.9940 |
0.9940 |
0.9940 |
0.9934 |
| S1 |
0.9902 |
0.9902 |
0.9919 |
0.9892 |
| S2 |
0.9881 |
0.9881 |
0.9913 |
|
| S3 |
0.9822 |
0.9843 |
0.9908 |
|
| S4 |
0.9763 |
0.9784 |
0.9892 |
|
|
| 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 |
0.9918 |
0.0137 |
1.4% |
0.0066 |
0.7% |
4% |
False |
True |
473 |
| 10 |
1.0103 |
0.9918 |
0.0185 |
1.9% |
0.0068 |
0.7% |
3% |
False |
True |
282 |
| 20 |
1.0209 |
0.9918 |
0.0291 |
2.9% |
0.0066 |
0.7% |
2% |
False |
True |
158 |
| 40 |
1.0220 |
0.9819 |
0.0401 |
4.0% |
0.0069 |
0.7% |
26% |
False |
False |
83 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.5% |
0.0064 |
0.6% |
33% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0228 |
|
2.618 |
1.0131 |
|
1.618 |
1.0072 |
|
1.000 |
1.0036 |
|
0.618 |
1.0013 |
|
HIGH |
0.9977 |
|
0.618 |
0.9954 |
|
0.500 |
0.9948 |
|
0.382 |
0.9941 |
|
LOW |
0.9918 |
|
0.618 |
0.9882 |
|
1.000 |
0.9859 |
|
1.618 |
0.9823 |
|
2.618 |
0.9764 |
|
4.250 |
0.9667 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9948 |
0.9987 |
| PP |
0.9940 |
0.9966 |
| S1 |
0.9932 |
0.9945 |
|