CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
0.9933 |
-0.0033 |
-0.3% |
0.9992 |
| High |
0.9977 |
0.9986 |
0.0009 |
0.1% |
1.0055 |
| Low |
0.9918 |
0.9927 |
0.0009 |
0.1% |
0.9918 |
| Close |
0.9924 |
0.9967 |
0.0043 |
0.4% |
0.9967 |
| Range |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0137 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
732 |
958 |
226 |
30.9% |
3,244 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0111 |
0.9999 |
|
| R3 |
1.0078 |
1.0052 |
0.9983 |
|
| R2 |
1.0019 |
1.0019 |
0.9978 |
|
| R1 |
0.9993 |
0.9993 |
0.9972 |
1.0006 |
| PP |
0.9960 |
0.9960 |
0.9960 |
0.9967 |
| S1 |
0.9934 |
0.9934 |
0.9962 |
0.9947 |
| S2 |
0.9901 |
0.9901 |
0.9956 |
|
| S3 |
0.9842 |
0.9875 |
0.9951 |
|
| S4 |
0.9783 |
0.9816 |
0.9935 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0316 |
1.0042 |
|
| R3 |
1.0254 |
1.0179 |
1.0005 |
|
| R2 |
1.0117 |
1.0117 |
0.9992 |
|
| R1 |
1.0042 |
1.0042 |
0.9980 |
1.0011 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9965 |
| S1 |
0.9905 |
0.9905 |
0.9954 |
0.9874 |
| S2 |
0.9843 |
0.9843 |
0.9942 |
|
| S3 |
0.9706 |
0.9768 |
0.9929 |
|
| S4 |
0.9569 |
0.9631 |
0.9892 |
|
|
| 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% |
0.0067 |
0.7% |
36% |
False |
False |
648 |
| 10 |
1.0100 |
0.9918 |
0.0182 |
1.8% |
0.0066 |
0.7% |
27% |
False |
False |
368 |
| 20 |
1.0172 |
0.9918 |
0.0254 |
2.5% |
0.0066 |
0.7% |
19% |
False |
False |
205 |
| 40 |
1.0220 |
0.9854 |
0.0366 |
3.7% |
0.0069 |
0.7% |
31% |
False |
False |
107 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0064 |
0.6% |
43% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0237 |
|
2.618 |
1.0140 |
|
1.618 |
1.0081 |
|
1.000 |
1.0045 |
|
0.618 |
1.0022 |
|
HIGH |
0.9986 |
|
0.618 |
0.9963 |
|
0.500 |
0.9957 |
|
0.382 |
0.9950 |
|
LOW |
0.9927 |
|
0.618 |
0.9891 |
|
1.000 |
0.9868 |
|
1.618 |
0.9832 |
|
2.618 |
0.9773 |
|
4.250 |
0.9676 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9964 |
0.9966 |
| PP |
0.9960 |
0.9965 |
| S1 |
0.9957 |
0.9964 |
|