CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9933 |
0.9974 |
0.0041 |
0.4% |
0.9992 |
| High |
0.9986 |
0.9989 |
0.0003 |
0.0% |
1.0055 |
| Low |
0.9927 |
0.9934 |
0.0007 |
0.1% |
0.9918 |
| Close |
0.9967 |
0.9945 |
-0.0022 |
-0.2% |
0.9967 |
| Range |
0.0059 |
0.0055 |
-0.0004 |
-6.8% |
0.0137 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
958 |
5,607 |
4,649 |
485.3% |
3,244 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0121 |
1.0088 |
0.9975 |
|
| R3 |
1.0066 |
1.0033 |
0.9960 |
|
| R2 |
1.0011 |
1.0011 |
0.9955 |
|
| R1 |
0.9978 |
0.9978 |
0.9950 |
0.9967 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9951 |
| S1 |
0.9923 |
0.9923 |
0.9940 |
0.9912 |
| S2 |
0.9901 |
0.9901 |
0.9935 |
|
| S3 |
0.9846 |
0.9868 |
0.9930 |
|
| S4 |
0.9791 |
0.9813 |
0.9915 |
|
|
| 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% |
0.0068 |
0.7% |
20% |
False |
False |
1,758 |
| 10 |
1.0056 |
0.9918 |
0.0138 |
1.4% |
0.0065 |
0.7% |
20% |
False |
False |
924 |
| 20 |
1.0172 |
0.9918 |
0.0254 |
2.6% |
0.0066 |
0.7% |
11% |
False |
False |
485 |
| 40 |
1.0220 |
0.9854 |
0.0366 |
3.7% |
0.0069 |
0.7% |
25% |
False |
False |
247 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0064 |
0.6% |
38% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0223 |
|
2.618 |
1.0133 |
|
1.618 |
1.0078 |
|
1.000 |
1.0044 |
|
0.618 |
1.0023 |
|
HIGH |
0.9989 |
|
0.618 |
0.9968 |
|
0.500 |
0.9962 |
|
0.382 |
0.9955 |
|
LOW |
0.9934 |
|
0.618 |
0.9900 |
|
1.000 |
0.9879 |
|
1.618 |
0.9845 |
|
2.618 |
0.9790 |
|
4.250 |
0.9700 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9962 |
0.9954 |
| PP |
0.9956 |
0.9951 |
| S1 |
0.9951 |
0.9948 |
|