CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9940 |
0.9928 |
-0.0012 |
-0.1% |
0.9992 |
| High |
0.9954 |
0.9940 |
-0.0014 |
-0.1% |
1.0055 |
| Low |
0.9892 |
0.9907 |
0.0015 |
0.2% |
0.9918 |
| Close |
0.9928 |
0.9916 |
-0.0012 |
-0.1% |
0.9967 |
| Range |
0.0062 |
0.0033 |
-0.0029 |
-46.8% |
0.0137 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
5,957 |
22,192 |
16,235 |
272.5% |
3,244 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0020 |
1.0001 |
0.9934 |
|
| R3 |
0.9987 |
0.9968 |
0.9925 |
|
| R2 |
0.9954 |
0.9954 |
0.9922 |
|
| R1 |
0.9935 |
0.9935 |
0.9919 |
0.9928 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9918 |
| S1 |
0.9902 |
0.9902 |
0.9913 |
0.9895 |
| S2 |
0.9888 |
0.9888 |
0.9910 |
|
| S3 |
0.9855 |
0.9869 |
0.9907 |
|
| S4 |
0.9822 |
0.9836 |
0.9898 |
|
|
| 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 |
0.9989 |
0.9892 |
0.0097 |
1.0% |
0.0054 |
0.5% |
25% |
False |
False |
7,089 |
| 10 |
1.0055 |
0.9892 |
0.0163 |
1.6% |
0.0060 |
0.6% |
15% |
False |
False |
3,727 |
| 20 |
1.0144 |
0.9892 |
0.0252 |
2.5% |
0.0063 |
0.6% |
10% |
False |
False |
1,890 |
| 40 |
1.0220 |
0.9854 |
0.0366 |
3.7% |
0.0068 |
0.7% |
17% |
False |
False |
950 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.5% |
0.0064 |
0.6% |
31% |
False |
False |
637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0080 |
|
2.618 |
1.0026 |
|
1.618 |
0.9993 |
|
1.000 |
0.9973 |
|
0.618 |
0.9960 |
|
HIGH |
0.9940 |
|
0.618 |
0.9927 |
|
0.500 |
0.9924 |
|
0.382 |
0.9920 |
|
LOW |
0.9907 |
|
0.618 |
0.9887 |
|
1.000 |
0.9874 |
|
1.618 |
0.9854 |
|
2.618 |
0.9821 |
|
4.250 |
0.9767 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9941 |
| PP |
0.9921 |
0.9932 |
| S1 |
0.9919 |
0.9924 |
|