CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9928 |
0.9908 |
-0.0020 |
-0.2% |
0.9992 |
| High |
0.9940 |
0.9967 |
0.0027 |
0.3% |
1.0055 |
| Low |
0.9907 |
0.9900 |
-0.0007 |
-0.1% |
0.9918 |
| Close |
0.9916 |
0.9959 |
0.0043 |
0.4% |
0.9967 |
| Range |
0.0033 |
0.0067 |
0.0034 |
103.0% |
0.0137 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.2% |
0.0000 |
| Volume |
22,192 |
26,794 |
4,602 |
20.7% |
3,244 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0118 |
0.9996 |
|
| R3 |
1.0076 |
1.0051 |
0.9977 |
|
| R2 |
1.0009 |
1.0009 |
0.9971 |
|
| R1 |
0.9984 |
0.9984 |
0.9965 |
0.9997 |
| PP |
0.9942 |
0.9942 |
0.9942 |
0.9948 |
| S1 |
0.9917 |
0.9917 |
0.9953 |
0.9930 |
| S2 |
0.9875 |
0.9875 |
0.9947 |
|
| S3 |
0.9808 |
0.9850 |
0.9941 |
|
| S4 |
0.9741 |
0.9783 |
0.9922 |
|
|
| 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% |
0.0055 |
0.6% |
69% |
False |
False |
12,301 |
| 10 |
1.0055 |
0.9892 |
0.0163 |
1.6% |
0.0060 |
0.6% |
41% |
False |
False |
6,387 |
| 20 |
1.0136 |
0.9892 |
0.0244 |
2.5% |
0.0063 |
0.6% |
27% |
False |
False |
3,229 |
| 40 |
1.0220 |
0.9854 |
0.0366 |
3.7% |
0.0068 |
0.7% |
29% |
False |
False |
1,620 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0065 |
0.6% |
41% |
False |
False |
1,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0252 |
|
2.618 |
1.0142 |
|
1.618 |
1.0075 |
|
1.000 |
1.0034 |
|
0.618 |
1.0008 |
|
HIGH |
0.9967 |
|
0.618 |
0.9941 |
|
0.500 |
0.9934 |
|
0.382 |
0.9926 |
|
LOW |
0.9900 |
|
0.618 |
0.9859 |
|
1.000 |
0.9833 |
|
1.618 |
0.9792 |
|
2.618 |
0.9725 |
|
4.250 |
0.9615 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9951 |
0.9949 |
| PP |
0.9942 |
0.9939 |
| S1 |
0.9934 |
0.9930 |
|