CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9933 |
0.9956 |
0.0023 |
0.2% |
0.9974 |
| High |
0.9979 |
0.9998 |
0.0019 |
0.2% |
0.9989 |
| Low |
0.9907 |
0.9941 |
0.0034 |
0.3% |
0.9892 |
| Close |
0.9964 |
0.9987 |
0.0023 |
0.2% |
0.9964 |
| Range |
0.0072 |
0.0057 |
-0.0015 |
-20.8% |
0.0097 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
28,181 |
22,324 |
-5,857 |
-20.8% |
88,731 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0146 |
1.0124 |
1.0018 |
|
| R3 |
1.0089 |
1.0067 |
1.0003 |
|
| R2 |
1.0032 |
1.0032 |
0.9997 |
|
| R1 |
1.0010 |
1.0010 |
0.9992 |
1.0021 |
| PP |
0.9975 |
0.9975 |
0.9975 |
0.9981 |
| S1 |
0.9953 |
0.9953 |
0.9982 |
0.9964 |
| S2 |
0.9918 |
0.9918 |
0.9977 |
|
| S3 |
0.9861 |
0.9896 |
0.9971 |
|
| S4 |
0.9804 |
0.9839 |
0.9956 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0199 |
1.0017 |
|
| R3 |
1.0142 |
1.0102 |
0.9991 |
|
| R2 |
1.0045 |
1.0045 |
0.9982 |
|
| R1 |
1.0005 |
1.0005 |
0.9973 |
0.9977 |
| PP |
0.9948 |
0.9948 |
0.9948 |
0.9934 |
| S1 |
0.9908 |
0.9908 |
0.9955 |
0.9880 |
| S2 |
0.9851 |
0.9851 |
0.9946 |
|
| S3 |
0.9754 |
0.9811 |
0.9937 |
|
| S4 |
0.9657 |
0.9714 |
0.9911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9998 |
0.9892 |
0.0106 |
1.1% |
0.0058 |
0.6% |
90% |
True |
False |
21,089 |
| 10 |
1.0055 |
0.9892 |
0.0163 |
1.6% |
0.0063 |
0.6% |
58% |
False |
False |
11,424 |
| 20 |
1.0103 |
0.9892 |
0.0211 |
2.1% |
0.0063 |
0.6% |
45% |
False |
False |
5,750 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.3% |
0.0066 |
0.7% |
29% |
False |
False |
2,882 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0067 |
0.7% |
47% |
False |
False |
1,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0240 |
|
2.618 |
1.0147 |
|
1.618 |
1.0090 |
|
1.000 |
1.0055 |
|
0.618 |
1.0033 |
|
HIGH |
0.9998 |
|
0.618 |
0.9976 |
|
0.500 |
0.9970 |
|
0.382 |
0.9963 |
|
LOW |
0.9941 |
|
0.618 |
0.9906 |
|
1.000 |
0.9884 |
|
1.618 |
0.9849 |
|
2.618 |
0.9792 |
|
4.250 |
0.9699 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
0.9974 |
| PP |
0.9975 |
0.9962 |
| S1 |
0.9970 |
0.9949 |
|