CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0139 |
1.0117 |
-0.0022 |
-0.2% |
1.0078 |
| High |
1.0142 |
1.0164 |
0.0022 |
0.2% |
1.0175 |
| Low |
1.0111 |
1.0094 |
-0.0017 |
-0.2% |
1.0051 |
| Close |
1.0121 |
1.0148 |
0.0027 |
0.3% |
1.0148 |
| Range |
0.0031 |
0.0070 |
0.0039 |
125.8% |
0.0124 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
14,806 |
14,671 |
-135 |
-0.9% |
89,075 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0345 |
1.0317 |
1.0187 |
|
| R3 |
1.0275 |
1.0247 |
1.0167 |
|
| R2 |
1.0205 |
1.0205 |
1.0161 |
|
| R1 |
1.0177 |
1.0177 |
1.0154 |
1.0191 |
| PP |
1.0135 |
1.0135 |
1.0135 |
1.0143 |
| S1 |
1.0107 |
1.0107 |
1.0142 |
1.0121 |
| S2 |
1.0065 |
1.0065 |
1.0135 |
|
| S3 |
0.9995 |
1.0037 |
1.0129 |
|
| S4 |
0.9925 |
0.9967 |
1.0110 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0446 |
1.0216 |
|
| R3 |
1.0373 |
1.0322 |
1.0182 |
|
| R2 |
1.0249 |
1.0249 |
1.0171 |
|
| R1 |
1.0198 |
1.0198 |
1.0159 |
1.0224 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0137 |
| S1 |
1.0074 |
1.0074 |
1.0137 |
1.0100 |
| S2 |
1.0001 |
1.0001 |
1.0125 |
|
| S3 |
0.9877 |
0.9950 |
1.0114 |
|
| S4 |
0.9753 |
0.9826 |
1.0080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0175 |
1.0051 |
0.0124 |
1.2% |
0.0057 |
0.6% |
78% |
False |
False |
17,815 |
| 10 |
1.0175 |
0.9941 |
0.0234 |
2.3% |
0.0061 |
0.6% |
88% |
False |
False |
19,989 |
| 20 |
1.0175 |
0.9892 |
0.0283 |
2.8% |
0.0062 |
0.6% |
90% |
False |
False |
14,593 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.2% |
0.0064 |
0.6% |
78% |
False |
False |
7,320 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0069 |
0.7% |
84% |
False |
False |
4,884 |
| 80 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0061 |
0.6% |
84% |
False |
False |
3,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0462 |
|
2.618 |
1.0347 |
|
1.618 |
1.0277 |
|
1.000 |
1.0234 |
|
0.618 |
1.0207 |
|
HIGH |
1.0164 |
|
0.618 |
1.0137 |
|
0.500 |
1.0129 |
|
0.382 |
1.0121 |
|
LOW |
1.0094 |
|
0.618 |
1.0051 |
|
1.000 |
1.0024 |
|
1.618 |
0.9981 |
|
2.618 |
0.9911 |
|
4.250 |
0.9797 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0142 |
1.0144 |
| PP |
1.0135 |
1.0139 |
| S1 |
1.0129 |
1.0135 |
|