CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0197 |
0.0033 |
0.3% |
1.0078 |
| High |
1.0242 |
1.0222 |
-0.0020 |
-0.2% |
1.0175 |
| Low |
1.0157 |
1.0116 |
-0.0041 |
-0.4% |
1.0051 |
| Close |
1.0204 |
1.0129 |
-0.0075 |
-0.7% |
1.0148 |
| Range |
0.0085 |
0.0106 |
0.0021 |
24.7% |
0.0124 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.5% |
0.0000 |
| Volume |
24,711 |
22,677 |
-2,034 |
-8.2% |
89,075 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0407 |
1.0187 |
|
| R3 |
1.0368 |
1.0301 |
1.0158 |
|
| R2 |
1.0262 |
1.0262 |
1.0148 |
|
| R1 |
1.0195 |
1.0195 |
1.0139 |
1.0176 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0146 |
| S1 |
1.0089 |
1.0089 |
1.0119 |
1.0070 |
| S2 |
1.0050 |
1.0050 |
1.0110 |
|
| S3 |
0.9944 |
0.9983 |
1.0100 |
|
| S4 |
0.9838 |
0.9877 |
1.0071 |
|
|
| 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 |
1.0242 |
1.0094 |
0.0148 |
1.5% |
0.0072 |
0.7% |
24% |
False |
False |
20,339 |
| 10 |
1.0242 |
0.9956 |
0.0286 |
2.8% |
0.0071 |
0.7% |
60% |
False |
False |
21,048 |
| 20 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0064 |
0.6% |
68% |
False |
False |
16,918 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0065 |
0.6% |
68% |
False |
False |
8,504 |
| 60 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0070 |
0.7% |
76% |
False |
False |
5,673 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0063 |
0.6% |
76% |
False |
False |
4,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0673 |
|
2.618 |
1.0500 |
|
1.618 |
1.0394 |
|
1.000 |
1.0328 |
|
0.618 |
1.0288 |
|
HIGH |
1.0222 |
|
0.618 |
1.0182 |
|
0.500 |
1.0169 |
|
0.382 |
1.0156 |
|
LOW |
1.0116 |
|
0.618 |
1.0050 |
|
1.000 |
1.0010 |
|
1.618 |
0.9944 |
|
2.618 |
0.9838 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0168 |
| PP |
1.0156 |
1.0155 |
| S1 |
1.0142 |
1.0142 |
|