CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0197 |
1.0131 |
-0.0066 |
-0.6% |
1.0078 |
| High |
1.0222 |
1.0137 |
-0.0085 |
-0.8% |
1.0175 |
| Low |
1.0116 |
1.0073 |
-0.0043 |
-0.4% |
1.0051 |
| Close |
1.0129 |
1.0084 |
-0.0045 |
-0.4% |
1.0148 |
| Range |
0.0106 |
0.0064 |
-0.0042 |
-39.6% |
0.0124 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
22,677 |
21,625 |
-1,052 |
-4.6% |
89,075 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0290 |
1.0251 |
1.0119 |
|
| R3 |
1.0226 |
1.0187 |
1.0102 |
|
| R2 |
1.0162 |
1.0162 |
1.0096 |
|
| R1 |
1.0123 |
1.0123 |
1.0090 |
1.0111 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0092 |
| S1 |
1.0059 |
1.0059 |
1.0078 |
1.0047 |
| S2 |
1.0034 |
1.0034 |
1.0072 |
|
| S3 |
0.9970 |
0.9995 |
1.0066 |
|
| S4 |
0.9906 |
0.9931 |
1.0049 |
|
|
| 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 |
1.0073 |
0.0169 |
1.7% |
0.0071 |
0.7% |
7% |
False |
True |
19,698 |
| 10 |
1.0242 |
1.0043 |
0.0199 |
2.0% |
0.0065 |
0.6% |
21% |
False |
False |
20,168 |
| 20 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0064 |
0.6% |
55% |
False |
False |
17,966 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0064 |
0.6% |
55% |
False |
False |
9,044 |
| 60 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0068 |
0.7% |
66% |
False |
False |
6,033 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0064 |
0.6% |
66% |
False |
False |
4,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0409 |
|
2.618 |
1.0305 |
|
1.618 |
1.0241 |
|
1.000 |
1.0201 |
|
0.618 |
1.0177 |
|
HIGH |
1.0137 |
|
0.618 |
1.0113 |
|
0.500 |
1.0105 |
|
0.382 |
1.0097 |
|
LOW |
1.0073 |
|
0.618 |
1.0033 |
|
1.000 |
1.0009 |
|
1.618 |
0.9969 |
|
2.618 |
0.9905 |
|
4.250 |
0.9801 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0158 |
| PP |
1.0098 |
1.0133 |
| S1 |
1.0091 |
1.0109 |
|