CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0086 |
-0.0045 |
-0.4% |
1.0078 |
| High |
1.0137 |
1.0097 |
-0.0040 |
-0.4% |
1.0175 |
| Low |
1.0073 |
1.0032 |
-0.0041 |
-0.4% |
1.0051 |
| Close |
1.0084 |
1.0046 |
-0.0038 |
-0.4% |
1.0148 |
| Range |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0124 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
21,625 |
22,997 |
1,372 |
6.3% |
89,075 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0215 |
1.0082 |
|
| R3 |
1.0188 |
1.0150 |
1.0064 |
|
| R2 |
1.0123 |
1.0123 |
1.0058 |
|
| R1 |
1.0085 |
1.0085 |
1.0052 |
1.0072 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0052 |
| S1 |
1.0020 |
1.0020 |
1.0040 |
1.0007 |
| S2 |
0.9993 |
0.9993 |
1.0034 |
|
| S3 |
0.9928 |
0.9955 |
1.0028 |
|
| S4 |
0.9863 |
0.9890 |
1.0010 |
|
|
| 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 |
1.0032 |
0.0210 |
2.1% |
0.0078 |
0.8% |
7% |
False |
True |
21,336 |
| 10 |
1.0242 |
1.0032 |
0.0210 |
2.1% |
0.0065 |
0.7% |
7% |
False |
True |
19,855 |
| 20 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0064 |
0.6% |
44% |
False |
False |
19,079 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0065 |
0.6% |
44% |
False |
False |
9,618 |
| 60 |
1.0242 |
0.9819 |
0.0423 |
4.2% |
0.0067 |
0.7% |
54% |
False |
False |
6,415 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0064 |
0.6% |
58% |
False |
False |
4,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0373 |
|
2.618 |
1.0267 |
|
1.618 |
1.0202 |
|
1.000 |
1.0162 |
|
0.618 |
1.0137 |
|
HIGH |
1.0097 |
|
0.618 |
1.0072 |
|
0.500 |
1.0065 |
|
0.382 |
1.0057 |
|
LOW |
1.0032 |
|
0.618 |
0.9992 |
|
1.000 |
0.9967 |
|
1.618 |
0.9927 |
|
2.618 |
0.9862 |
|
4.250 |
0.9756 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0065 |
1.0127 |
| PP |
1.0058 |
1.0100 |
| S1 |
1.0052 |
1.0073 |
|