CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0036 |
-0.0050 |
-0.5% |
1.0164 |
| High |
1.0097 |
1.0050 |
-0.0047 |
-0.5% |
1.0242 |
| Low |
1.0032 |
1.0014 |
-0.0018 |
-0.2% |
1.0014 |
| Close |
1.0046 |
1.0040 |
-0.0006 |
-0.1% |
1.0040 |
| Range |
0.0065 |
0.0036 |
-0.0029 |
-44.6% |
0.0228 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
22,997 |
21,770 |
-1,227 |
-5.3% |
113,780 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0127 |
1.0060 |
|
| R3 |
1.0107 |
1.0091 |
1.0050 |
|
| R2 |
1.0071 |
1.0071 |
1.0047 |
|
| R1 |
1.0055 |
1.0055 |
1.0043 |
1.0063 |
| PP |
1.0035 |
1.0035 |
1.0035 |
1.0039 |
| S1 |
1.0019 |
1.0019 |
1.0037 |
1.0027 |
| S2 |
0.9999 |
0.9999 |
1.0033 |
|
| S3 |
0.9963 |
0.9983 |
1.0030 |
|
| S4 |
0.9927 |
0.9947 |
1.0020 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0639 |
1.0165 |
|
| R3 |
1.0555 |
1.0411 |
1.0103 |
|
| R2 |
1.0327 |
1.0327 |
1.0082 |
|
| R1 |
1.0183 |
1.0183 |
1.0061 |
1.0141 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0078 |
| S1 |
0.9955 |
0.9955 |
1.0019 |
0.9913 |
| S2 |
0.9871 |
0.9871 |
0.9998 |
|
| S3 |
0.9643 |
0.9727 |
0.9977 |
|
| S4 |
0.9415 |
0.9499 |
0.9915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0242 |
1.0014 |
0.0228 |
2.3% |
0.0071 |
0.7% |
11% |
False |
True |
22,756 |
| 10 |
1.0242 |
1.0014 |
0.0228 |
2.3% |
0.0064 |
0.6% |
11% |
False |
True |
20,285 |
| 20 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0063 |
0.6% |
42% |
False |
False |
20,120 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0064 |
0.6% |
42% |
False |
False |
10,162 |
| 60 |
1.0242 |
0.9854 |
0.0388 |
3.9% |
0.0067 |
0.7% |
48% |
False |
False |
6,778 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0063 |
0.6% |
56% |
False |
False |
5,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0203 |
|
2.618 |
1.0144 |
|
1.618 |
1.0108 |
|
1.000 |
1.0086 |
|
0.618 |
1.0072 |
|
HIGH |
1.0050 |
|
0.618 |
1.0036 |
|
0.500 |
1.0032 |
|
0.382 |
1.0028 |
|
LOW |
1.0014 |
|
0.618 |
0.9992 |
|
1.000 |
0.9978 |
|
1.618 |
0.9956 |
|
2.618 |
0.9920 |
|
4.250 |
0.9861 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0076 |
| PP |
1.0035 |
1.0064 |
| S1 |
1.0032 |
1.0052 |
|