CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9908 |
0.9933 |
0.0025 |
0.3% |
0.9974 |
| High |
0.9967 |
0.9979 |
0.0012 |
0.1% |
0.9989 |
| Low |
0.9900 |
0.9907 |
0.0007 |
0.1% |
0.9892 |
| Close |
0.9959 |
0.9964 |
0.0005 |
0.1% |
0.9964 |
| Range |
0.0067 |
0.0072 |
0.0005 |
7.5% |
0.0097 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
26,794 |
28,181 |
1,387 |
5.2% |
88,731 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0166 |
1.0137 |
1.0004 |
|
| R3 |
1.0094 |
1.0065 |
0.9984 |
|
| R2 |
1.0022 |
1.0022 |
0.9977 |
|
| R1 |
0.9993 |
0.9993 |
0.9971 |
1.0008 |
| PP |
0.9950 |
0.9950 |
0.9950 |
0.9957 |
| S1 |
0.9921 |
0.9921 |
0.9957 |
0.9936 |
| S2 |
0.9878 |
0.9878 |
0.9951 |
|
| S3 |
0.9806 |
0.9849 |
0.9944 |
|
| S4 |
0.9734 |
0.9777 |
0.9924 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0199 |
1.0017 |
|
| R3 |
1.0142 |
1.0102 |
0.9991 |
|
| R2 |
1.0045 |
1.0045 |
0.9982 |
|
| R1 |
1.0005 |
1.0005 |
0.9973 |
0.9977 |
| PP |
0.9948 |
0.9948 |
0.9948 |
0.9934 |
| S1 |
0.9908 |
0.9908 |
0.9955 |
0.9880 |
| S2 |
0.9851 |
0.9851 |
0.9946 |
|
| S3 |
0.9754 |
0.9811 |
0.9937 |
|
| S4 |
0.9657 |
0.9714 |
0.9911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9989 |
0.9892 |
0.0097 |
1.0% |
0.0058 |
0.6% |
74% |
False |
False |
17,746 |
| 10 |
1.0055 |
0.9892 |
0.0163 |
1.6% |
0.0062 |
0.6% |
44% |
False |
False |
9,197 |
| 20 |
1.0103 |
0.9892 |
0.0211 |
2.1% |
0.0062 |
0.6% |
34% |
False |
False |
4,638 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.3% |
0.0066 |
0.7% |
22% |
False |
False |
2,324 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0066 |
0.7% |
42% |
False |
False |
1,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0285 |
|
2.618 |
1.0167 |
|
1.618 |
1.0095 |
|
1.000 |
1.0051 |
|
0.618 |
1.0023 |
|
HIGH |
0.9979 |
|
0.618 |
0.9951 |
|
0.500 |
0.9943 |
|
0.382 |
0.9935 |
|
LOW |
0.9907 |
|
0.618 |
0.9863 |
|
1.000 |
0.9835 |
|
1.618 |
0.9791 |
|
2.618 |
0.9719 |
|
4.250 |
0.9601 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9957 |
0.9956 |
| PP |
0.9950 |
0.9948 |
| S1 |
0.9943 |
0.9940 |
|