CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0078 |
1.0066 |
-0.0012 |
-0.1% |
0.9956 |
| High |
1.0099 |
1.0135 |
0.0036 |
0.4% |
1.0115 |
| Low |
1.0065 |
1.0051 |
-0.0014 |
-0.1% |
0.9941 |
| Close |
1.0068 |
1.0107 |
0.0039 |
0.4% |
1.0081 |
| Range |
0.0034 |
0.0084 |
0.0050 |
147.1% |
0.0174 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
2.3% |
0.0000 |
| Volume |
13,403 |
21,363 |
7,960 |
59.4% |
110,821 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0350 |
1.0312 |
1.0153 |
|
| R3 |
1.0266 |
1.0228 |
1.0130 |
|
| R2 |
1.0182 |
1.0182 |
1.0122 |
|
| R1 |
1.0144 |
1.0144 |
1.0115 |
1.0163 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0107 |
| S1 |
1.0060 |
1.0060 |
1.0099 |
1.0079 |
| S2 |
1.0014 |
1.0014 |
1.0092 |
|
| S3 |
0.9930 |
0.9976 |
1.0084 |
|
| S4 |
0.9846 |
0.9892 |
1.0061 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0498 |
1.0177 |
|
| R3 |
1.0394 |
1.0324 |
1.0129 |
|
| R2 |
1.0220 |
1.0220 |
1.0113 |
|
| R1 |
1.0150 |
1.0150 |
1.0097 |
1.0185 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0063 |
| S1 |
0.9976 |
0.9976 |
1.0065 |
1.0011 |
| S2 |
0.9872 |
0.9872 |
1.0049 |
|
| S3 |
0.9698 |
0.9802 |
1.0033 |
|
| S4 |
0.9524 |
0.9628 |
0.9985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
0.9956 |
0.0179 |
1.8% |
0.0070 |
0.7% |
84% |
True |
False |
21,758 |
| 10 |
1.0135 |
0.9900 |
0.0235 |
2.3% |
0.0061 |
0.6% |
88% |
True |
False |
22,275 |
| 20 |
1.0135 |
0.9892 |
0.0243 |
2.4% |
0.0062 |
0.6% |
88% |
True |
False |
11,894 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.2% |
0.0064 |
0.6% |
66% |
False |
False |
5,963 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0068 |
0.7% |
74% |
False |
False |
3,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0492 |
|
2.618 |
1.0355 |
|
1.618 |
1.0271 |
|
1.000 |
1.0219 |
|
0.618 |
1.0187 |
|
HIGH |
1.0135 |
|
0.618 |
1.0103 |
|
0.500 |
1.0093 |
|
0.382 |
1.0083 |
|
LOW |
1.0051 |
|
0.618 |
0.9999 |
|
1.000 |
0.9967 |
|
1.618 |
0.9915 |
|
2.618 |
0.9831 |
|
4.250 |
0.9694 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0102 |
1.0102 |
| PP |
1.0098 |
1.0098 |
| S1 |
1.0093 |
1.0093 |
|