CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0066 |
1.0118 |
0.0052 |
0.5% |
0.9956 |
| High |
1.0135 |
1.0175 |
0.0040 |
0.4% |
1.0115 |
| Low |
1.0051 |
1.0109 |
0.0058 |
0.6% |
0.9941 |
| Close |
1.0107 |
1.0137 |
0.0030 |
0.3% |
1.0081 |
| Range |
0.0084 |
0.0066 |
-0.0018 |
-21.4% |
0.0174 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.4% |
0.0000 |
| Volume |
21,363 |
24,832 |
3,469 |
16.2% |
110,821 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0304 |
1.0173 |
|
| R3 |
1.0272 |
1.0238 |
1.0155 |
|
| R2 |
1.0206 |
1.0206 |
1.0149 |
|
| R1 |
1.0172 |
1.0172 |
1.0143 |
1.0189 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0149 |
| S1 |
1.0106 |
1.0106 |
1.0131 |
1.0123 |
| S2 |
1.0074 |
1.0074 |
1.0125 |
|
| S3 |
1.0008 |
1.0040 |
1.0119 |
|
| S4 |
0.9942 |
0.9974 |
1.0101 |
|
|
| 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 |
1.0175 |
1.0043 |
0.0132 |
1.3% |
0.0059 |
0.6% |
71% |
True |
False |
20,638 |
| 10 |
1.0175 |
0.9900 |
0.0275 |
2.7% |
0.0065 |
0.6% |
86% |
True |
False |
22,539 |
| 20 |
1.0175 |
0.9892 |
0.0283 |
2.8% |
0.0062 |
0.6% |
87% |
True |
False |
13,133 |
| 40 |
1.0220 |
0.9892 |
0.0328 |
3.2% |
0.0065 |
0.6% |
75% |
False |
False |
6,584 |
| 60 |
1.0220 |
0.9778 |
0.0442 |
4.4% |
0.0068 |
0.7% |
81% |
False |
False |
4,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0348 |
|
1.618 |
1.0282 |
|
1.000 |
1.0241 |
|
0.618 |
1.0216 |
|
HIGH |
1.0175 |
|
0.618 |
1.0150 |
|
0.500 |
1.0142 |
|
0.382 |
1.0134 |
|
LOW |
1.0109 |
|
0.618 |
1.0068 |
|
1.000 |
1.0043 |
|
1.618 |
1.0002 |
|
2.618 |
0.9936 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0142 |
1.0129 |
| PP |
1.0140 |
1.0121 |
| S1 |
1.0139 |
1.0113 |
|