CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0458 |
1.0431 |
-0.0027 |
-0.3% |
1.0337 |
| High |
1.0465 |
1.0439 |
-0.0026 |
-0.2% |
1.0461 |
| Low |
1.0402 |
1.0379 |
-0.0023 |
-0.2% |
1.0269 |
| Close |
1.0429 |
1.0409 |
-0.0020 |
-0.2% |
1.0450 |
| Range |
0.0063 |
0.0060 |
-0.0003 |
-4.8% |
0.0192 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
743 |
783 |
40 |
5.4% |
3,354 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0559 |
1.0442 |
|
| R3 |
1.0529 |
1.0499 |
1.0426 |
|
| R2 |
1.0469 |
1.0469 |
1.0420 |
|
| R1 |
1.0439 |
1.0439 |
1.0415 |
1.0424 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0402 |
| S1 |
1.0379 |
1.0379 |
1.0404 |
1.0364 |
| S2 |
1.0349 |
1.0349 |
1.0398 |
|
| S3 |
1.0289 |
1.0319 |
1.0393 |
|
| S4 |
1.0229 |
1.0259 |
1.0376 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0902 |
1.0556 |
|
| R3 |
1.0777 |
1.0710 |
1.0503 |
|
| R2 |
1.0585 |
1.0585 |
1.0485 |
|
| R1 |
1.0518 |
1.0518 |
1.0468 |
1.0552 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0410 |
| S1 |
1.0326 |
1.0326 |
1.0432 |
1.0360 |
| S2 |
1.0201 |
1.0201 |
1.0415 |
|
| S3 |
1.0009 |
1.0134 |
1.0397 |
|
| S4 |
0.9817 |
0.9942 |
1.0344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0469 |
1.0359 |
0.0110 |
1.1% |
0.0061 |
0.6% |
45% |
False |
False |
737 |
| 10 |
1.0469 |
1.0269 |
0.0200 |
1.9% |
0.0063 |
0.6% |
70% |
False |
False |
654 |
| 20 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0068 |
0.7% |
88% |
False |
False |
360 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0062 |
0.6% |
88% |
False |
False |
185 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0058 |
0.6% |
88% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0694 |
|
2.618 |
1.0596 |
|
1.618 |
1.0536 |
|
1.000 |
1.0499 |
|
0.618 |
1.0476 |
|
HIGH |
1.0439 |
|
0.618 |
1.0416 |
|
0.500 |
1.0409 |
|
0.382 |
1.0402 |
|
LOW |
1.0379 |
|
0.618 |
1.0342 |
|
1.000 |
1.0319 |
|
1.618 |
1.0282 |
|
2.618 |
1.0222 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0409 |
1.0424 |
| PP |
1.0409 |
1.0419 |
| S1 |
1.0409 |
1.0414 |
|