CME Swiss Franc Future June 2017
Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.9977 |
1.0000 |
0.0023 |
0.2% |
1.0061 |
High |
0.9977 |
1.0009 |
0.0032 |
0.3% |
1.0078 |
Low |
0.9977 |
0.9993 |
0.0016 |
0.2% |
0.9921 |
Close |
0.9977 |
0.9993 |
0.0016 |
0.2% |
0.9945 |
Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0157 |
ATR |
|
|
|
|
|
Volume |
0 |
26 |
26 |
|
0 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0046 |
1.0036 |
1.0002 |
|
R3 |
1.0030 |
1.0020 |
0.9997 |
|
R2 |
1.0014 |
1.0014 |
0.9996 |
|
R1 |
1.0004 |
1.0004 |
0.9994 |
1.0001 |
PP |
0.9998 |
0.9998 |
0.9998 |
0.9997 |
S1 |
0.9988 |
0.9988 |
0.9992 |
0.9985 |
S2 |
0.9982 |
0.9982 |
0.9990 |
|
S3 |
0.9966 |
0.9972 |
0.9989 |
|
S4 |
0.9950 |
0.9956 |
0.9984 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0452 |
1.0356 |
1.0031 |
|
R3 |
1.0295 |
1.0199 |
0.9988 |
|
R2 |
1.0138 |
1.0138 |
0.9974 |
|
R1 |
1.0042 |
1.0042 |
0.9959 |
1.0012 |
PP |
0.9981 |
0.9981 |
0.9981 |
0.9966 |
S1 |
0.9885 |
0.9885 |
0.9931 |
0.9855 |
S2 |
0.9824 |
0.9824 |
0.9916 |
|
S3 |
0.9667 |
0.9728 |
0.9902 |
|
S4 |
0.9510 |
0.9571 |
0.9859 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0077 |
2.618 |
1.0051 |
1.618 |
1.0035 |
1.000 |
1.0025 |
0.618 |
1.0019 |
HIGH |
1.0009 |
0.618 |
1.0003 |
0.500 |
1.0001 |
0.382 |
0.9999 |
LOW |
0.9993 |
0.618 |
0.9983 |
1.000 |
0.9977 |
1.618 |
0.9967 |
2.618 |
0.9951 |
4.250 |
0.9925 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0001 |
0.9984 |
PP |
0.9998 |
0.9974 |
S1 |
0.9996 |
0.9965 |
|