CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0020 |
0.0020 |
0.2% |
1.0061 |
| High |
1.0009 |
1.0028 |
0.0019 |
0.2% |
1.0078 |
| Low |
0.9993 |
0.9915 |
-0.0078 |
-0.8% |
0.9921 |
| Close |
0.9993 |
0.9933 |
-0.0060 |
-0.6% |
0.9945 |
| Range |
0.0016 |
0.0113 |
0.0097 |
606.3% |
0.0157 |
| ATR |
|
|
|
|
|
| Volume |
26 |
36 |
10 |
38.5% |
0 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0228 |
0.9995 |
|
| R3 |
1.0185 |
1.0115 |
0.9964 |
|
| R2 |
1.0072 |
1.0072 |
0.9954 |
|
| R1 |
1.0002 |
1.0002 |
0.9943 |
0.9981 |
| PP |
0.9959 |
0.9959 |
0.9959 |
0.9948 |
| S1 |
0.9889 |
0.9889 |
0.9923 |
0.9868 |
| S2 |
0.9846 |
0.9846 |
0.9912 |
|
| S3 |
0.9733 |
0.9776 |
0.9902 |
|
| S4 |
0.9620 |
0.9663 |
0.9871 |
|
|
| 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 |
1.0508 |
|
2.618 |
1.0324 |
|
1.618 |
1.0211 |
|
1.000 |
1.0141 |
|
0.618 |
1.0098 |
|
HIGH |
1.0028 |
|
0.618 |
0.9985 |
|
0.500 |
0.9972 |
|
0.382 |
0.9958 |
|
LOW |
0.9915 |
|
0.618 |
0.9845 |
|
1.000 |
0.9802 |
|
1.618 |
0.9732 |
|
2.618 |
0.9619 |
|
4.250 |
0.9435 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9972 |
0.9972 |
| PP |
0.9959 |
0.9959 |
| S1 |
0.9946 |
0.9946 |
|