CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9882 |
0.9850 |
-0.0032 |
-0.3% |
0.9977 |
| High |
0.9882 |
0.9898 |
0.0016 |
0.2% |
1.0028 |
| Low |
0.9846 |
0.9848 |
0.0002 |
0.0% |
0.9812 |
| Close |
0.9846 |
0.9853 |
0.0007 |
0.1% |
0.9846 |
| Range |
0.0036 |
0.0050 |
0.0014 |
38.9% |
0.0216 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
11 |
18 |
7 |
63.6% |
73 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0016 |
0.9985 |
0.9881 |
|
| R3 |
0.9966 |
0.9935 |
0.9867 |
|
| R2 |
0.9916 |
0.9916 |
0.9862 |
|
| R1 |
0.9885 |
0.9885 |
0.9858 |
0.9901 |
| PP |
0.9866 |
0.9866 |
0.9866 |
0.9874 |
| S1 |
0.9835 |
0.9835 |
0.9848 |
0.9851 |
| S2 |
0.9816 |
0.9816 |
0.9844 |
|
| S3 |
0.9766 |
0.9785 |
0.9839 |
|
| S4 |
0.9716 |
0.9735 |
0.9826 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0543 |
1.0411 |
0.9965 |
|
| R3 |
1.0327 |
1.0195 |
0.9905 |
|
| R2 |
1.0111 |
1.0111 |
0.9886 |
|
| R1 |
0.9979 |
0.9979 |
0.9866 |
0.9937 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9875 |
| S1 |
0.9763 |
0.9763 |
0.9826 |
0.9721 |
| S2 |
0.9679 |
0.9679 |
0.9806 |
|
| S3 |
0.9463 |
0.9547 |
0.9787 |
|
| S4 |
0.9247 |
0.9331 |
0.9727 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0111 |
|
2.618 |
1.0029 |
|
1.618 |
0.9979 |
|
1.000 |
0.9948 |
|
0.618 |
0.9929 |
|
HIGH |
0.9898 |
|
0.618 |
0.9879 |
|
0.500 |
0.9873 |
|
0.382 |
0.9867 |
|
LOW |
0.9848 |
|
0.618 |
0.9817 |
|
1.000 |
0.9798 |
|
1.618 |
0.9767 |
|
2.618 |
0.9717 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9873 |
0.9855 |
| PP |
0.9866 |
0.9854 |
| S1 |
0.9860 |
0.9854 |
|