CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9850 |
0.9860 |
0.0010 |
0.1% |
0.9977 |
| High |
0.9891 |
0.9895 |
0.0004 |
0.0% |
1.0028 |
| Low |
0.9830 |
0.9852 |
0.0022 |
0.2% |
0.9812 |
| Close |
0.9859 |
0.9860 |
0.0001 |
0.0% |
0.9846 |
| Range |
0.0061 |
0.0043 |
-0.0018 |
-29.5% |
0.0216 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
73 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9972 |
0.9884 |
|
| R3 |
0.9955 |
0.9929 |
0.9872 |
|
| R2 |
0.9912 |
0.9912 |
0.9868 |
|
| R1 |
0.9886 |
0.9886 |
0.9864 |
0.9882 |
| PP |
0.9869 |
0.9869 |
0.9869 |
0.9867 |
| S1 |
0.9843 |
0.9843 |
0.9856 |
0.9839 |
| S2 |
0.9826 |
0.9826 |
0.9852 |
|
| S3 |
0.9783 |
0.9800 |
0.9848 |
|
| S4 |
0.9740 |
0.9757 |
0.9836 |
|
|
| 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 |
1.0078 |
|
2.618 |
1.0008 |
|
1.618 |
0.9965 |
|
1.000 |
0.9938 |
|
0.618 |
0.9922 |
|
HIGH |
0.9895 |
|
0.618 |
0.9879 |
|
0.500 |
0.9874 |
|
0.382 |
0.9868 |
|
LOW |
0.9852 |
|
0.618 |
0.9825 |
|
1.000 |
0.9809 |
|
1.618 |
0.9782 |
|
2.618 |
0.9739 |
|
4.250 |
0.9669 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9874 |
0.9857 |
| PP |
0.9869 |
0.9854 |
| S1 |
0.9865 |
0.9852 |
|