CME Swiss Franc Future June 2017
Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.9848 |
0.9840 |
-0.0008 |
-0.1% |
0.9850 |
High |
0.9872 |
0.9840 |
-0.0032 |
-0.3% |
0.9898 |
Low |
0.9840 |
0.9822 |
-0.0018 |
-0.2% |
0.9808 |
Close |
0.9847 |
0.9840 |
-0.0007 |
-0.1% |
0.9847 |
Range |
0.0032 |
0.0018 |
-0.0014 |
-43.8% |
0.0090 |
ATR |
0.0059 |
0.0057 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
4 |
0 |
-4 |
-100.0% |
25 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9888 |
0.9882 |
0.9850 |
|
R3 |
0.9870 |
0.9864 |
0.9845 |
|
R2 |
0.9852 |
0.9852 |
0.9843 |
|
R1 |
0.9846 |
0.9846 |
0.9842 |
0.9849 |
PP |
0.9834 |
0.9834 |
0.9834 |
0.9836 |
S1 |
0.9828 |
0.9828 |
0.9838 |
0.9831 |
S2 |
0.9816 |
0.9816 |
0.9837 |
|
S3 |
0.9798 |
0.9810 |
0.9835 |
|
S4 |
0.9780 |
0.9792 |
0.9830 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0121 |
1.0074 |
0.9897 |
|
R3 |
1.0031 |
0.9984 |
0.9872 |
|
R2 |
0.9941 |
0.9941 |
0.9864 |
|
R1 |
0.9894 |
0.9894 |
0.9855 |
0.9873 |
PP |
0.9851 |
0.9851 |
0.9851 |
0.9840 |
S1 |
0.9804 |
0.9804 |
0.9839 |
0.9783 |
S2 |
0.9761 |
0.9761 |
0.9831 |
|
S3 |
0.9671 |
0.9714 |
0.9822 |
|
S4 |
0.9581 |
0.9624 |
0.9798 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9916 |
2.618 |
0.9887 |
1.618 |
0.9869 |
1.000 |
0.9858 |
0.618 |
0.9851 |
HIGH |
0.9840 |
0.618 |
0.9833 |
0.500 |
0.9831 |
0.382 |
0.9829 |
LOW |
0.9822 |
0.618 |
0.9811 |
1.000 |
0.9804 |
1.618 |
0.9793 |
2.618 |
0.9775 |
4.250 |
0.9746 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9837 |
0.9859 |
PP |
0.9834 |
0.9852 |
S1 |
0.9831 |
0.9846 |
|