CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9835 |
-0.0005 |
-0.1% |
0.9850 |
| High |
0.9840 |
0.9848 |
0.0008 |
0.1% |
0.9898 |
| Low |
0.9822 |
0.9801 |
-0.0021 |
-0.2% |
0.9808 |
| Close |
0.9840 |
0.9835 |
-0.0005 |
-0.1% |
0.9847 |
| Range |
0.0018 |
0.0047 |
0.0029 |
161.1% |
0.0090 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9949 |
0.9861 |
|
| R3 |
0.9922 |
0.9902 |
0.9848 |
|
| R2 |
0.9875 |
0.9875 |
0.9844 |
|
| R1 |
0.9855 |
0.9855 |
0.9839 |
0.9859 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9830 |
| S1 |
0.9808 |
0.9808 |
0.9831 |
0.9812 |
| S2 |
0.9781 |
0.9781 |
0.9826 |
|
| S3 |
0.9734 |
0.9761 |
0.9822 |
|
| S4 |
0.9687 |
0.9714 |
0.9809 |
|
|
| 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 |
1.0048 |
|
2.618 |
0.9971 |
|
1.618 |
0.9924 |
|
1.000 |
0.9895 |
|
0.618 |
0.9877 |
|
HIGH |
0.9848 |
|
0.618 |
0.9830 |
|
0.500 |
0.9825 |
|
0.382 |
0.9819 |
|
LOW |
0.9801 |
|
0.618 |
0.9772 |
|
1.000 |
0.9754 |
|
1.618 |
0.9725 |
|
2.618 |
0.9678 |
|
4.250 |
0.9601 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9832 |
0.9837 |
| PP |
0.9828 |
0.9836 |
| S1 |
0.9825 |
0.9836 |
|