CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9835 |
0.9860 |
0.0025 |
0.3% |
0.9850 |
| High |
0.9848 |
0.9895 |
0.0047 |
0.5% |
0.9898 |
| Low |
0.9801 |
0.9827 |
0.0026 |
0.3% |
0.9808 |
| Close |
0.9835 |
0.9870 |
0.0035 |
0.4% |
0.9847 |
| Range |
0.0047 |
0.0068 |
0.0021 |
44.7% |
0.0090 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.5% |
0.0000 |
| Volume |
0 |
20 |
20 |
|
25 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0068 |
1.0037 |
0.9907 |
|
| R3 |
1.0000 |
0.9969 |
0.9889 |
|
| R2 |
0.9932 |
0.9932 |
0.9882 |
|
| R1 |
0.9901 |
0.9901 |
0.9876 |
0.9917 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9872 |
| S1 |
0.9833 |
0.9833 |
0.9864 |
0.9849 |
| S2 |
0.9796 |
0.9796 |
0.9858 |
|
| S3 |
0.9728 |
0.9765 |
0.9851 |
|
| S4 |
0.9660 |
0.9697 |
0.9833 |
|
|
| 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 |
1.0184 |
|
2.618 |
1.0073 |
|
1.618 |
1.0005 |
|
1.000 |
0.9963 |
|
0.618 |
0.9937 |
|
HIGH |
0.9895 |
|
0.618 |
0.9869 |
|
0.500 |
0.9861 |
|
0.382 |
0.9853 |
|
LOW |
0.9827 |
|
0.618 |
0.9785 |
|
1.000 |
0.9759 |
|
1.618 |
0.9717 |
|
2.618 |
0.9649 |
|
4.250 |
0.9538 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9867 |
0.9863 |
| PP |
0.9864 |
0.9855 |
| S1 |
0.9861 |
0.9848 |
|