CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9967 |
0.0107 |
1.1% |
0.9840 |
| High |
0.9895 |
1.0053 |
0.0158 |
1.6% |
1.0053 |
| Low |
0.9827 |
0.9878 |
0.0051 |
0.5% |
0.9801 |
| Close |
0.9870 |
0.9929 |
0.0059 |
0.6% |
0.9929 |
| Range |
0.0068 |
0.0175 |
0.0107 |
157.4% |
0.0252 |
| ATR |
0.0057 |
0.0066 |
0.0009 |
15.9% |
0.0000 |
| Volume |
20 |
34 |
14 |
70.0% |
54 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0379 |
1.0025 |
|
| R3 |
1.0303 |
1.0204 |
0.9977 |
|
| R2 |
1.0128 |
1.0128 |
0.9961 |
|
| R1 |
1.0029 |
1.0029 |
0.9945 |
0.9991 |
| PP |
0.9953 |
0.9953 |
0.9953 |
0.9935 |
| S1 |
0.9854 |
0.9854 |
0.9913 |
0.9816 |
| S2 |
0.9778 |
0.9778 |
0.9897 |
|
| S3 |
0.9603 |
0.9679 |
0.9881 |
|
| S4 |
0.9428 |
0.9504 |
0.9833 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0558 |
1.0068 |
|
| R3 |
1.0432 |
1.0306 |
0.9998 |
|
| R2 |
1.0180 |
1.0180 |
0.9975 |
|
| R1 |
1.0054 |
1.0054 |
0.9952 |
1.0117 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9959 |
| S1 |
0.9802 |
0.9802 |
0.9906 |
0.9865 |
| S2 |
0.9676 |
0.9676 |
0.9883 |
|
| S3 |
0.9424 |
0.9550 |
0.9860 |
|
| S4 |
0.9172 |
0.9298 |
0.9790 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0797 |
|
2.618 |
1.0511 |
|
1.618 |
1.0336 |
|
1.000 |
1.0228 |
|
0.618 |
1.0161 |
|
HIGH |
1.0053 |
|
0.618 |
0.9986 |
|
0.500 |
0.9966 |
|
0.382 |
0.9945 |
|
LOW |
0.9878 |
|
0.618 |
0.9770 |
|
1.000 |
0.9703 |
|
1.618 |
0.9595 |
|
2.618 |
0.9420 |
|
4.250 |
0.9134 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9966 |
0.9928 |
| PP |
0.9953 |
0.9928 |
| S1 |
0.9941 |
0.9927 |
|