CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
0.9892 |
-0.0075 |
-0.8% |
0.9840 |
| High |
1.0053 |
0.9892 |
-0.0161 |
-1.6% |
1.0053 |
| Low |
0.9878 |
0.9778 |
-0.0100 |
-1.0% |
0.9801 |
| Close |
0.9929 |
0.9838 |
-0.0091 |
-0.9% |
0.9929 |
| Range |
0.0175 |
0.0114 |
-0.0061 |
-34.9% |
0.0252 |
| ATR |
0.0066 |
0.0072 |
0.0006 |
9.2% |
0.0000 |
| Volume |
34 |
52 |
18 |
52.9% |
54 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0178 |
1.0122 |
0.9901 |
|
| R3 |
1.0064 |
1.0008 |
0.9869 |
|
| R2 |
0.9950 |
0.9950 |
0.9859 |
|
| R1 |
0.9894 |
0.9894 |
0.9848 |
0.9865 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9822 |
| S1 |
0.9780 |
0.9780 |
0.9828 |
0.9751 |
| S2 |
0.9722 |
0.9722 |
0.9817 |
|
| S3 |
0.9608 |
0.9666 |
0.9807 |
|
| S4 |
0.9494 |
0.9552 |
0.9775 |
|
|
| 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 |
1.0377 |
|
2.618 |
1.0190 |
|
1.618 |
1.0076 |
|
1.000 |
1.0006 |
|
0.618 |
0.9962 |
|
HIGH |
0.9892 |
|
0.618 |
0.9848 |
|
0.500 |
0.9835 |
|
0.382 |
0.9822 |
|
LOW |
0.9778 |
|
0.618 |
0.9708 |
|
1.000 |
0.9664 |
|
1.618 |
0.9594 |
|
2.618 |
0.9480 |
|
4.250 |
0.9293 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9837 |
0.9916 |
| PP |
0.9836 |
0.9890 |
| S1 |
0.9835 |
0.9864 |
|