CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9892 |
0.9874 |
-0.0018 |
-0.2% |
0.9840 |
| High |
0.9892 |
0.9900 |
0.0008 |
0.1% |
1.0053 |
| Low |
0.9778 |
0.9819 |
0.0041 |
0.4% |
0.9801 |
| Close |
0.9838 |
0.9874 |
0.0036 |
0.4% |
0.9929 |
| Range |
0.0114 |
0.0081 |
-0.0033 |
-28.9% |
0.0252 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
0.9% |
0.0000 |
| Volume |
52 |
0 |
-52 |
-100.0% |
54 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
1.0072 |
0.9919 |
|
| R3 |
1.0026 |
0.9991 |
0.9896 |
|
| R2 |
0.9945 |
0.9945 |
0.9889 |
|
| R1 |
0.9910 |
0.9910 |
0.9881 |
0.9915 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9867 |
| S1 |
0.9829 |
0.9829 |
0.9867 |
0.9834 |
| S2 |
0.9783 |
0.9783 |
0.9859 |
|
| S3 |
0.9702 |
0.9748 |
0.9852 |
|
| S4 |
0.9621 |
0.9667 |
0.9829 |
|
|
| 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 |
1.0244 |
|
2.618 |
1.0112 |
|
1.618 |
1.0031 |
|
1.000 |
0.9981 |
|
0.618 |
0.9950 |
|
HIGH |
0.9900 |
|
0.618 |
0.9869 |
|
0.500 |
0.9860 |
|
0.382 |
0.9850 |
|
LOW |
0.9819 |
|
0.618 |
0.9769 |
|
1.000 |
0.9738 |
|
1.618 |
0.9688 |
|
2.618 |
0.9607 |
|
4.250 |
0.9475 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9869 |
0.9916 |
| PP |
0.9864 |
0.9902 |
| S1 |
0.9860 |
0.9888 |
|