CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9874 |
0.9961 |
0.0087 |
0.9% |
0.9840 |
| High |
0.9900 |
1.0007 |
0.0107 |
1.1% |
1.0053 |
| Low |
0.9819 |
0.9958 |
0.0139 |
1.4% |
0.9801 |
| Close |
0.9874 |
0.9991 |
0.0117 |
1.2% |
0.9929 |
| Range |
0.0081 |
0.0049 |
-0.0032 |
-39.5% |
0.0252 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.9% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
54 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0132 |
1.0111 |
1.0018 |
|
| R3 |
1.0083 |
1.0062 |
1.0004 |
|
| R2 |
1.0034 |
1.0034 |
1.0000 |
|
| R1 |
1.0013 |
1.0013 |
0.9995 |
1.0024 |
| PP |
0.9985 |
0.9985 |
0.9985 |
0.9991 |
| S1 |
0.9964 |
0.9964 |
0.9987 |
0.9975 |
| S2 |
0.9936 |
0.9936 |
0.9982 |
|
| S3 |
0.9887 |
0.9915 |
0.9978 |
|
| S4 |
0.9838 |
0.9866 |
0.9964 |
|
|
| 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 |
1.0215 |
|
2.618 |
1.0135 |
|
1.618 |
1.0086 |
|
1.000 |
1.0056 |
|
0.618 |
1.0037 |
|
HIGH |
1.0007 |
|
0.618 |
0.9988 |
|
0.500 |
0.9983 |
|
0.382 |
0.9977 |
|
LOW |
0.9958 |
|
0.618 |
0.9928 |
|
1.000 |
0.9909 |
|
1.618 |
0.9879 |
|
2.618 |
0.9830 |
|
4.250 |
0.9750 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9988 |
0.9958 |
| PP |
0.9985 |
0.9925 |
| S1 |
0.9983 |
0.9893 |
|