CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9918 |
0.9932 |
0.0014 |
0.1% |
0.9892 |
| High |
0.9954 |
0.9981 |
0.0027 |
0.3% |
1.0007 |
| Low |
0.9903 |
0.9922 |
0.0019 |
0.2% |
0.9778 |
| Close |
0.9954 |
0.9932 |
-0.0022 |
-0.2% |
0.9919 |
| Range |
0.0051 |
0.0059 |
0.0008 |
15.7% |
0.0229 |
| ATR |
0.0076 |
0.0074 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
95 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0122 |
1.0086 |
0.9964 |
|
| R3 |
1.0063 |
1.0027 |
0.9948 |
|
| R2 |
1.0004 |
1.0004 |
0.9943 |
|
| R1 |
0.9968 |
0.9968 |
0.9937 |
0.9962 |
| PP |
0.9945 |
0.9945 |
0.9945 |
0.9942 |
| S1 |
0.9909 |
0.9909 |
0.9927 |
0.9903 |
| S2 |
0.9886 |
0.9886 |
0.9921 |
|
| S3 |
0.9827 |
0.9850 |
0.9916 |
|
| S4 |
0.9768 |
0.9791 |
0.9900 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0588 |
1.0483 |
1.0045 |
|
| R3 |
1.0359 |
1.0254 |
0.9982 |
|
| R2 |
1.0130 |
1.0130 |
0.9961 |
|
| R1 |
1.0025 |
1.0025 |
0.9940 |
1.0078 |
| PP |
0.9901 |
0.9901 |
0.9901 |
0.9928 |
| S1 |
0.9796 |
0.9796 |
0.9898 |
0.9849 |
| S2 |
0.9672 |
0.9672 |
0.9877 |
|
| S3 |
0.9443 |
0.9567 |
0.9856 |
|
| S4 |
0.9214 |
0.9338 |
0.9793 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0232 |
|
2.618 |
1.0135 |
|
1.618 |
1.0076 |
|
1.000 |
1.0040 |
|
0.618 |
1.0017 |
|
HIGH |
0.9981 |
|
0.618 |
0.9958 |
|
0.500 |
0.9952 |
|
0.382 |
0.9945 |
|
LOW |
0.9922 |
|
0.618 |
0.9886 |
|
1.000 |
0.9863 |
|
1.618 |
0.9827 |
|
2.618 |
0.9768 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9952 |
0.9951 |
| PP |
0.9945 |
0.9945 |
| S1 |
0.9939 |
0.9938 |
|