CME Swiss Franc Future June 2017
Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.9932 |
0.9925 |
-0.0007 |
-0.1% |
0.9892 |
High |
0.9981 |
0.9992 |
0.0011 |
0.1% |
1.0007 |
Low |
0.9922 |
0.9854 |
-0.0068 |
-0.7% |
0.9778 |
Close |
0.9932 |
0.9950 |
0.0018 |
0.2% |
0.9919 |
Range |
0.0059 |
0.0138 |
0.0079 |
133.9% |
0.0229 |
ATR |
0.0074 |
0.0079 |
0.0005 |
6.1% |
0.0000 |
Volume |
2 |
6 |
4 |
200.0% |
95 |
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0346 |
1.0286 |
1.0026 |
|
R3 |
1.0208 |
1.0148 |
0.9988 |
|
R2 |
1.0070 |
1.0070 |
0.9975 |
|
R1 |
1.0010 |
1.0010 |
0.9963 |
1.0040 |
PP |
0.9932 |
0.9932 |
0.9932 |
0.9947 |
S1 |
0.9872 |
0.9872 |
0.9937 |
0.9902 |
S2 |
0.9794 |
0.9794 |
0.9925 |
|
S3 |
0.9656 |
0.9734 |
0.9912 |
|
S4 |
0.9518 |
0.9596 |
0.9874 |
|
|
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 |
1.0578 |
2.618 |
1.0353 |
1.618 |
1.0215 |
1.000 |
1.0130 |
0.618 |
1.0077 |
HIGH |
0.9992 |
0.618 |
0.9939 |
0.500 |
0.9923 |
0.382 |
0.9907 |
LOW |
0.9854 |
0.618 |
0.9769 |
1.000 |
0.9716 |
1.618 |
0.9631 |
2.618 |
0.9493 |
4.250 |
0.9268 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9941 |
0.9941 |
PP |
0.9932 |
0.9932 |
S1 |
0.9923 |
0.9923 |
|