CME Swiss Franc Future June 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jan-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jan-2017 | 
                    19-Jan-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0051 | 
                        0.9997 | 
                        -0.0054 | 
                        -0.5% | 
                        0.9918 | 
                     
                    
                        | High | 
                        1.0080 | 
                        1.0028 | 
                        -0.0052 | 
                        -0.5% | 
                        1.0034 | 
                     
                    
                        | Low | 
                        1.0018 | 
                        0.9971 | 
                        -0.0047 | 
                        -0.5% | 
                        0.9854 | 
                     
                    
                        | Close | 
                        1.0051 | 
                        1.0019 | 
                        -0.0032 | 
                        -0.3% | 
                        1.0004 | 
                     
                    
                        | Range | 
                        0.0062 | 
                        0.0057 | 
                        -0.0005 | 
                        -8.1% | 
                        0.0180 | 
                     
                    
                        | ATR | 
                        0.0081 | 
                        0.0081 | 
                        0.0000 | 
                        -0.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        15 | 
                        4 | 
                        -11 | 
                        -73.3% | 
                        27 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jan-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0177 | 
                1.0155 | 
                1.0050 | 
                 | 
             
            
                | R3 | 
                1.0120 | 
                1.0098 | 
                1.0035 | 
                 | 
             
            
                | R2 | 
                1.0063 | 
                1.0063 | 
                1.0029 | 
                 | 
             
            
                | R1 | 
                1.0041 | 
                1.0041 | 
                1.0024 | 
                1.0052 | 
             
            
                | PP | 
                1.0006 | 
                1.0006 | 
                1.0006 | 
                1.0012 | 
             
            
                | S1 | 
                0.9984 | 
                0.9984 | 
                1.0014 | 
                0.9995 | 
             
            
                | S2 | 
                0.9949 | 
                0.9949 | 
                1.0009 | 
                 | 
             
            
                | S3 | 
                0.9892 | 
                0.9927 | 
                1.0003 | 
                 | 
             
            
                | S4 | 
                0.9835 | 
                0.9870 | 
                0.9988 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jan-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0504 | 
                1.0434 | 
                1.0103 | 
                 | 
             
            
                | R3 | 
                1.0324 | 
                1.0254 | 
                1.0053 | 
                 | 
             
            
                | R2 | 
                1.0144 | 
                1.0144 | 
                1.0037 | 
                 | 
             
            
                | R1 | 
                1.0074 | 
                1.0074 | 
                1.0020 | 
                1.0109 | 
             
            
                | PP | 
                0.9964 | 
                0.9964 | 
                0.9964 | 
                0.9982 | 
             
            
                | S1 | 
                0.9894 | 
                0.9894 | 
                0.9988 | 
                0.9929 | 
             
            
                | S2 | 
                0.9784 | 
                0.9784 | 
                0.9971 | 
                 | 
             
            
                | S3 | 
                0.9604 | 
                0.9714 | 
                0.9955 | 
                 | 
             
            
                | S4 | 
                0.9424 | 
                0.9534 | 
                0.9905 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0270 | 
         
        
            | 
2.618             | 
            1.0177 | 
         
        
            | 
1.618             | 
            1.0120 | 
         
        
            | 
1.000             | 
            1.0085 | 
         
        
            | 
0.618             | 
            1.0063 | 
         
        
            | 
HIGH             | 
            1.0028 | 
         
        
            | 
0.618             | 
            1.0006 | 
         
        
            | 
0.500             | 
            1.0000 | 
         
        
            | 
0.382             | 
            0.9993 | 
         
        
            | 
LOW             | 
            0.9971 | 
         
        
            | 
0.618             | 
            0.9936 | 
         
        
            | 
1.000             | 
            0.9914 | 
         
        
            | 
1.618             | 
            0.9879 | 
         
        
            | 
2.618             | 
            0.9822 | 
         
        
            | 
4.250             | 
            0.9729 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jan-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0013 | 
                                1.0028 | 
                             
                            
                                | PP | 
                                1.0006 | 
                                1.0025 | 
                             
                            
                                | S1 | 
                                1.0000 | 
                                1.0022 | 
                             
             
         |