CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0031 |
1.0089 |
0.0058 |
0.6% |
1.0072 |
| High |
1.0073 |
1.0123 |
0.0050 |
0.5% |
1.0095 |
| Low |
0.9997 |
1.0073 |
0.0076 |
0.8% |
0.9961 |
| Close |
1.0073 |
1.0105 |
0.0032 |
0.3% |
1.0073 |
| Range |
0.0076 |
0.0050 |
-0.0026 |
-34.2% |
0.0134 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
20 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0228 |
1.0133 |
|
| R3 |
1.0200 |
1.0178 |
1.0119 |
|
| R2 |
1.0150 |
1.0150 |
1.0114 |
|
| R1 |
1.0128 |
1.0128 |
1.0110 |
1.0139 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0106 |
| S1 |
1.0078 |
1.0078 |
1.0100 |
1.0089 |
| S2 |
1.0050 |
1.0050 |
1.0096 |
|
| S3 |
1.0000 |
1.0028 |
1.0091 |
|
| S4 |
0.9950 |
0.9978 |
1.0078 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0393 |
1.0147 |
|
| R3 |
1.0311 |
1.0259 |
1.0110 |
|
| R2 |
1.0177 |
1.0177 |
1.0098 |
|
| R1 |
1.0125 |
1.0125 |
1.0085 |
1.0151 |
| PP |
1.0043 |
1.0043 |
1.0043 |
1.0056 |
| S1 |
0.9991 |
0.9991 |
1.0061 |
1.0017 |
| S2 |
0.9909 |
0.9909 |
1.0048 |
|
| S3 |
0.9775 |
0.9857 |
1.0036 |
|
| S4 |
0.9641 |
0.9723 |
0.9999 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0336 |
|
2.618 |
1.0254 |
|
1.618 |
1.0204 |
|
1.000 |
1.0173 |
|
0.618 |
1.0154 |
|
HIGH |
1.0123 |
|
0.618 |
1.0104 |
|
0.500 |
1.0098 |
|
0.382 |
1.0092 |
|
LOW |
1.0073 |
|
0.618 |
1.0042 |
|
1.000 |
1.0023 |
|
1.618 |
0.9992 |
|
2.618 |
0.9942 |
|
4.250 |
0.9861 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0086 |
| PP |
1.0100 |
1.0066 |
| S1 |
1.0098 |
1.0047 |
|