CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0067 |
-0.0026 |
-0.3% |
1.0072 |
| High |
1.0125 |
1.0118 |
-0.0007 |
-0.1% |
1.0095 |
| Low |
1.0071 |
1.0063 |
-0.0008 |
-0.1% |
0.9961 |
| Close |
1.0072 |
1.0086 |
0.0014 |
0.1% |
1.0073 |
| Range |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0134 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
20 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0225 |
1.0116 |
|
| R3 |
1.0199 |
1.0170 |
1.0101 |
|
| R2 |
1.0144 |
1.0144 |
1.0096 |
|
| R1 |
1.0115 |
1.0115 |
1.0091 |
1.0130 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0096 |
| S1 |
1.0060 |
1.0060 |
1.0081 |
1.0075 |
| S2 |
1.0034 |
1.0034 |
1.0076 |
|
| S3 |
0.9979 |
1.0005 |
1.0071 |
|
| S4 |
0.9924 |
0.9950 |
1.0056 |
|
|
| 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 |
1.0352 |
|
2.618 |
1.0262 |
|
1.618 |
1.0207 |
|
1.000 |
1.0173 |
|
0.618 |
1.0152 |
|
HIGH |
1.0118 |
|
0.618 |
1.0097 |
|
0.500 |
1.0091 |
|
0.382 |
1.0084 |
|
LOW |
1.0063 |
|
0.618 |
1.0029 |
|
1.000 |
1.0008 |
|
1.618 |
0.9974 |
|
2.618 |
0.9919 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0094 |
| PP |
1.0089 |
1.0091 |
| S1 |
1.0088 |
1.0089 |
|