CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0115 |
1.0114 |
-0.0001 |
0.0% |
1.0048 |
| High |
1.0172 |
1.0167 |
-0.0005 |
0.0% |
1.0220 |
| Low |
1.0115 |
1.0070 |
-0.0045 |
-0.4% |
1.0040 |
| Close |
1.0166 |
1.0110 |
-0.0056 |
-0.6% |
1.0142 |
| Range |
0.0057 |
0.0097 |
0.0040 |
70.2% |
0.0180 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.4% |
0.0000 |
| Volume |
29 |
20 |
-9 |
-31.0% |
103 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0355 |
1.0163 |
|
| R3 |
1.0310 |
1.0258 |
1.0137 |
|
| R2 |
1.0213 |
1.0213 |
1.0128 |
|
| R1 |
1.0161 |
1.0161 |
1.0119 |
1.0139 |
| PP |
1.0116 |
1.0116 |
1.0116 |
1.0104 |
| S1 |
1.0064 |
1.0064 |
1.0101 |
1.0042 |
| S2 |
1.0019 |
1.0019 |
1.0092 |
|
| S3 |
0.9922 |
0.9967 |
1.0083 |
|
| S4 |
0.9825 |
0.9870 |
1.0057 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0588 |
1.0241 |
|
| R3 |
1.0494 |
1.0408 |
1.0192 |
|
| R2 |
1.0314 |
1.0314 |
1.0175 |
|
| R1 |
1.0228 |
1.0228 |
1.0159 |
1.0271 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0156 |
| S1 |
1.0048 |
1.0048 |
1.0126 |
1.0091 |
| S2 |
0.9954 |
0.9954 |
1.0109 |
|
| S3 |
0.9774 |
0.9868 |
1.0093 |
|
| S4 |
0.9594 |
0.9688 |
1.0043 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0579 |
|
2.618 |
1.0421 |
|
1.618 |
1.0324 |
|
1.000 |
1.0264 |
|
0.618 |
1.0227 |
|
HIGH |
1.0167 |
|
0.618 |
1.0130 |
|
0.500 |
1.0119 |
|
0.382 |
1.0107 |
|
LOW |
1.0070 |
|
0.618 |
1.0010 |
|
1.000 |
0.9973 |
|
1.618 |
0.9913 |
|
2.618 |
0.9816 |
|
4.250 |
0.9658 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0119 |
1.0121 |
| PP |
1.0116 |
1.0117 |
| S1 |
1.0113 |
1.0114 |
|