CME Swiss Franc Future June 2017
Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1.0051 |
0.9960 |
-0.0091 |
-0.9% |
1.0045 |
High |
1.0056 |
0.9990 |
-0.0066 |
-0.7% |
1.0103 |
Low |
0.9966 |
0.9931 |
-0.0035 |
-0.4% |
0.9955 |
Close |
0.9985 |
0.9977 |
-0.0008 |
-0.1% |
1.0038 |
Range |
0.0090 |
0.0059 |
-0.0031 |
-34.4% |
0.0148 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
71 |
48 |
-23 |
-32.4% |
322 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0143 |
1.0119 |
1.0009 |
|
R3 |
1.0084 |
1.0060 |
0.9993 |
|
R2 |
1.0025 |
1.0025 |
0.9988 |
|
R1 |
1.0001 |
1.0001 |
0.9982 |
1.0013 |
PP |
0.9966 |
0.9966 |
0.9966 |
0.9972 |
S1 |
0.9942 |
0.9942 |
0.9972 |
0.9954 |
S2 |
0.9907 |
0.9907 |
0.9966 |
|
S3 |
0.9848 |
0.9883 |
0.9961 |
|
S4 |
0.9789 |
0.9824 |
0.9945 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0476 |
1.0405 |
1.0119 |
|
R3 |
1.0328 |
1.0257 |
1.0079 |
|
R2 |
1.0180 |
1.0180 |
1.0065 |
|
R1 |
1.0109 |
1.0109 |
1.0052 |
1.0071 |
PP |
1.0032 |
1.0032 |
1.0032 |
1.0013 |
S1 |
0.9961 |
0.9961 |
1.0024 |
0.9923 |
S2 |
0.9884 |
0.9884 |
1.0011 |
|
S3 |
0.9736 |
0.9813 |
0.9997 |
|
S4 |
0.9588 |
0.9665 |
0.9957 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0241 |
2.618 |
1.0144 |
1.618 |
1.0085 |
1.000 |
1.0049 |
0.618 |
1.0026 |
HIGH |
0.9990 |
0.618 |
0.9967 |
0.500 |
0.9961 |
0.382 |
0.9954 |
LOW |
0.9931 |
0.618 |
0.9895 |
1.000 |
0.9872 |
1.618 |
0.9836 |
2.618 |
0.9777 |
4.250 |
0.9680 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.9972 |
1.0016 |
PP |
0.9966 |
1.0003 |
S1 |
0.9961 |
0.9990 |
|