CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0017 |
1.0025 |
0.0008 |
0.1% |
1.0164 |
| High |
1.0036 |
1.0032 |
-0.0004 |
0.0% |
1.0242 |
| Low |
1.0007 |
1.0007 |
0.0000 |
0.0% |
1.0014 |
| Close |
1.0027 |
1.0025 |
-0.0002 |
0.0% |
1.0040 |
| Range |
0.0029 |
0.0025 |
-0.0004 |
-13.8% |
0.0228 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
17,593 |
13,762 |
-3,831 |
-21.8% |
113,780 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0086 |
1.0039 |
|
| R3 |
1.0071 |
1.0061 |
1.0032 |
|
| R2 |
1.0046 |
1.0046 |
1.0030 |
|
| R1 |
1.0036 |
1.0036 |
1.0027 |
1.0038 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0022 |
| S1 |
1.0011 |
1.0011 |
1.0023 |
1.0013 |
| S2 |
0.9996 |
0.9996 |
1.0020 |
|
| S3 |
0.9971 |
0.9986 |
1.0018 |
|
| S4 |
0.9946 |
0.9961 |
1.0011 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0639 |
1.0165 |
|
| R3 |
1.0555 |
1.0411 |
1.0103 |
|
| R2 |
1.0327 |
1.0327 |
1.0082 |
|
| R1 |
1.0183 |
1.0183 |
1.0061 |
1.0141 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0078 |
| S1 |
0.9955 |
0.9955 |
1.0019 |
0.9913 |
| S2 |
0.9871 |
0.9871 |
0.9998 |
|
| S3 |
0.9643 |
0.9727 |
0.9977 |
|
| S4 |
0.9415 |
0.9499 |
0.9915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0137 |
1.0007 |
0.0130 |
1.3% |
0.0044 |
0.4% |
14% |
False |
True |
19,549 |
| 10 |
1.0242 |
1.0007 |
0.0235 |
2.3% |
0.0058 |
0.6% |
8% |
False |
True |
19,944 |
| 20 |
1.0242 |
0.9900 |
0.0342 |
3.4% |
0.0060 |
0.6% |
37% |
False |
False |
21,109 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0063 |
0.6% |
38% |
False |
False |
10,945 |
| 60 |
1.0242 |
0.9854 |
0.0388 |
3.9% |
0.0065 |
0.7% |
44% |
False |
False |
7,300 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0064 |
0.6% |
53% |
False |
False |
5,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0138 |
|
2.618 |
1.0097 |
|
1.618 |
1.0072 |
|
1.000 |
1.0057 |
|
0.618 |
1.0047 |
|
HIGH |
1.0032 |
|
0.618 |
1.0022 |
|
0.500 |
1.0020 |
|
0.382 |
1.0017 |
|
LOW |
1.0007 |
|
0.618 |
0.9992 |
|
1.000 |
0.9982 |
|
1.618 |
0.9967 |
|
2.618 |
0.9942 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0023 |
1.0029 |
| PP |
1.0021 |
1.0027 |
| S1 |
1.0020 |
1.0026 |
|