CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9996 |
0.9986 |
-0.0010 |
-0.1% |
1.0017 |
| High |
1.0014 |
1.0012 |
-0.0002 |
0.0% |
1.0036 |
| Low |
0.9974 |
0.9945 |
-0.0029 |
-0.3% |
0.9945 |
| Close |
0.9989 |
0.9951 |
-0.0038 |
-0.4% |
0.9951 |
| Range |
0.0040 |
0.0067 |
0.0027 |
67.5% |
0.0091 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
0.9% |
0.0000 |
| Volume |
17,687 |
21,040 |
3,353 |
19.0% |
92,589 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0170 |
1.0128 |
0.9988 |
|
| R3 |
1.0103 |
1.0061 |
0.9969 |
|
| R2 |
1.0036 |
1.0036 |
0.9963 |
|
| R1 |
0.9994 |
0.9994 |
0.9957 |
0.9982 |
| PP |
0.9969 |
0.9969 |
0.9969 |
0.9963 |
| S1 |
0.9927 |
0.9927 |
0.9945 |
0.9915 |
| S2 |
0.9902 |
0.9902 |
0.9939 |
|
| S3 |
0.9835 |
0.9860 |
0.9933 |
|
| S4 |
0.9768 |
0.9793 |
0.9914 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0192 |
1.0001 |
|
| R3 |
1.0159 |
1.0101 |
0.9976 |
|
| R2 |
1.0068 |
1.0068 |
0.9968 |
|
| R1 |
1.0010 |
1.0010 |
0.9959 |
0.9994 |
| PP |
0.9977 |
0.9977 |
0.9977 |
0.9969 |
| S1 |
0.9919 |
0.9919 |
0.9943 |
0.9903 |
| S2 |
0.9886 |
0.9886 |
0.9934 |
|
| S3 |
0.9795 |
0.9828 |
0.9926 |
|
| S4 |
0.9704 |
0.9737 |
0.9901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0036 |
0.9945 |
0.0091 |
0.9% |
0.0047 |
0.5% |
7% |
False |
True |
18,517 |
| 10 |
1.0242 |
0.9945 |
0.0297 |
3.0% |
0.0059 |
0.6% |
2% |
False |
True |
20,636 |
| 20 |
1.0242 |
0.9941 |
0.0301 |
3.0% |
0.0060 |
0.6% |
3% |
False |
False |
20,313 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
17% |
False |
False |
12,475 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0064 |
0.6% |
17% |
False |
False |
8,320 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.7% |
0.0064 |
0.6% |
37% |
False |
False |
6,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0297 |
|
2.618 |
1.0187 |
|
1.618 |
1.0120 |
|
1.000 |
1.0079 |
|
0.618 |
1.0053 |
|
HIGH |
1.0012 |
|
0.618 |
0.9986 |
|
0.500 |
0.9979 |
|
0.382 |
0.9971 |
|
LOW |
0.9945 |
|
0.618 |
0.9904 |
|
1.000 |
0.9878 |
|
1.618 |
0.9837 |
|
2.618 |
0.9770 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9979 |
0.9988 |
| PP |
0.9969 |
0.9976 |
| S1 |
0.9960 |
0.9963 |
|