CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9986 |
0.9941 |
-0.0045 |
-0.5% |
1.0017 |
| High |
1.0012 |
0.9967 |
-0.0045 |
-0.4% |
1.0036 |
| Low |
0.9945 |
0.9934 |
-0.0011 |
-0.1% |
0.9945 |
| Close |
0.9951 |
0.9956 |
0.0005 |
0.1% |
0.9951 |
| Range |
0.0067 |
0.0033 |
-0.0034 |
-50.7% |
0.0091 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
21,040 |
15,746 |
-5,294 |
-25.2% |
92,589 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0051 |
1.0037 |
0.9974 |
|
| R3 |
1.0018 |
1.0004 |
0.9965 |
|
| R2 |
0.9985 |
0.9985 |
0.9962 |
|
| R1 |
0.9971 |
0.9971 |
0.9959 |
0.9978 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9956 |
| S1 |
0.9938 |
0.9938 |
0.9953 |
0.9945 |
| S2 |
0.9919 |
0.9919 |
0.9950 |
|
| S3 |
0.9886 |
0.9905 |
0.9947 |
|
| S4 |
0.9853 |
0.9872 |
0.9938 |
|
|
| 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 |
1.0032 |
0.9934 |
0.0098 |
1.0% |
0.0047 |
0.5% |
22% |
False |
True |
18,148 |
| 10 |
1.0222 |
0.9934 |
0.0288 |
2.9% |
0.0054 |
0.5% |
8% |
False |
True |
19,740 |
| 20 |
1.0242 |
0.9934 |
0.0308 |
3.1% |
0.0059 |
0.6% |
7% |
False |
True |
19,984 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
18% |
False |
False |
12,867 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0063 |
0.6% |
18% |
False |
False |
8,583 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.7% |
0.0065 |
0.6% |
38% |
False |
False |
6,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0107 |
|
2.618 |
1.0053 |
|
1.618 |
1.0020 |
|
1.000 |
1.0000 |
|
0.618 |
0.9987 |
|
HIGH |
0.9967 |
|
0.618 |
0.9954 |
|
0.500 |
0.9951 |
|
0.382 |
0.9947 |
|
LOW |
0.9934 |
|
0.618 |
0.9914 |
|
1.000 |
0.9901 |
|
1.618 |
0.9881 |
|
2.618 |
0.9848 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9954 |
0.9974 |
| PP |
0.9952 |
0.9968 |
| S1 |
0.9951 |
0.9962 |
|