CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9955 |
0.9966 |
0.0011 |
0.1% |
1.0017 |
| High |
0.9984 |
1.0015 |
0.0031 |
0.3% |
1.0036 |
| Low |
0.9948 |
0.9948 |
0.0000 |
0.0% |
0.9945 |
| Close |
0.9967 |
0.9952 |
-0.0015 |
-0.2% |
0.9951 |
| Range |
0.0036 |
0.0067 |
0.0031 |
86.1% |
0.0091 |
| ATR |
0.0057 |
0.0057 |
0.0001 |
1.3% |
0.0000 |
| Volume |
17,057 |
20,875 |
3,818 |
22.4% |
92,589 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0173 |
1.0129 |
0.9989 |
|
| R3 |
1.0106 |
1.0062 |
0.9970 |
|
| R2 |
1.0039 |
1.0039 |
0.9964 |
|
| R1 |
0.9995 |
0.9995 |
0.9958 |
0.9984 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9966 |
| S1 |
0.9928 |
0.9928 |
0.9946 |
0.9917 |
| S2 |
0.9905 |
0.9905 |
0.9940 |
|
| S3 |
0.9838 |
0.9861 |
0.9934 |
|
| S4 |
0.9771 |
0.9794 |
0.9915 |
|
|
| 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 |
1.0015 |
0.9934 |
0.0081 |
0.8% |
0.0049 |
0.5% |
22% |
True |
False |
18,481 |
| 10 |
1.0097 |
0.9934 |
0.0163 |
1.6% |
0.0047 |
0.5% |
11% |
False |
False |
19,103 |
| 20 |
1.0242 |
0.9934 |
0.0308 |
3.1% |
0.0056 |
0.6% |
6% |
False |
False |
19,635 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
17% |
False |
False |
13,813 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
17% |
False |
False |
9,215 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.7% |
0.0064 |
0.6% |
38% |
False |
False |
6,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0190 |
|
1.618 |
1.0123 |
|
1.000 |
1.0082 |
|
0.618 |
1.0056 |
|
HIGH |
1.0015 |
|
0.618 |
0.9989 |
|
0.500 |
0.9982 |
|
0.382 |
0.9974 |
|
LOW |
0.9948 |
|
0.618 |
0.9907 |
|
1.000 |
0.9881 |
|
1.618 |
0.9840 |
|
2.618 |
0.9773 |
|
4.250 |
0.9663 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9982 |
0.9975 |
| PP |
0.9972 |
0.9967 |
| S1 |
0.9962 |
0.9960 |
|