CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0007 |
0.9985 |
-0.0022 |
-0.2% |
0.9941 |
| High |
1.0029 |
1.0027 |
-0.0002 |
0.0% |
1.0029 |
| Low |
0.9970 |
0.9979 |
0.0009 |
0.1% |
0.9934 |
| Close |
0.9986 |
0.9993 |
0.0007 |
0.1% |
0.9986 |
| Range |
0.0059 |
0.0048 |
-0.0011 |
-18.6% |
0.0095 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
16,203 |
9,054 |
-7,149 |
-44.1% |
69,881 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0116 |
1.0019 |
|
| R3 |
1.0096 |
1.0068 |
1.0006 |
|
| R2 |
1.0048 |
1.0048 |
1.0002 |
|
| R1 |
1.0020 |
1.0020 |
0.9997 |
1.0034 |
| PP |
1.0000 |
1.0000 |
1.0000 |
1.0007 |
| S1 |
0.9972 |
0.9972 |
0.9989 |
0.9986 |
| S2 |
0.9952 |
0.9952 |
0.9984 |
|
| S3 |
0.9904 |
0.9924 |
0.9980 |
|
| S4 |
0.9856 |
0.9876 |
0.9967 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0222 |
1.0038 |
|
| R3 |
1.0173 |
1.0127 |
1.0012 |
|
| R2 |
1.0078 |
1.0078 |
1.0003 |
|
| R1 |
1.0032 |
1.0032 |
0.9995 |
1.0055 |
| PP |
0.9983 |
0.9983 |
0.9983 |
0.9995 |
| S1 |
0.9937 |
0.9937 |
0.9977 |
0.9960 |
| S2 |
0.9888 |
0.9888 |
0.9969 |
|
| S3 |
0.9793 |
0.9842 |
0.9960 |
|
| S4 |
0.9698 |
0.9747 |
0.9934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0029 |
0.9934 |
0.0095 |
1.0% |
0.0049 |
0.5% |
62% |
False |
False |
15,787 |
| 10 |
1.0036 |
0.9934 |
0.0102 |
1.0% |
0.0048 |
0.5% |
58% |
False |
False |
17,152 |
| 20 |
1.0242 |
0.9934 |
0.0308 |
3.1% |
0.0056 |
0.6% |
19% |
False |
False |
18,718 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0060 |
0.6% |
29% |
False |
False |
14,440 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
29% |
False |
False |
9,635 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0065 |
0.6% |
46% |
False |
False |
7,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0231 |
|
2.618 |
1.0153 |
|
1.618 |
1.0105 |
|
1.000 |
1.0075 |
|
0.618 |
1.0057 |
|
HIGH |
1.0027 |
|
0.618 |
1.0009 |
|
0.500 |
1.0003 |
|
0.382 |
0.9997 |
|
LOW |
0.9979 |
|
0.618 |
0.9949 |
|
1.000 |
0.9931 |
|
1.618 |
0.9901 |
|
2.618 |
0.9853 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0003 |
0.9992 |
| PP |
1.0000 |
0.9990 |
| S1 |
0.9996 |
0.9989 |
|