CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0097 |
1.0095 |
-0.0002 |
0.0% |
0.9985 |
| High |
1.0112 |
1.0109 |
-0.0003 |
0.0% |
1.0093 |
| Low |
1.0061 |
1.0066 |
0.0005 |
0.0% |
0.9979 |
| Close |
1.0092 |
1.0096 |
0.0004 |
0.0% |
1.0050 |
| Range |
0.0051 |
0.0043 |
-0.0008 |
-15.7% |
0.0114 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
24,815 |
23,344 |
-1,471 |
-5.9% |
94,979 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0201 |
1.0120 |
|
| R3 |
1.0176 |
1.0158 |
1.0108 |
|
| R2 |
1.0133 |
1.0133 |
1.0104 |
|
| R1 |
1.0115 |
1.0115 |
1.0100 |
1.0124 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0095 |
| S1 |
1.0072 |
1.0072 |
1.0092 |
1.0081 |
| S2 |
1.0047 |
1.0047 |
1.0088 |
|
| S3 |
1.0004 |
1.0029 |
1.0084 |
|
| S4 |
0.9961 |
0.9986 |
1.0072 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0330 |
1.0113 |
|
| R3 |
1.0269 |
1.0216 |
1.0081 |
|
| R2 |
1.0155 |
1.0155 |
1.0071 |
|
| R1 |
1.0102 |
1.0102 |
1.0060 |
1.0128 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0054 |
| S1 |
0.9988 |
0.9988 |
1.0040 |
1.0015 |
| S2 |
0.9927 |
0.9927 |
1.0029 |
|
| S3 |
0.9813 |
0.9874 |
1.0019 |
|
| S4 |
0.9699 |
0.9760 |
0.9987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0132 |
1.0034 |
0.0098 |
1.0% |
0.0054 |
0.5% |
63% |
False |
False |
23,876 |
| 10 |
1.0132 |
0.9970 |
0.0162 |
1.6% |
0.0055 |
0.5% |
78% |
False |
False |
21,046 |
| 20 |
1.0132 |
0.9934 |
0.0198 |
2.0% |
0.0051 |
0.5% |
82% |
False |
False |
20,074 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0057 |
0.6% |
58% |
False |
False |
19,020 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0060 |
0.6% |
58% |
False |
False |
12,721 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0064 |
0.6% |
69% |
False |
False |
9,543 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0061 |
0.6% |
69% |
False |
False |
7,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0292 |
|
2.618 |
1.0222 |
|
1.618 |
1.0179 |
|
1.000 |
1.0152 |
|
0.618 |
1.0136 |
|
HIGH |
1.0109 |
|
0.618 |
1.0093 |
|
0.500 |
1.0088 |
|
0.382 |
1.0082 |
|
LOW |
1.0066 |
|
0.618 |
1.0039 |
|
1.000 |
1.0023 |
|
1.618 |
0.9996 |
|
2.618 |
0.9953 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0093 |
| PP |
1.0090 |
1.0090 |
| S1 |
1.0088 |
1.0088 |
|