CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0344 |
1.0304 |
-0.0040 |
-0.4% |
1.0271 |
| High |
1.0349 |
1.0403 |
0.0054 |
0.5% |
1.0403 |
| Low |
1.0297 |
1.0298 |
0.0001 |
0.0% |
1.0208 |
| Close |
1.0303 |
1.0389 |
0.0086 |
0.8% |
1.0389 |
| Range |
0.0052 |
0.0105 |
0.0053 |
101.9% |
0.0195 |
| ATR |
0.0070 |
0.0073 |
0.0002 |
3.5% |
0.0000 |
| Volume |
23,352 |
25,980 |
2,628 |
11.3% |
118,956 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0639 |
1.0447 |
|
| R3 |
1.0573 |
1.0534 |
1.0418 |
|
| R2 |
1.0468 |
1.0468 |
1.0408 |
|
| R1 |
1.0429 |
1.0429 |
1.0399 |
1.0449 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0373 |
| S1 |
1.0324 |
1.0324 |
1.0379 |
1.0344 |
| S2 |
1.0258 |
1.0258 |
1.0370 |
|
| S3 |
1.0153 |
1.0219 |
1.0360 |
|
| S4 |
1.0048 |
1.0114 |
1.0331 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0849 |
1.0496 |
|
| R3 |
1.0723 |
1.0654 |
1.0443 |
|
| R2 |
1.0528 |
1.0528 |
1.0425 |
|
| R1 |
1.0459 |
1.0459 |
1.0407 |
1.0494 |
| PP |
1.0333 |
1.0333 |
1.0333 |
1.0351 |
| S1 |
1.0264 |
1.0264 |
1.0371 |
1.0299 |
| S2 |
1.0138 |
1.0138 |
1.0353 |
|
| S3 |
0.9943 |
1.0069 |
1.0335 |
|
| S4 |
0.9748 |
0.9874 |
1.0282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0403 |
1.0208 |
0.0195 |
1.9% |
0.0080 |
0.8% |
93% |
True |
False |
28,066 |
| 10 |
1.0403 |
1.0208 |
0.0195 |
1.9% |
0.0072 |
0.7% |
93% |
True |
False |
26,423 |
| 20 |
1.0403 |
0.9921 |
0.0482 |
4.6% |
0.0076 |
0.7% |
97% |
True |
False |
30,120 |
| 40 |
1.0403 |
0.9921 |
0.0482 |
4.6% |
0.0066 |
0.6% |
97% |
True |
False |
25,725 |
| 60 |
1.0403 |
0.9900 |
0.0503 |
4.8% |
0.0064 |
0.6% |
97% |
True |
False |
24,192 |
| 80 |
1.0403 |
0.9892 |
0.0511 |
4.9% |
0.0064 |
0.6% |
97% |
True |
False |
18,616 |
| 100 |
1.0403 |
0.9854 |
0.0549 |
5.3% |
0.0066 |
0.6% |
97% |
True |
False |
14,895 |
| 120 |
1.0403 |
0.9778 |
0.0625 |
6.0% |
0.0064 |
0.6% |
98% |
True |
False |
12,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0849 |
|
2.618 |
1.0678 |
|
1.618 |
1.0573 |
|
1.000 |
1.0508 |
|
0.618 |
1.0468 |
|
HIGH |
1.0403 |
|
0.618 |
1.0363 |
|
0.500 |
1.0351 |
|
0.382 |
1.0338 |
|
LOW |
1.0298 |
|
0.618 |
1.0233 |
|
1.000 |
1.0193 |
|
1.618 |
1.0128 |
|
2.618 |
1.0023 |
|
4.250 |
0.9852 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0369 |
| PP |
1.0363 |
1.0349 |
| S1 |
1.0351 |
1.0330 |
|