CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0371 |
1.0403 |
0.0032 |
0.3% |
1.0271 |
| High |
1.0410 |
1.0405 |
-0.0005 |
0.0% |
1.0403 |
| Low |
1.0367 |
1.0341 |
-0.0026 |
-0.3% |
1.0208 |
| Close |
1.0397 |
1.0369 |
-0.0028 |
-0.3% |
1.0389 |
| Range |
0.0043 |
0.0064 |
0.0021 |
48.8% |
0.0195 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
21,932 |
26,603 |
4,671 |
21.3% |
118,956 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0564 |
1.0530 |
1.0404 |
|
| R3 |
1.0500 |
1.0466 |
1.0387 |
|
| R2 |
1.0436 |
1.0436 |
1.0381 |
|
| R1 |
1.0402 |
1.0402 |
1.0375 |
1.0387 |
| PP |
1.0372 |
1.0372 |
1.0372 |
1.0364 |
| S1 |
1.0338 |
1.0338 |
1.0363 |
1.0323 |
| S2 |
1.0308 |
1.0308 |
1.0357 |
|
| S3 |
1.0244 |
1.0274 |
1.0351 |
|
| S4 |
1.0180 |
1.0210 |
1.0334 |
|
|
| 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 |
1.0410 |
1.0297 |
0.0113 |
1.1% |
0.0061 |
0.6% |
64% |
False |
False |
22,954 |
| 10 |
1.0410 |
1.0208 |
0.0202 |
1.9% |
0.0064 |
0.6% |
80% |
False |
False |
24,759 |
| 20 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0070 |
0.7% |
92% |
False |
False |
28,649 |
| 40 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0066 |
0.6% |
92% |
False |
False |
26,000 |
| 60 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0064 |
0.6% |
92% |
False |
False |
23,994 |
| 80 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0063 |
0.6% |
92% |
False |
False |
19,433 |
| 100 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0064 |
0.6% |
92% |
False |
False |
15,549 |
| 120 |
1.0410 |
0.9778 |
0.0632 |
6.1% |
0.0065 |
0.6% |
94% |
False |
False |
12,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0677 |
|
2.618 |
1.0573 |
|
1.618 |
1.0509 |
|
1.000 |
1.0469 |
|
0.618 |
1.0445 |
|
HIGH |
1.0405 |
|
0.618 |
1.0381 |
|
0.500 |
1.0373 |
|
0.382 |
1.0365 |
|
LOW |
1.0341 |
|
0.618 |
1.0301 |
|
1.000 |
1.0277 |
|
1.618 |
1.0237 |
|
2.618 |
1.0173 |
|
4.250 |
1.0069 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0373 |
1.0376 |
| PP |
1.0372 |
1.0373 |
| S1 |
1.0370 |
1.0371 |
|