CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0327 |
0.0000 |
0.0% |
1.0391 |
| High |
1.0354 |
1.0376 |
0.0022 |
0.2% |
1.0410 |
| Low |
1.0312 |
1.0274 |
-0.0038 |
-0.4% |
1.0285 |
| Close |
1.0330 |
1.0292 |
-0.0038 |
-0.4% |
1.0325 |
| Range |
0.0042 |
0.0102 |
0.0060 |
142.9% |
0.0125 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.5% |
0.0000 |
| Volume |
23,370 |
47,723 |
24,353 |
104.2% |
113,832 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0558 |
1.0348 |
|
| R3 |
1.0518 |
1.0456 |
1.0320 |
|
| R2 |
1.0416 |
1.0416 |
1.0311 |
|
| R1 |
1.0354 |
1.0354 |
1.0301 |
1.0334 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0304 |
| S1 |
1.0252 |
1.0252 |
1.0283 |
1.0232 |
| S2 |
1.0212 |
1.0212 |
1.0273 |
|
| S3 |
1.0110 |
1.0150 |
1.0264 |
|
| S4 |
1.0008 |
1.0048 |
1.0236 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0715 |
1.0645 |
1.0394 |
|
| R3 |
1.0590 |
1.0520 |
1.0359 |
|
| R2 |
1.0465 |
1.0465 |
1.0348 |
|
| R1 |
1.0395 |
1.0395 |
1.0336 |
1.0368 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0326 |
| S1 |
1.0270 |
1.0270 |
1.0314 |
1.0243 |
| S2 |
1.0215 |
1.0215 |
1.0302 |
|
| S3 |
1.0090 |
1.0145 |
1.0291 |
|
| S4 |
0.9965 |
1.0020 |
1.0256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0379 |
1.0274 |
0.0105 |
1.0% |
0.0057 |
0.6% |
17% |
False |
True |
29,318 |
| 10 |
1.0410 |
1.0274 |
0.0136 |
1.3% |
0.0059 |
0.6% |
13% |
False |
True |
26,136 |
| 20 |
1.0410 |
1.0163 |
0.0247 |
2.4% |
0.0065 |
0.6% |
52% |
False |
False |
28,450 |
| 40 |
1.0410 |
0.9921 |
0.0489 |
4.8% |
0.0066 |
0.6% |
76% |
False |
False |
27,415 |
| 60 |
1.0410 |
0.9921 |
0.0489 |
4.8% |
0.0063 |
0.6% |
76% |
False |
False |
24,739 |
| 80 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0063 |
0.6% |
77% |
False |
False |
21,262 |
| 100 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0063 |
0.6% |
77% |
False |
False |
17,015 |
| 120 |
1.0410 |
0.9778 |
0.0632 |
6.1% |
0.0065 |
0.6% |
81% |
False |
False |
14,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0810 |
|
2.618 |
1.0643 |
|
1.618 |
1.0541 |
|
1.000 |
1.0478 |
|
0.618 |
1.0439 |
|
HIGH |
1.0376 |
|
0.618 |
1.0337 |
|
0.500 |
1.0325 |
|
0.382 |
1.0313 |
|
LOW |
1.0274 |
|
0.618 |
1.0211 |
|
1.000 |
1.0172 |
|
1.618 |
1.0109 |
|
2.618 |
1.0007 |
|
4.250 |
0.9841 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0325 |
1.0325 |
| PP |
1.0314 |
1.0314 |
| S1 |
1.0303 |
1.0303 |
|