CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0037 |
1.0044 |
0.0007 |
0.1% |
1.0088 |
| High |
1.0043 |
1.0074 |
0.0031 |
0.3% |
1.0091 |
| Low |
1.0013 |
1.0012 |
-0.0001 |
0.0% |
1.0008 |
| Close |
1.0029 |
1.0013 |
-0.0016 |
-0.2% |
1.0012 |
| Range |
0.0030 |
0.0062 |
0.0032 |
106.7% |
0.0083 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.5% |
0.0000 |
| Volume |
11 |
15 |
4 |
36.4% |
108 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0178 |
1.0047 |
|
| R3 |
1.0157 |
1.0116 |
1.0030 |
|
| R2 |
1.0095 |
1.0095 |
1.0024 |
|
| R1 |
1.0054 |
1.0054 |
1.0019 |
1.0044 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0028 |
| S1 |
0.9992 |
0.9992 |
1.0007 |
0.9982 |
| S2 |
0.9971 |
0.9971 |
1.0002 |
|
| S3 |
0.9909 |
0.9930 |
0.9996 |
|
| S4 |
0.9847 |
0.9868 |
0.9979 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0232 |
1.0058 |
|
| R3 |
1.0203 |
1.0149 |
1.0035 |
|
| R2 |
1.0120 |
1.0120 |
1.0027 |
|
| R1 |
1.0066 |
1.0066 |
1.0020 |
1.0052 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0030 |
| S1 |
0.9983 |
0.9983 |
1.0004 |
0.9969 |
| S2 |
0.9954 |
0.9954 |
0.9997 |
|
| S3 |
0.9871 |
0.9900 |
0.9989 |
|
| S4 |
0.9788 |
0.9817 |
0.9966 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0338 |
|
2.618 |
1.0236 |
|
1.618 |
1.0174 |
|
1.000 |
1.0136 |
|
0.618 |
1.0112 |
|
HIGH |
1.0074 |
|
0.618 |
1.0050 |
|
0.500 |
1.0043 |
|
0.382 |
1.0036 |
|
LOW |
1.0012 |
|
0.618 |
0.9974 |
|
1.000 |
0.9950 |
|
1.618 |
0.9912 |
|
2.618 |
0.9850 |
|
4.250 |
0.9749 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0043 |
1.0035 |
| PP |
1.0033 |
1.0028 |
| S1 |
1.0023 |
1.0020 |
|