CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0083 |
1.0060 |
-0.0023 |
-0.2% |
1.0000 |
| High |
1.0088 |
1.0084 |
-0.0004 |
0.0% |
1.0088 |
| Low |
1.0034 |
1.0029 |
-0.0005 |
0.0% |
0.9996 |
| Close |
1.0048 |
1.0055 |
0.0007 |
0.1% |
1.0048 |
| Range |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0092 |
| ATR |
0.0049 |
0.0050 |
0.0000 |
0.8% |
0.0000 |
| Volume |
15 |
24 |
9 |
60.0% |
61 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0193 |
1.0085 |
|
| R3 |
1.0166 |
1.0138 |
1.0070 |
|
| R2 |
1.0111 |
1.0111 |
1.0065 |
|
| R1 |
1.0083 |
1.0083 |
1.0060 |
1.0070 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0049 |
| S1 |
1.0028 |
1.0028 |
1.0050 |
1.0015 |
| S2 |
1.0001 |
1.0001 |
1.0045 |
|
| S3 |
0.9946 |
0.9973 |
1.0040 |
|
| S4 |
0.9891 |
0.9918 |
1.0025 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0276 |
1.0099 |
|
| R3 |
1.0228 |
1.0184 |
1.0073 |
|
| R2 |
1.0136 |
1.0136 |
1.0065 |
|
| R1 |
1.0092 |
1.0092 |
1.0056 |
1.0114 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0055 |
| S1 |
1.0000 |
1.0000 |
1.0040 |
1.0022 |
| S2 |
0.9952 |
0.9952 |
1.0031 |
|
| S3 |
0.9860 |
0.9908 |
1.0023 |
|
| S4 |
0.9768 |
0.9816 |
0.9997 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0318 |
|
2.618 |
1.0228 |
|
1.618 |
1.0173 |
|
1.000 |
1.0139 |
|
0.618 |
1.0118 |
|
HIGH |
1.0084 |
|
0.618 |
1.0063 |
|
0.500 |
1.0057 |
|
0.382 |
1.0050 |
|
LOW |
1.0029 |
|
0.618 |
0.9995 |
|
1.000 |
0.9974 |
|
1.618 |
0.9940 |
|
2.618 |
0.9885 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0057 |
1.0053 |
| PP |
1.0056 |
1.0052 |
| S1 |
1.0056 |
1.0050 |
|