CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0151 |
0.0028 |
0.3% |
1.0000 |
| High |
1.0138 |
1.0152 |
0.0014 |
0.1% |
1.0088 |
| Low |
1.0106 |
1.0108 |
0.0002 |
0.0% |
0.9996 |
| Close |
1.0121 |
1.0111 |
-0.0010 |
-0.1% |
1.0048 |
| Range |
0.0032 |
0.0044 |
0.0012 |
37.5% |
0.0092 |
| ATR |
0.0051 |
0.0050 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
38 |
1 |
-37 |
-97.4% |
61 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0256 |
1.0227 |
1.0135 |
|
| R3 |
1.0212 |
1.0183 |
1.0123 |
|
| R2 |
1.0168 |
1.0168 |
1.0119 |
|
| R1 |
1.0139 |
1.0139 |
1.0115 |
1.0132 |
| PP |
1.0124 |
1.0124 |
1.0124 |
1.0120 |
| S1 |
1.0095 |
1.0095 |
1.0107 |
1.0088 |
| S2 |
1.0080 |
1.0080 |
1.0103 |
|
| S3 |
1.0036 |
1.0051 |
1.0099 |
|
| S4 |
0.9992 |
1.0007 |
1.0087 |
|
|
| 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 |
1.0339 |
|
2.618 |
1.0267 |
|
1.618 |
1.0223 |
|
1.000 |
1.0196 |
|
0.618 |
1.0179 |
|
HIGH |
1.0152 |
|
0.618 |
1.0135 |
|
0.500 |
1.0130 |
|
0.382 |
1.0125 |
|
LOW |
1.0108 |
|
0.618 |
1.0081 |
|
1.000 |
1.0064 |
|
1.618 |
1.0037 |
|
2.618 |
0.9993 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0108 |
| PP |
1.0124 |
1.0105 |
| S1 |
1.0117 |
1.0102 |
|