CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0111 |
-0.0040 |
-0.4% |
1.0060 |
| High |
1.0152 |
1.0133 |
-0.0019 |
-0.2% |
1.0152 |
| Low |
1.0108 |
1.0096 |
-0.0012 |
-0.1% |
1.0029 |
| Close |
1.0111 |
1.0111 |
0.0000 |
0.0% |
1.0111 |
| Range |
0.0044 |
0.0037 |
-0.0007 |
-15.9% |
0.0123 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
69 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0224 |
1.0205 |
1.0131 |
|
| R3 |
1.0187 |
1.0168 |
1.0121 |
|
| R2 |
1.0150 |
1.0150 |
1.0118 |
|
| R1 |
1.0131 |
1.0131 |
1.0114 |
1.0130 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0113 |
| S1 |
1.0094 |
1.0094 |
1.0108 |
1.0093 |
| S2 |
1.0076 |
1.0076 |
1.0104 |
|
| S3 |
1.0039 |
1.0057 |
1.0101 |
|
| S4 |
1.0002 |
1.0020 |
1.0091 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0412 |
1.0179 |
|
| R3 |
1.0343 |
1.0289 |
1.0145 |
|
| R2 |
1.0220 |
1.0220 |
1.0134 |
|
| R1 |
1.0166 |
1.0166 |
1.0122 |
1.0193 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0111 |
| S1 |
1.0043 |
1.0043 |
1.0100 |
1.0070 |
| S2 |
0.9974 |
0.9974 |
1.0088 |
|
| S3 |
0.9851 |
0.9920 |
1.0077 |
|
| S4 |
0.9728 |
0.9797 |
1.0043 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0230 |
|
1.618 |
1.0193 |
|
1.000 |
1.0170 |
|
0.618 |
1.0156 |
|
HIGH |
1.0133 |
|
0.618 |
1.0119 |
|
0.500 |
1.0115 |
|
0.382 |
1.0110 |
|
LOW |
1.0096 |
|
0.618 |
1.0073 |
|
1.000 |
1.0059 |
|
1.618 |
1.0036 |
|
2.618 |
0.9999 |
|
4.250 |
0.9939 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0115 |
1.0124 |
| PP |
1.0113 |
1.0120 |
| S1 |
1.0112 |
1.0115 |
|