CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0147 |
1.0156 |
0.0009 |
0.1% |
1.0060 |
| High |
1.0169 |
1.0166 |
-0.0003 |
0.0% |
1.0152 |
| Low |
1.0122 |
1.0127 |
0.0005 |
0.0% |
1.0029 |
| Close |
1.0152 |
1.0156 |
0.0004 |
0.0% |
1.0111 |
| Range |
0.0047 |
0.0039 |
-0.0008 |
-17.0% |
0.0123 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
6 |
0 |
-6 |
-100.0% |
69 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0267 |
1.0250 |
1.0177 |
|
| R3 |
1.0228 |
1.0211 |
1.0167 |
|
| R2 |
1.0189 |
1.0189 |
1.0163 |
|
| R1 |
1.0172 |
1.0172 |
1.0160 |
1.0176 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0151 |
| S1 |
1.0133 |
1.0133 |
1.0152 |
1.0137 |
| S2 |
1.0111 |
1.0111 |
1.0149 |
|
| S3 |
1.0072 |
1.0094 |
1.0145 |
|
| S4 |
1.0033 |
1.0055 |
1.0135 |
|
|
| 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 |
1.0332 |
|
2.618 |
1.0268 |
|
1.618 |
1.0229 |
|
1.000 |
1.0205 |
|
0.618 |
1.0190 |
|
HIGH |
1.0166 |
|
0.618 |
1.0151 |
|
0.500 |
1.0147 |
|
0.382 |
1.0142 |
|
LOW |
1.0127 |
|
0.618 |
1.0103 |
|
1.000 |
1.0088 |
|
1.618 |
1.0064 |
|
2.618 |
1.0025 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0153 |
| PP |
1.0150 |
1.0150 |
| S1 |
1.0147 |
1.0147 |
|