CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 28-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0156 |
1.0180 |
0.0024 |
0.2% |
1.0163 |
| High |
1.0166 |
1.0194 |
0.0028 |
0.3% |
1.0194 |
| Low |
1.0127 |
1.0133 |
0.0006 |
0.1% |
1.0115 |
| Close |
1.0156 |
1.0148 |
-0.0008 |
-0.1% |
1.0148 |
| Range |
0.0039 |
0.0061 |
0.0022 |
56.4% |
0.0079 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.7% |
0.0000 |
| Volume |
0 |
7 |
7 |
|
17 |
|
| Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0306 |
1.0182 |
|
| R3 |
1.0280 |
1.0245 |
1.0165 |
|
| R2 |
1.0219 |
1.0219 |
1.0159 |
|
| R1 |
1.0184 |
1.0184 |
1.0154 |
1.0171 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0152 |
| S1 |
1.0123 |
1.0123 |
1.0142 |
1.0110 |
| S2 |
1.0097 |
1.0097 |
1.0137 |
|
| S3 |
1.0036 |
1.0062 |
1.0131 |
|
| S4 |
0.9975 |
1.0001 |
1.0114 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0348 |
1.0191 |
|
| R3 |
1.0310 |
1.0269 |
1.0170 |
|
| R2 |
1.0231 |
1.0231 |
1.0162 |
|
| R1 |
1.0190 |
1.0190 |
1.0155 |
1.0171 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0143 |
| S1 |
1.0111 |
1.0111 |
1.0141 |
1.0092 |
| S2 |
1.0073 |
1.0073 |
1.0134 |
|
| S3 |
0.9994 |
1.0032 |
1.0126 |
|
| S4 |
0.9915 |
0.9953 |
1.0105 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0453 |
|
2.618 |
1.0354 |
|
1.618 |
1.0293 |
|
1.000 |
1.0255 |
|
0.618 |
1.0232 |
|
HIGH |
1.0194 |
|
0.618 |
1.0171 |
|
0.500 |
1.0164 |
|
0.382 |
1.0156 |
|
LOW |
1.0133 |
|
0.618 |
1.0095 |
|
1.000 |
1.0072 |
|
1.618 |
1.0034 |
|
2.618 |
0.9973 |
|
4.250 |
0.9874 |
|
|
| Fisher Pivots for day following 28-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0158 |
| PP |
1.0158 |
1.0155 |
| S1 |
1.0153 |
1.0151 |
|