CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0453 |
1.0431 |
-0.0022 |
-0.2% |
1.0337 |
| High |
1.0454 |
1.0469 |
0.0015 |
0.1% |
1.0461 |
| Low |
1.0417 |
1.0428 |
0.0011 |
0.1% |
1.0269 |
| Close |
1.0432 |
1.0457 |
0.0025 |
0.2% |
1.0450 |
| Range |
0.0037 |
0.0041 |
0.0004 |
10.8% |
0.0192 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
282 |
1,138 |
856 |
303.5% |
3,354 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0557 |
1.0480 |
|
| R3 |
1.0533 |
1.0516 |
1.0468 |
|
| R2 |
1.0492 |
1.0492 |
1.0465 |
|
| R1 |
1.0475 |
1.0475 |
1.0461 |
1.0484 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0456 |
| S1 |
1.0434 |
1.0434 |
1.0453 |
1.0443 |
| S2 |
1.0410 |
1.0410 |
1.0449 |
|
| S3 |
1.0369 |
1.0393 |
1.0446 |
|
| S4 |
1.0328 |
1.0352 |
1.0434 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0902 |
1.0556 |
|
| R3 |
1.0777 |
1.0710 |
1.0503 |
|
| R2 |
1.0585 |
1.0585 |
1.0485 |
|
| R1 |
1.0518 |
1.0518 |
1.0468 |
1.0552 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0410 |
| S1 |
1.0326 |
1.0326 |
1.0432 |
1.0360 |
| S2 |
1.0201 |
1.0201 |
1.0415 |
|
| S3 |
1.0009 |
1.0134 |
1.0397 |
|
| S4 |
0.9817 |
0.9942 |
1.0344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0469 |
1.0317 |
0.0152 |
1.5% |
0.0065 |
0.6% |
92% |
True |
False |
921 |
| 10 |
1.0469 |
1.0269 |
0.0200 |
1.9% |
0.0062 |
0.6% |
94% |
True |
False |
510 |
| 20 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0069 |
0.7% |
98% |
True |
False |
285 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0060 |
0.6% |
98% |
True |
False |
148 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0057 |
0.5% |
98% |
True |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0643 |
|
2.618 |
1.0576 |
|
1.618 |
1.0535 |
|
1.000 |
1.0510 |
|
0.618 |
1.0494 |
|
HIGH |
1.0469 |
|
0.618 |
1.0453 |
|
0.500 |
1.0449 |
|
0.382 |
1.0444 |
|
LOW |
1.0428 |
|
0.618 |
1.0403 |
|
1.000 |
1.0387 |
|
1.618 |
1.0362 |
|
2.618 |
1.0321 |
|
4.250 |
1.0254 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0454 |
1.0443 |
| PP |
1.0451 |
1.0428 |
| S1 |
1.0449 |
1.0414 |
|