CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0431 |
1.0458 |
0.0027 |
0.3% |
1.0337 |
| High |
1.0469 |
1.0465 |
-0.0004 |
0.0% |
1.0461 |
| Low |
1.0428 |
1.0402 |
-0.0026 |
-0.2% |
1.0269 |
| Close |
1.0457 |
1.0429 |
-0.0028 |
-0.3% |
1.0450 |
| Range |
0.0041 |
0.0063 |
0.0022 |
53.7% |
0.0192 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,138 |
743 |
-395 |
-34.7% |
3,354 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0621 |
1.0588 |
1.0464 |
|
| R3 |
1.0558 |
1.0525 |
1.0446 |
|
| R2 |
1.0495 |
1.0495 |
1.0441 |
|
| R1 |
1.0462 |
1.0462 |
1.0435 |
1.0447 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0425 |
| S1 |
1.0399 |
1.0399 |
1.0423 |
1.0384 |
| S2 |
1.0369 |
1.0369 |
1.0417 |
|
| S3 |
1.0306 |
1.0336 |
1.0412 |
|
| S4 |
1.0243 |
1.0273 |
1.0394 |
|
|
| 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 |
1.0359 |
0.0110 |
1.1% |
0.0059 |
0.6% |
64% |
False |
False |
711 |
| 10 |
1.0469 |
1.0269 |
0.0200 |
1.9% |
0.0062 |
0.6% |
80% |
False |
False |
579 |
| 20 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0067 |
0.6% |
92% |
False |
False |
322 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0061 |
0.6% |
92% |
False |
False |
166 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0057 |
0.5% |
92% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0733 |
|
2.618 |
1.0630 |
|
1.618 |
1.0567 |
|
1.000 |
1.0528 |
|
0.618 |
1.0504 |
|
HIGH |
1.0465 |
|
0.618 |
1.0441 |
|
0.500 |
1.0434 |
|
0.382 |
1.0426 |
|
LOW |
1.0402 |
|
0.618 |
1.0363 |
|
1.000 |
1.0339 |
|
1.618 |
1.0300 |
|
2.618 |
1.0237 |
|
4.250 |
1.0134 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0436 |
| PP |
1.0432 |
1.0433 |
| S1 |
1.0431 |
1.0431 |
|