CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0388 |
-0.0002 |
0.0% |
1.0453 |
| High |
1.0416 |
1.0437 |
0.0021 |
0.2% |
1.0469 |
| Low |
1.0374 |
1.0336 |
-0.0038 |
-0.4% |
1.0346 |
| Close |
1.0391 |
1.0353 |
-0.0038 |
-0.4% |
1.0385 |
| Range |
0.0042 |
0.0101 |
0.0059 |
140.5% |
0.0123 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.8% |
0.0000 |
| Volume |
6,957 |
18,473 |
11,516 |
165.5% |
4,129 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0617 |
1.0409 |
|
| R3 |
1.0577 |
1.0516 |
1.0381 |
|
| R2 |
1.0476 |
1.0476 |
1.0372 |
|
| R1 |
1.0415 |
1.0415 |
1.0362 |
1.0395 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0366 |
| S1 |
1.0314 |
1.0314 |
1.0344 |
1.0294 |
| S2 |
1.0274 |
1.0274 |
1.0334 |
|
| S3 |
1.0173 |
1.0213 |
1.0325 |
|
| S4 |
1.0072 |
1.0112 |
1.0297 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0700 |
1.0453 |
|
| R3 |
1.0646 |
1.0577 |
1.0419 |
|
| R2 |
1.0523 |
1.0523 |
1.0408 |
|
| R1 |
1.0454 |
1.0454 |
1.0396 |
1.0427 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0387 |
| S1 |
1.0331 |
1.0331 |
1.0374 |
1.0304 |
| S2 |
1.0277 |
1.0277 |
1.0362 |
|
| S3 |
1.0154 |
1.0208 |
1.0351 |
|
| S4 |
1.0031 |
1.0085 |
1.0317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0439 |
1.0336 |
0.0103 |
1.0% |
0.0057 |
0.5% |
17% |
False |
True |
7,782 |
| 10 |
1.0469 |
1.0336 |
0.0133 |
1.3% |
0.0058 |
0.6% |
13% |
False |
True |
4,246 |
| 20 |
1.0469 |
1.0225 |
0.0244 |
2.4% |
0.0064 |
0.6% |
52% |
False |
False |
2,262 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0061 |
0.6% |
76% |
False |
False |
1,137 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0058 |
0.6% |
76% |
False |
False |
761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0701 |
|
1.618 |
1.0600 |
|
1.000 |
1.0538 |
|
0.618 |
1.0499 |
|
HIGH |
1.0437 |
|
0.618 |
1.0398 |
|
0.500 |
1.0387 |
|
0.382 |
1.0375 |
|
LOW |
1.0336 |
|
0.618 |
1.0274 |
|
1.000 |
1.0235 |
|
1.618 |
1.0173 |
|
2.618 |
1.0072 |
|
4.250 |
0.9907 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0387 |
1.0387 |
| PP |
1.0375 |
1.0375 |
| S1 |
1.0364 |
1.0364 |
|