CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0388 |
1.0358 |
-0.0030 |
-0.3% |
1.0453 |
| High |
1.0437 |
1.0366 |
-0.0071 |
-0.7% |
1.0469 |
| Low |
1.0336 |
1.0296 |
-0.0040 |
-0.4% |
1.0346 |
| Close |
1.0353 |
1.0318 |
-0.0035 |
-0.3% |
1.0385 |
| Range |
0.0101 |
0.0070 |
-0.0031 |
-30.7% |
0.0123 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.7% |
0.0000 |
| Volume |
18,473 |
17,311 |
-1,162 |
-6.3% |
4,129 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0497 |
1.0357 |
|
| R3 |
1.0467 |
1.0427 |
1.0337 |
|
| R2 |
1.0397 |
1.0397 |
1.0331 |
|
| R1 |
1.0357 |
1.0357 |
1.0324 |
1.0342 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0319 |
| S1 |
1.0287 |
1.0287 |
1.0312 |
1.0272 |
| S2 |
1.0257 |
1.0257 |
1.0305 |
|
| S3 |
1.0187 |
1.0217 |
1.0299 |
|
| S4 |
1.0117 |
1.0147 |
1.0280 |
|
|
| 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 |
1.0437 |
1.0296 |
0.0141 |
1.4% |
0.0059 |
0.6% |
16% |
False |
True |
11,087 |
| 10 |
1.0469 |
1.0296 |
0.0173 |
1.7% |
0.0060 |
0.6% |
13% |
False |
True |
5,912 |
| 20 |
1.0469 |
1.0257 |
0.0212 |
2.1% |
0.0063 |
0.6% |
29% |
False |
False |
3,120 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0062 |
0.6% |
69% |
False |
False |
1,568 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0058 |
0.6% |
69% |
False |
False |
1,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0664 |
|
2.618 |
1.0549 |
|
1.618 |
1.0479 |
|
1.000 |
1.0436 |
|
0.618 |
1.0409 |
|
HIGH |
1.0366 |
|
0.618 |
1.0339 |
|
0.500 |
1.0331 |
|
0.382 |
1.0323 |
|
LOW |
1.0296 |
|
0.618 |
1.0253 |
|
1.000 |
1.0226 |
|
1.618 |
1.0183 |
|
2.618 |
1.0113 |
|
4.250 |
0.9999 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0331 |
1.0367 |
| PP |
1.0327 |
1.0350 |
| S1 |
1.0322 |
1.0334 |
|