CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0338 |
1.0308 |
-0.0030 |
-0.3% |
1.0388 |
| High |
1.0375 |
1.0342 |
-0.0033 |
-0.3% |
1.0437 |
| Low |
1.0307 |
1.0299 |
-0.0008 |
-0.1% |
1.0296 |
| Close |
1.0311 |
1.0314 |
0.0003 |
0.0% |
1.0331 |
| Range |
0.0068 |
0.0043 |
-0.0025 |
-36.8% |
0.0141 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
20,184 |
18,917 |
-1,267 |
-6.3% |
77,662 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0424 |
1.0338 |
|
| R3 |
1.0404 |
1.0381 |
1.0326 |
|
| R2 |
1.0361 |
1.0361 |
1.0322 |
|
| R1 |
1.0338 |
1.0338 |
1.0318 |
1.0350 |
| PP |
1.0318 |
1.0318 |
1.0318 |
1.0324 |
| S1 |
1.0295 |
1.0295 |
1.0310 |
1.0307 |
| S2 |
1.0275 |
1.0275 |
1.0306 |
|
| S3 |
1.0232 |
1.0252 |
1.0302 |
|
| S4 |
1.0189 |
1.0209 |
1.0290 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0778 |
1.0695 |
1.0409 |
|
| R3 |
1.0637 |
1.0554 |
1.0370 |
|
| R2 |
1.0496 |
1.0496 |
1.0357 |
|
| R1 |
1.0413 |
1.0413 |
1.0344 |
1.0384 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0340 |
| S1 |
1.0272 |
1.0272 |
1.0318 |
1.0243 |
| S2 |
1.0214 |
1.0214 |
1.0305 |
|
| S3 |
1.0073 |
1.0131 |
1.0292 |
|
| S4 |
0.9932 |
0.9990 |
1.0253 |
|
|
| 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% |
0.0063 |
0.6% |
13% |
False |
False |
19,658 |
| 10 |
1.0465 |
1.0296 |
0.0169 |
1.6% |
0.0056 |
0.5% |
11% |
False |
False |
11,947 |
| 20 |
1.0469 |
1.0269 |
0.0200 |
1.9% |
0.0059 |
0.6% |
23% |
False |
False |
6,229 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0062 |
0.6% |
68% |
False |
False |
3,131 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0058 |
0.6% |
68% |
False |
False |
2,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0525 |
|
2.618 |
1.0455 |
|
1.618 |
1.0412 |
|
1.000 |
1.0385 |
|
0.618 |
1.0369 |
|
HIGH |
1.0342 |
|
0.618 |
1.0326 |
|
0.500 |
1.0321 |
|
0.382 |
1.0315 |
|
LOW |
1.0299 |
|
0.618 |
1.0272 |
|
1.000 |
1.0256 |
|
1.618 |
1.0229 |
|
2.618 |
1.0186 |
|
4.250 |
1.0116 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0321 |
1.0337 |
| PP |
1.0318 |
1.0329 |
| S1 |
1.0316 |
1.0322 |
|