CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0375 |
1.0340 |
-0.0035 |
-0.3% |
1.0338 |
| High |
1.0380 |
1.0482 |
0.0102 |
1.0% |
1.0393 |
| Low |
1.0324 |
1.0330 |
0.0006 |
0.1% |
1.0299 |
| Close |
1.0339 |
1.0477 |
0.0138 |
1.3% |
1.0376 |
| Range |
0.0056 |
0.0152 |
0.0096 |
171.4% |
0.0094 |
| ATR |
0.0057 |
0.0064 |
0.0007 |
12.0% |
0.0000 |
| Volume |
24,015 |
37,043 |
13,028 |
54.2% |
90,964 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0833 |
1.0561 |
|
| R3 |
1.0734 |
1.0681 |
1.0519 |
|
| R2 |
1.0582 |
1.0582 |
1.0505 |
|
| R1 |
1.0529 |
1.0529 |
1.0491 |
1.0556 |
| PP |
1.0430 |
1.0430 |
1.0430 |
1.0443 |
| S1 |
1.0377 |
1.0377 |
1.0463 |
1.0404 |
| S2 |
1.0278 |
1.0278 |
1.0449 |
|
| S3 |
1.0126 |
1.0225 |
1.0435 |
|
| S4 |
0.9974 |
1.0073 |
1.0393 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0638 |
1.0601 |
1.0428 |
|
| R3 |
1.0544 |
1.0507 |
1.0402 |
|
| R2 |
1.0450 |
1.0450 |
1.0393 |
|
| R1 |
1.0413 |
1.0413 |
1.0385 |
1.0432 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0365 |
| S1 |
1.0319 |
1.0319 |
1.0367 |
1.0338 |
| S2 |
1.0262 |
1.0262 |
1.0359 |
|
| S3 |
1.0168 |
1.0225 |
1.0350 |
|
| S4 |
1.0074 |
1.0131 |
1.0324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0482 |
1.0312 |
0.0170 |
1.6% |
0.0065 |
0.6% |
97% |
True |
False |
22,584 |
| 10 |
1.0482 |
1.0296 |
0.0186 |
1.8% |
0.0064 |
0.6% |
97% |
True |
False |
21,121 |
| 20 |
1.0482 |
1.0296 |
0.0186 |
1.8% |
0.0061 |
0.6% |
97% |
True |
False |
11,850 |
| 40 |
1.0482 |
0.9977 |
0.0505 |
4.8% |
0.0064 |
0.6% |
99% |
True |
False |
5,954 |
| 60 |
1.0482 |
0.9977 |
0.0505 |
4.8% |
0.0058 |
0.6% |
99% |
True |
False |
3,973 |
| 80 |
1.0482 |
0.9962 |
0.0520 |
5.0% |
0.0055 |
0.5% |
99% |
True |
False |
2,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1128 |
|
2.618 |
1.0880 |
|
1.618 |
1.0728 |
|
1.000 |
1.0634 |
|
0.618 |
1.0576 |
|
HIGH |
1.0482 |
|
0.618 |
1.0424 |
|
0.500 |
1.0406 |
|
0.382 |
1.0388 |
|
LOW |
1.0330 |
|
0.618 |
1.0236 |
|
1.000 |
1.0178 |
|
1.618 |
1.0084 |
|
2.618 |
0.9932 |
|
4.250 |
0.9684 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0453 |
1.0452 |
| PP |
1.0430 |
1.0428 |
| S1 |
1.0406 |
1.0403 |
|