CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
0.9825 |
-0.0195 |
-1.9% |
1.0061 |
| High |
1.0028 |
0.9825 |
-0.0203 |
-2.0% |
1.0078 |
| Low |
0.9915 |
0.9812 |
-0.0103 |
-1.0% |
0.9921 |
| Close |
0.9933 |
0.9825 |
-0.0108 |
-1.1% |
0.9945 |
| Range |
0.0113 |
0.0013 |
-0.0100 |
-88.5% |
0.0157 |
| ATR |
0.0000 |
0.0065 |
0.0065 |
|
0.0000 |
| Volume |
36 |
0 |
-36 |
-100.0% |
0 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9860 |
0.9855 |
0.9832 |
|
| R3 |
0.9847 |
0.9842 |
0.9829 |
|
| R2 |
0.9834 |
0.9834 |
0.9827 |
|
| R1 |
0.9829 |
0.9829 |
0.9826 |
0.9832 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9822 |
| S1 |
0.9816 |
0.9816 |
0.9824 |
0.9819 |
| S2 |
0.9808 |
0.9808 |
0.9823 |
|
| S3 |
0.9795 |
0.9803 |
0.9821 |
|
| S4 |
0.9782 |
0.9790 |
0.9818 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0452 |
1.0356 |
1.0031 |
|
| R3 |
1.0295 |
1.0199 |
0.9988 |
|
| R2 |
1.0138 |
1.0138 |
0.9974 |
|
| R1 |
1.0042 |
1.0042 |
0.9959 |
1.0012 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9966 |
| S1 |
0.9885 |
0.9885 |
0.9931 |
0.9855 |
| S2 |
0.9824 |
0.9824 |
0.9916 |
|
| S3 |
0.9667 |
0.9728 |
0.9902 |
|
| S4 |
0.9510 |
0.9571 |
0.9859 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9880 |
|
2.618 |
0.9859 |
|
1.618 |
0.9846 |
|
1.000 |
0.9838 |
|
0.618 |
0.9833 |
|
HIGH |
0.9825 |
|
0.618 |
0.9820 |
|
0.500 |
0.9819 |
|
0.382 |
0.9817 |
|
LOW |
0.9812 |
|
0.618 |
0.9804 |
|
1.000 |
0.9799 |
|
1.618 |
0.9791 |
|
2.618 |
0.9778 |
|
4.250 |
0.9757 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9823 |
0.9920 |
| PP |
0.9821 |
0.9888 |
| S1 |
0.9819 |
0.9857 |
|