CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9825 |
0.9882 |
0.0057 |
0.6% |
0.9977 |
| High |
0.9825 |
0.9882 |
0.0057 |
0.6% |
1.0028 |
| Low |
0.9812 |
0.9846 |
0.0034 |
0.3% |
0.9812 |
| Close |
0.9825 |
0.9846 |
0.0021 |
0.2% |
0.9846 |
| Range |
0.0013 |
0.0036 |
0.0023 |
176.9% |
0.0216 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
0 |
11 |
11 |
|
73 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9966 |
0.9942 |
0.9866 |
|
| R3 |
0.9930 |
0.9906 |
0.9856 |
|
| R2 |
0.9894 |
0.9894 |
0.9853 |
|
| R1 |
0.9870 |
0.9870 |
0.9849 |
0.9864 |
| PP |
0.9858 |
0.9858 |
0.9858 |
0.9855 |
| S1 |
0.9834 |
0.9834 |
0.9843 |
0.9828 |
| S2 |
0.9822 |
0.9822 |
0.9839 |
|
| S3 |
0.9786 |
0.9798 |
0.9836 |
|
| S4 |
0.9750 |
0.9762 |
0.9826 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0543 |
1.0411 |
0.9965 |
|
| R3 |
1.0327 |
1.0195 |
0.9905 |
|
| R2 |
1.0111 |
1.0111 |
0.9886 |
|
| R1 |
0.9979 |
0.9979 |
0.9866 |
0.9937 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9875 |
| S1 |
0.9763 |
0.9763 |
0.9826 |
0.9721 |
| S2 |
0.9679 |
0.9679 |
0.9806 |
|
| S3 |
0.9463 |
0.9547 |
0.9787 |
|
| S4 |
0.9247 |
0.9331 |
0.9727 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0035 |
|
2.618 |
0.9976 |
|
1.618 |
0.9940 |
|
1.000 |
0.9918 |
|
0.618 |
0.9904 |
|
HIGH |
0.9882 |
|
0.618 |
0.9868 |
|
0.500 |
0.9864 |
|
0.382 |
0.9860 |
|
LOW |
0.9846 |
|
0.618 |
0.9824 |
|
1.000 |
0.9810 |
|
1.618 |
0.9788 |
|
2.618 |
0.9752 |
|
4.250 |
0.9693 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9864 |
0.9920 |
| PP |
0.9858 |
0.9895 |
| S1 |
0.9852 |
0.9871 |
|