CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
0.9997 |
-0.0054 |
-0.5% |
0.9918 |
| High |
1.0080 |
1.0028 |
-0.0052 |
-0.5% |
1.0034 |
| Low |
1.0018 |
0.9971 |
-0.0047 |
-0.5% |
0.9854 |
| Close |
1.0051 |
1.0019 |
-0.0032 |
-0.3% |
1.0004 |
| Range |
0.0062 |
0.0057 |
-0.0005 |
-8.1% |
0.0180 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
15 |
4 |
-11 |
-73.3% |
27 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0155 |
1.0050 |
|
| R3 |
1.0120 |
1.0098 |
1.0035 |
|
| R2 |
1.0063 |
1.0063 |
1.0029 |
|
| R1 |
1.0041 |
1.0041 |
1.0024 |
1.0052 |
| PP |
1.0006 |
1.0006 |
1.0006 |
1.0012 |
| S1 |
0.9984 |
0.9984 |
1.0014 |
0.9995 |
| S2 |
0.9949 |
0.9949 |
1.0009 |
|
| S3 |
0.9892 |
0.9927 |
1.0003 |
|
| S4 |
0.9835 |
0.9870 |
0.9988 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0434 |
1.0103 |
|
| R3 |
1.0324 |
1.0254 |
1.0053 |
|
| R2 |
1.0144 |
1.0144 |
1.0037 |
|
| R1 |
1.0074 |
1.0074 |
1.0020 |
1.0109 |
| PP |
0.9964 |
0.9964 |
0.9964 |
0.9982 |
| S1 |
0.9894 |
0.9894 |
0.9988 |
0.9929 |
| S2 |
0.9784 |
0.9784 |
0.9971 |
|
| S3 |
0.9604 |
0.9714 |
0.9955 |
|
| S4 |
0.9424 |
0.9534 |
0.9905 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0270 |
|
2.618 |
1.0177 |
|
1.618 |
1.0120 |
|
1.000 |
1.0085 |
|
0.618 |
1.0063 |
|
HIGH |
1.0028 |
|
0.618 |
1.0006 |
|
0.500 |
1.0000 |
|
0.382 |
0.9993 |
|
LOW |
0.9971 |
|
0.618 |
0.9936 |
|
1.000 |
0.9914 |
|
1.618 |
0.9879 |
|
2.618 |
0.9822 |
|
4.250 |
0.9729 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0028 |
| PP |
1.0006 |
1.0025 |
| S1 |
1.0000 |
1.0022 |
|