CME Swiss Franc Future June 2017
Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.9997 |
1.0031 |
0.0034 |
0.3% |
1.0072 |
High |
1.0028 |
1.0073 |
0.0045 |
0.4% |
1.0095 |
Low |
0.9971 |
0.9997 |
0.0026 |
0.3% |
0.9961 |
Close |
1.0019 |
1.0073 |
0.0054 |
0.5% |
1.0073 |
Range |
0.0057 |
0.0076 |
0.0019 |
33.3% |
0.0134 |
ATR |
0.0081 |
0.0080 |
0.0000 |
-0.4% |
0.0000 |
Volume |
4 |
1 |
-3 |
-75.0% |
20 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0276 |
1.0250 |
1.0115 |
|
R3 |
1.0200 |
1.0174 |
1.0094 |
|
R2 |
1.0124 |
1.0124 |
1.0087 |
|
R1 |
1.0098 |
1.0098 |
1.0080 |
1.0111 |
PP |
1.0048 |
1.0048 |
1.0048 |
1.0054 |
S1 |
1.0022 |
1.0022 |
1.0066 |
1.0035 |
S2 |
0.9972 |
0.9972 |
1.0059 |
|
S3 |
0.9896 |
0.9946 |
1.0052 |
|
S4 |
0.9820 |
0.9870 |
1.0031 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0445 |
1.0393 |
1.0147 |
|
R3 |
1.0311 |
1.0259 |
1.0110 |
|
R2 |
1.0177 |
1.0177 |
1.0098 |
|
R1 |
1.0125 |
1.0125 |
1.0085 |
1.0151 |
PP |
1.0043 |
1.0043 |
1.0043 |
1.0056 |
S1 |
0.9991 |
0.9991 |
1.0061 |
1.0017 |
S2 |
0.9909 |
0.9909 |
1.0048 |
|
S3 |
0.9775 |
0.9857 |
1.0036 |
|
S4 |
0.9641 |
0.9723 |
0.9999 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0396 |
2.618 |
1.0272 |
1.618 |
1.0196 |
1.000 |
1.0149 |
0.618 |
1.0120 |
HIGH |
1.0073 |
0.618 |
1.0044 |
0.500 |
1.0035 |
0.382 |
1.0026 |
LOW |
0.9997 |
0.618 |
0.9950 |
1.000 |
0.9921 |
1.618 |
0.9874 |
2.618 |
0.9798 |
4.250 |
0.9674 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0060 |
1.0057 |
PP |
1.0048 |
1.0041 |
S1 |
1.0035 |
1.0026 |
|