CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0067 |
1.0086 |
0.0019 |
0.2% |
1.0072 |
| High |
1.0118 |
1.0114 |
-0.0004 |
0.0% |
1.0095 |
| Low |
1.0063 |
1.0061 |
-0.0002 |
0.0% |
0.9961 |
| Close |
1.0086 |
1.0092 |
0.0006 |
0.1% |
1.0073 |
| Range |
0.0055 |
0.0053 |
-0.0002 |
-3.6% |
0.0134 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
20 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0223 |
1.0121 |
|
| R3 |
1.0195 |
1.0170 |
1.0107 |
|
| R2 |
1.0142 |
1.0142 |
1.0102 |
|
| R1 |
1.0117 |
1.0117 |
1.0097 |
1.0130 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0095 |
| S1 |
1.0064 |
1.0064 |
1.0087 |
1.0077 |
| S2 |
1.0036 |
1.0036 |
1.0082 |
|
| S3 |
0.9983 |
1.0011 |
1.0077 |
|
| S4 |
0.9930 |
0.9958 |
1.0063 |
|
|
| 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 |
1.0339 |
|
2.618 |
1.0253 |
|
1.618 |
1.0200 |
|
1.000 |
1.0167 |
|
0.618 |
1.0147 |
|
HIGH |
1.0114 |
|
0.618 |
1.0094 |
|
0.500 |
1.0088 |
|
0.382 |
1.0081 |
|
LOW |
1.0061 |
|
0.618 |
1.0028 |
|
1.000 |
1.0008 |
|
1.618 |
0.9975 |
|
2.618 |
0.9922 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0093 |
| PP |
1.0089 |
1.0093 |
| S1 |
1.0088 |
1.0092 |
|