CME Swiss Franc Future June 2017
Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.0048 |
1.0124 |
0.0076 |
0.8% |
1.0089 |
High |
1.0148 |
1.0220 |
0.0072 |
0.7% |
1.0125 |
Low |
1.0040 |
1.0119 |
0.0079 |
0.8% |
1.0058 |
Close |
1.0133 |
1.0198 |
0.0065 |
0.6% |
1.0096 |
Range |
0.0108 |
0.0101 |
-0.0007 |
-6.5% |
0.0067 |
ATR |
0.0074 |
0.0076 |
0.0002 |
2.5% |
0.0000 |
Volume |
29 |
40 |
11 |
37.9% |
21 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0482 |
1.0441 |
1.0254 |
|
R3 |
1.0381 |
1.0340 |
1.0226 |
|
R2 |
1.0280 |
1.0280 |
1.0217 |
|
R1 |
1.0239 |
1.0239 |
1.0207 |
1.0260 |
PP |
1.0179 |
1.0179 |
1.0179 |
1.0189 |
S1 |
1.0138 |
1.0138 |
1.0189 |
1.0159 |
S2 |
1.0078 |
1.0078 |
1.0179 |
|
S3 |
0.9977 |
1.0037 |
1.0170 |
|
S4 |
0.9876 |
0.9936 |
1.0142 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0294 |
1.0262 |
1.0133 |
|
R3 |
1.0227 |
1.0195 |
1.0114 |
|
R2 |
1.0160 |
1.0160 |
1.0108 |
|
R1 |
1.0128 |
1.0128 |
1.0102 |
1.0144 |
PP |
1.0093 |
1.0093 |
1.0093 |
1.0101 |
S1 |
1.0061 |
1.0061 |
1.0090 |
1.0077 |
S2 |
1.0026 |
1.0026 |
1.0084 |
|
S3 |
0.9959 |
0.9994 |
1.0078 |
|
S4 |
0.9892 |
0.9927 |
1.0059 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0649 |
2.618 |
1.0484 |
1.618 |
1.0383 |
1.000 |
1.0321 |
0.618 |
1.0282 |
HIGH |
1.0220 |
0.618 |
1.0181 |
0.500 |
1.0170 |
0.382 |
1.0158 |
LOW |
1.0119 |
0.618 |
1.0057 |
1.000 |
1.0018 |
1.618 |
0.9956 |
2.618 |
0.9855 |
4.250 |
0.9690 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0189 |
1.0175 |
PP |
1.0179 |
1.0153 |
S1 |
1.0170 |
1.0130 |
|