CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0114 |
1.0106 |
-0.0008 |
-0.1% |
1.0048 |
| High |
1.0167 |
1.0144 |
-0.0023 |
-0.2% |
1.0220 |
| Low |
1.0070 |
1.0076 |
0.0006 |
0.1% |
1.0040 |
| Close |
1.0110 |
1.0122 |
0.0012 |
0.1% |
1.0142 |
| Range |
0.0097 |
0.0068 |
-0.0029 |
-29.9% |
0.0180 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
20 |
12 |
-8 |
-40.0% |
103 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0288 |
1.0159 |
|
| R3 |
1.0250 |
1.0220 |
1.0141 |
|
| R2 |
1.0182 |
1.0182 |
1.0134 |
|
| R1 |
1.0152 |
1.0152 |
1.0128 |
1.0167 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0122 |
| S1 |
1.0084 |
1.0084 |
1.0116 |
1.0099 |
| S2 |
1.0046 |
1.0046 |
1.0110 |
|
| S3 |
0.9978 |
1.0016 |
1.0103 |
|
| S4 |
0.9910 |
0.9948 |
1.0085 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0588 |
1.0241 |
|
| R3 |
1.0494 |
1.0408 |
1.0192 |
|
| R2 |
1.0314 |
1.0314 |
1.0175 |
|
| R1 |
1.0228 |
1.0228 |
1.0159 |
1.0271 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0156 |
| S1 |
1.0048 |
1.0048 |
1.0126 |
1.0091 |
| S2 |
0.9954 |
0.9954 |
1.0109 |
|
| S3 |
0.9774 |
0.9868 |
1.0093 |
|
| S4 |
0.9594 |
0.9688 |
1.0043 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0433 |
|
2.618 |
1.0322 |
|
1.618 |
1.0254 |
|
1.000 |
1.0212 |
|
0.618 |
1.0186 |
|
HIGH |
1.0144 |
|
0.618 |
1.0118 |
|
0.500 |
1.0110 |
|
0.382 |
1.0102 |
|
LOW |
1.0076 |
|
0.618 |
1.0034 |
|
1.000 |
1.0008 |
|
1.618 |
0.9966 |
|
2.618 |
0.9898 |
|
4.250 |
0.9787 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0122 |
| PP |
1.0114 |
1.0121 |
| S1 |
1.0110 |
1.0121 |
|