CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0106 |
1.0100 |
-0.0006 |
-0.1% |
1.0048 |
| High |
1.0144 |
1.0136 |
-0.0008 |
-0.1% |
1.0220 |
| Low |
1.0076 |
1.0055 |
-0.0021 |
-0.2% |
1.0040 |
| Close |
1.0122 |
1.0058 |
-0.0064 |
-0.6% |
1.0142 |
| Range |
0.0068 |
0.0081 |
0.0013 |
19.1% |
0.0180 |
| ATR |
0.0074 |
0.0074 |
0.0001 |
0.7% |
0.0000 |
| Volume |
12 |
4 |
-8 |
-66.7% |
103 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0273 |
1.0103 |
|
| R3 |
1.0245 |
1.0192 |
1.0080 |
|
| R2 |
1.0164 |
1.0164 |
1.0073 |
|
| R1 |
1.0111 |
1.0111 |
1.0065 |
1.0097 |
| PP |
1.0083 |
1.0083 |
1.0083 |
1.0076 |
| S1 |
1.0030 |
1.0030 |
1.0051 |
1.0016 |
| S2 |
1.0002 |
1.0002 |
1.0043 |
|
| S3 |
0.9921 |
0.9949 |
1.0036 |
|
| S4 |
0.9840 |
0.9868 |
1.0013 |
|
|
| 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 |
1.0480 |
|
2.618 |
1.0348 |
|
1.618 |
1.0267 |
|
1.000 |
1.0217 |
|
0.618 |
1.0186 |
|
HIGH |
1.0136 |
|
0.618 |
1.0105 |
|
0.500 |
1.0096 |
|
0.382 |
1.0086 |
|
LOW |
1.0055 |
|
0.618 |
1.0005 |
|
1.000 |
0.9974 |
|
1.618 |
0.9924 |
|
2.618 |
0.9843 |
|
4.250 |
0.9711 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0111 |
| PP |
1.0083 |
1.0093 |
| S1 |
1.0071 |
1.0076 |
|