CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0045 |
1.0023 |
-0.0022 |
-0.2% |
1.0115 |
| High |
1.0052 |
1.0039 |
-0.0013 |
-0.1% |
1.0172 |
| Low |
1.0004 |
0.9990 |
-0.0014 |
-0.1% |
1.0012 |
| Close |
1.0016 |
1.0003 |
-0.0013 |
-0.1% |
1.0038 |
| Range |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0160 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
23 |
87 |
64 |
278.3% |
141 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0129 |
1.0030 |
|
| R3 |
1.0109 |
1.0080 |
1.0016 |
|
| R2 |
1.0060 |
1.0060 |
1.0012 |
|
| R1 |
1.0031 |
1.0031 |
1.0007 |
1.0021 |
| PP |
1.0011 |
1.0011 |
1.0011 |
1.0006 |
| S1 |
0.9982 |
0.9982 |
0.9999 |
0.9972 |
| S2 |
0.9962 |
0.9962 |
0.9994 |
|
| S3 |
0.9913 |
0.9933 |
0.9990 |
|
| S4 |
0.9864 |
0.9884 |
0.9976 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0456 |
1.0126 |
|
| R3 |
1.0394 |
1.0296 |
1.0082 |
|
| R2 |
1.0234 |
1.0234 |
1.0067 |
|
| R1 |
1.0136 |
1.0136 |
1.0053 |
1.0105 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0059 |
| S1 |
0.9976 |
0.9976 |
1.0023 |
0.9945 |
| S2 |
0.9914 |
0.9914 |
1.0009 |
|
| S3 |
0.9754 |
0.9816 |
0.9994 |
|
| S4 |
0.9594 |
0.9656 |
0.9950 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0247 |
|
2.618 |
1.0167 |
|
1.618 |
1.0118 |
|
1.000 |
1.0088 |
|
0.618 |
1.0069 |
|
HIGH |
1.0039 |
|
0.618 |
1.0020 |
|
0.500 |
1.0015 |
|
0.382 |
1.0009 |
|
LOW |
0.9990 |
|
0.618 |
0.9960 |
|
1.000 |
0.9941 |
|
1.618 |
0.9911 |
|
2.618 |
0.9862 |
|
4.250 |
0.9782 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0015 |
1.0026 |
| PP |
1.0011 |
1.0018 |
| S1 |
1.0007 |
1.0011 |
|