CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9984 |
1.0030 |
0.0046 |
0.5% |
1.0115 |
| High |
1.0025 |
1.0103 |
0.0078 |
0.8% |
1.0172 |
| Low |
0.9955 |
1.0022 |
0.0067 |
0.7% |
1.0012 |
| Close |
1.0005 |
1.0100 |
0.0095 |
0.9% |
1.0038 |
| Range |
0.0070 |
0.0081 |
0.0011 |
15.7% |
0.0160 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.0% |
0.0000 |
| Volume |
66 |
99 |
33 |
50.0% |
141 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0290 |
1.0145 |
|
| R3 |
1.0237 |
1.0209 |
1.0122 |
|
| R2 |
1.0156 |
1.0156 |
1.0115 |
|
| R1 |
1.0128 |
1.0128 |
1.0107 |
1.0142 |
| PP |
1.0075 |
1.0075 |
1.0075 |
1.0082 |
| S1 |
1.0047 |
1.0047 |
1.0093 |
1.0061 |
| S2 |
0.9994 |
0.9994 |
1.0085 |
|
| S3 |
0.9913 |
0.9966 |
1.0078 |
|
| S4 |
0.9832 |
0.9885 |
1.0055 |
|
|
| 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 |
1.0447 |
|
2.618 |
1.0315 |
|
1.618 |
1.0234 |
|
1.000 |
1.0184 |
|
0.618 |
1.0153 |
|
HIGH |
1.0103 |
|
0.618 |
1.0072 |
|
0.500 |
1.0063 |
|
0.382 |
1.0053 |
|
LOW |
1.0022 |
|
0.618 |
0.9972 |
|
1.000 |
0.9941 |
|
1.618 |
0.9891 |
|
2.618 |
0.9810 |
|
4.250 |
0.9678 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0088 |
1.0076 |
| PP |
1.0075 |
1.0053 |
| S1 |
1.0063 |
1.0029 |
|