CME Swiss Franc Future June 2017
Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1.0030 |
1.0088 |
0.0058 |
0.6% |
1.0045 |
High |
1.0103 |
1.0100 |
-0.0003 |
0.0% |
1.0103 |
Low |
1.0022 |
1.0038 |
0.0016 |
0.2% |
0.9955 |
Close |
1.0100 |
1.0038 |
-0.0062 |
-0.6% |
1.0038 |
Range |
0.0081 |
0.0062 |
-0.0019 |
-23.5% |
0.0148 |
ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
99 |
47 |
-52 |
-52.5% |
322 |
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0245 |
1.0203 |
1.0072 |
|
R3 |
1.0183 |
1.0141 |
1.0055 |
|
R2 |
1.0121 |
1.0121 |
1.0049 |
|
R1 |
1.0079 |
1.0079 |
1.0044 |
1.0069 |
PP |
1.0059 |
1.0059 |
1.0059 |
1.0054 |
S1 |
1.0017 |
1.0017 |
1.0032 |
1.0007 |
S2 |
0.9997 |
0.9997 |
1.0027 |
|
S3 |
0.9935 |
0.9955 |
1.0021 |
|
S4 |
0.9873 |
0.9893 |
1.0004 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0476 |
1.0405 |
1.0119 |
|
R3 |
1.0328 |
1.0257 |
1.0079 |
|
R2 |
1.0180 |
1.0180 |
1.0065 |
|
R1 |
1.0109 |
1.0109 |
1.0052 |
1.0071 |
PP |
1.0032 |
1.0032 |
1.0032 |
1.0013 |
S1 |
0.9961 |
0.9961 |
1.0024 |
0.9923 |
S2 |
0.9884 |
0.9884 |
1.0011 |
|
S3 |
0.9736 |
0.9813 |
0.9997 |
|
S4 |
0.9588 |
0.9665 |
0.9957 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0364 |
2.618 |
1.0262 |
1.618 |
1.0200 |
1.000 |
1.0162 |
0.618 |
1.0138 |
HIGH |
1.0100 |
0.618 |
1.0076 |
0.500 |
1.0069 |
0.382 |
1.0062 |
LOW |
1.0038 |
0.618 |
1.0000 |
1.000 |
0.9976 |
1.618 |
0.9938 |
2.618 |
0.9876 |
4.250 |
0.9775 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0069 |
1.0035 |
PP |
1.0059 |
1.0032 |
S1 |
1.0048 |
1.0029 |
|