CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0088 |
1.0051 |
-0.0037 |
-0.4% |
1.0045 |
| High |
1.0100 |
1.0056 |
-0.0044 |
-0.4% |
1.0103 |
| Low |
1.0038 |
0.9966 |
-0.0072 |
-0.7% |
0.9955 |
| Close |
1.0038 |
0.9985 |
-0.0053 |
-0.5% |
1.0038 |
| Range |
0.0062 |
0.0090 |
0.0028 |
45.2% |
0.0148 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
2.0% |
0.0000 |
| Volume |
47 |
71 |
24 |
51.1% |
322 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0219 |
1.0035 |
|
| R3 |
1.0182 |
1.0129 |
1.0010 |
|
| R2 |
1.0092 |
1.0092 |
1.0002 |
|
| R1 |
1.0039 |
1.0039 |
0.9993 |
1.0021 |
| PP |
1.0002 |
1.0002 |
1.0002 |
0.9993 |
| S1 |
0.9949 |
0.9949 |
0.9977 |
0.9931 |
| S2 |
0.9912 |
0.9912 |
0.9969 |
|
| S3 |
0.9822 |
0.9859 |
0.9960 |
|
| S4 |
0.9732 |
0.9769 |
0.9936 |
|
|
| 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 |
1.0439 |
|
2.618 |
1.0292 |
|
1.618 |
1.0202 |
|
1.000 |
1.0146 |
|
0.618 |
1.0112 |
|
HIGH |
1.0056 |
|
0.618 |
1.0022 |
|
0.500 |
1.0011 |
|
0.382 |
1.0000 |
|
LOW |
0.9966 |
|
0.618 |
0.9910 |
|
1.000 |
0.9876 |
|
1.618 |
0.9820 |
|
2.618 |
0.9730 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0011 |
1.0035 |
| PP |
1.0002 |
1.0018 |
| S1 |
0.9994 |
1.0002 |
|