CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0036 |
1.0017 |
-0.0019 |
-0.2% |
1.0164 |
| High |
1.0050 |
1.0036 |
-0.0014 |
-0.1% |
1.0242 |
| Low |
1.0014 |
1.0007 |
-0.0007 |
-0.1% |
1.0014 |
| Close |
1.0040 |
1.0027 |
-0.0013 |
-0.1% |
1.0040 |
| Range |
0.0036 |
0.0029 |
-0.0007 |
-19.4% |
0.0228 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
21,770 |
17,593 |
-4,177 |
-19.2% |
113,780 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
1.0098 |
1.0043 |
|
| R3 |
1.0081 |
1.0069 |
1.0035 |
|
| R2 |
1.0052 |
1.0052 |
1.0032 |
|
| R1 |
1.0040 |
1.0040 |
1.0030 |
1.0046 |
| PP |
1.0023 |
1.0023 |
1.0023 |
1.0027 |
| S1 |
1.0011 |
1.0011 |
1.0024 |
1.0017 |
| S2 |
0.9994 |
0.9994 |
1.0022 |
|
| S3 |
0.9965 |
0.9982 |
1.0019 |
|
| S4 |
0.9936 |
0.9953 |
1.0011 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0639 |
1.0165 |
|
| R3 |
1.0555 |
1.0411 |
1.0103 |
|
| R2 |
1.0327 |
1.0327 |
1.0082 |
|
| R1 |
1.0183 |
1.0183 |
1.0061 |
1.0141 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0078 |
| S1 |
0.9955 |
0.9955 |
1.0019 |
0.9913 |
| S2 |
0.9871 |
0.9871 |
0.9998 |
|
| S3 |
0.9643 |
0.9727 |
0.9977 |
|
| S4 |
0.9415 |
0.9499 |
0.9915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0222 |
1.0007 |
0.0215 |
2.1% |
0.0060 |
0.6% |
9% |
False |
True |
21,332 |
| 10 |
1.0242 |
1.0007 |
0.0235 |
2.3% |
0.0064 |
0.6% |
9% |
False |
True |
20,704 |
| 20 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
39% |
False |
False |
20,719 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0064 |
0.6% |
39% |
False |
False |
10,602 |
| 60 |
1.0242 |
0.9854 |
0.0388 |
3.9% |
0.0066 |
0.7% |
45% |
False |
False |
7,071 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0064 |
0.6% |
54% |
False |
False |
5,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0159 |
|
2.618 |
1.0112 |
|
1.618 |
1.0083 |
|
1.000 |
1.0065 |
|
0.618 |
1.0054 |
|
HIGH |
1.0036 |
|
0.618 |
1.0025 |
|
0.500 |
1.0022 |
|
0.382 |
1.0018 |
|
LOW |
1.0007 |
|
0.618 |
0.9989 |
|
1.000 |
0.9978 |
|
1.618 |
0.9960 |
|
2.618 |
0.9931 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0025 |
1.0052 |
| PP |
1.0023 |
1.0044 |
| S1 |
1.0022 |
1.0035 |
|