CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0026 |
0.9996 |
-0.0030 |
-0.3% |
1.0164 |
| High |
1.0031 |
1.0014 |
-0.0017 |
-0.2% |
1.0242 |
| Low |
0.9959 |
0.9974 |
0.0015 |
0.2% |
1.0014 |
| Close |
0.9995 |
0.9989 |
-0.0006 |
-0.1% |
1.0040 |
| Range |
0.0072 |
0.0040 |
-0.0032 |
-44.4% |
0.0228 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
22,507 |
17,687 |
-4,820 |
-21.4% |
113,780 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0112 |
1.0091 |
1.0011 |
|
| R3 |
1.0072 |
1.0051 |
1.0000 |
|
| R2 |
1.0032 |
1.0032 |
0.9996 |
|
| R1 |
1.0011 |
1.0011 |
0.9993 |
1.0002 |
| PP |
0.9992 |
0.9992 |
0.9992 |
0.9988 |
| S1 |
0.9971 |
0.9971 |
0.9985 |
0.9962 |
| S2 |
0.9952 |
0.9952 |
0.9982 |
|
| S3 |
0.9912 |
0.9931 |
0.9978 |
|
| S4 |
0.9872 |
0.9891 |
0.9967 |
|
|
| 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 |
1.0050 |
0.9959 |
0.0091 |
0.9% |
0.0040 |
0.4% |
33% |
False |
False |
18,663 |
| 10 |
1.0242 |
0.9959 |
0.0283 |
2.8% |
0.0059 |
0.6% |
11% |
False |
False |
20,000 |
| 20 |
1.0242 |
0.9907 |
0.0335 |
3.4% |
0.0060 |
0.6% |
24% |
False |
False |
20,670 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
28% |
False |
False |
11,949 |
| 60 |
1.0242 |
0.9854 |
0.0388 |
3.9% |
0.0065 |
0.7% |
35% |
False |
False |
7,970 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0064 |
0.6% |
45% |
False |
False |
5,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0184 |
|
2.618 |
1.0119 |
|
1.618 |
1.0079 |
|
1.000 |
1.0054 |
|
0.618 |
1.0039 |
|
HIGH |
1.0014 |
|
0.618 |
0.9999 |
|
0.500 |
0.9994 |
|
0.382 |
0.9989 |
|
LOW |
0.9974 |
|
0.618 |
0.9949 |
|
1.000 |
0.9934 |
|
1.618 |
0.9909 |
|
2.618 |
0.9869 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9994 |
0.9996 |
| PP |
0.9992 |
0.9993 |
| S1 |
0.9991 |
0.9991 |
|