CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
1.0007 |
0.0041 |
0.4% |
1.0017 |
| High |
1.0015 |
1.0029 |
0.0014 |
0.1% |
1.0036 |
| Low |
0.9948 |
0.9970 |
0.0022 |
0.2% |
0.9945 |
| Close |
0.9952 |
0.9986 |
0.0034 |
0.3% |
0.9951 |
| Range |
0.0067 |
0.0059 |
-0.0008 |
-11.9% |
0.0091 |
| ATR |
0.0057 |
0.0059 |
0.0001 |
2.4% |
0.0000 |
| Volume |
20,875 |
16,203 |
-4,672 |
-22.4% |
92,589 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0138 |
1.0018 |
|
| R3 |
1.0113 |
1.0079 |
1.0002 |
|
| R2 |
1.0054 |
1.0054 |
0.9997 |
|
| R1 |
1.0020 |
1.0020 |
0.9991 |
1.0008 |
| PP |
0.9995 |
0.9995 |
0.9995 |
0.9989 |
| S1 |
0.9961 |
0.9961 |
0.9981 |
0.9949 |
| S2 |
0.9936 |
0.9936 |
0.9975 |
|
| S3 |
0.9877 |
0.9902 |
0.9970 |
|
| S4 |
0.9818 |
0.9843 |
0.9954 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0192 |
1.0001 |
|
| R3 |
1.0159 |
1.0101 |
0.9976 |
|
| R2 |
1.0068 |
1.0068 |
0.9968 |
|
| R1 |
1.0010 |
1.0010 |
0.9959 |
0.9994 |
| PP |
0.9977 |
0.9977 |
0.9977 |
0.9969 |
| S1 |
0.9919 |
0.9919 |
0.9943 |
0.9903 |
| S2 |
0.9886 |
0.9886 |
0.9934 |
|
| S3 |
0.9795 |
0.9828 |
0.9926 |
|
| S4 |
0.9704 |
0.9737 |
0.9901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0029 |
0.9934 |
0.0095 |
1.0% |
0.0052 |
0.5% |
55% |
True |
False |
18,184 |
| 10 |
1.0050 |
0.9934 |
0.0116 |
1.2% |
0.0046 |
0.5% |
45% |
False |
False |
18,424 |
| 20 |
1.0242 |
0.9934 |
0.0308 |
3.1% |
0.0056 |
0.6% |
17% |
False |
False |
19,139 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
27% |
False |
False |
14,216 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
27% |
False |
False |
9,485 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0065 |
0.6% |
45% |
False |
False |
7,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0280 |
|
2.618 |
1.0183 |
|
1.618 |
1.0124 |
|
1.000 |
1.0088 |
|
0.618 |
1.0065 |
|
HIGH |
1.0029 |
|
0.618 |
1.0006 |
|
0.500 |
1.0000 |
|
0.382 |
0.9993 |
|
LOW |
0.9970 |
|
0.618 |
0.9934 |
|
1.000 |
0.9911 |
|
1.618 |
0.9875 |
|
2.618 |
0.9816 |
|
4.250 |
0.9719 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
0.9989 |
| PP |
0.9995 |
0.9988 |
| S1 |
0.9991 |
0.9987 |
|