CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
1.0075 |
0.0086 |
0.9% |
0.9941 |
| High |
1.0081 |
1.0079 |
-0.0002 |
0.0% |
1.0029 |
| Low |
0.9988 |
1.0043 |
0.0055 |
0.6% |
0.9934 |
| Close |
1.0074 |
1.0060 |
-0.0014 |
-0.1% |
0.9986 |
| Range |
0.0093 |
0.0036 |
-0.0057 |
-61.3% |
0.0095 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
26,786 |
19,317 |
-7,469 |
-27.9% |
69,881 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0169 |
1.0150 |
1.0080 |
|
| R3 |
1.0133 |
1.0114 |
1.0070 |
|
| R2 |
1.0097 |
1.0097 |
1.0067 |
|
| R1 |
1.0078 |
1.0078 |
1.0063 |
1.0070 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0056 |
| S1 |
1.0042 |
1.0042 |
1.0057 |
1.0034 |
| S2 |
1.0025 |
1.0025 |
1.0053 |
|
| S3 |
0.9989 |
1.0006 |
1.0050 |
|
| S4 |
0.9953 |
0.9970 |
1.0040 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0222 |
1.0038 |
|
| R3 |
1.0173 |
1.0127 |
1.0012 |
|
| R2 |
1.0078 |
1.0078 |
1.0003 |
|
| R1 |
1.0032 |
1.0032 |
0.9995 |
1.0055 |
| PP |
0.9983 |
0.9983 |
0.9983 |
0.9995 |
| S1 |
0.9937 |
0.9937 |
0.9977 |
0.9960 |
| S2 |
0.9888 |
0.9888 |
0.9969 |
|
| S3 |
0.9793 |
0.9842 |
0.9960 |
|
| S4 |
0.9698 |
0.9747 |
0.9934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0081 |
0.9948 |
0.0133 |
1.3% |
0.0061 |
0.6% |
84% |
False |
False |
18,447 |
| 10 |
1.0081 |
0.9934 |
0.0147 |
1.5% |
0.0055 |
0.5% |
86% |
False |
False |
18,627 |
| 20 |
1.0242 |
0.9934 |
0.0308 |
3.1% |
0.0056 |
0.6% |
41% |
False |
False |
19,285 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0059 |
0.6% |
48% |
False |
False |
15,589 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
48% |
False |
False |
10,404 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0065 |
0.6% |
61% |
False |
False |
7,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0232 |
|
2.618 |
1.0173 |
|
1.618 |
1.0137 |
|
1.000 |
1.0115 |
|
0.618 |
1.0101 |
|
HIGH |
1.0079 |
|
0.618 |
1.0065 |
|
0.500 |
1.0061 |
|
0.382 |
1.0057 |
|
LOW |
1.0043 |
|
0.618 |
1.0021 |
|
1.000 |
1.0007 |
|
1.618 |
0.9985 |
|
2.618 |
0.9949 |
|
4.250 |
0.9890 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0050 |
| PP |
1.0061 |
1.0040 |
| S1 |
1.0060 |
1.0030 |
|