CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0053 |
1.0048 |
-0.0005 |
0.0% |
0.9985 |
| High |
1.0093 |
1.0079 |
-0.0014 |
-0.1% |
1.0093 |
| Low |
1.0046 |
1.0034 |
-0.0012 |
-0.1% |
0.9979 |
| Close |
1.0050 |
1.0050 |
0.0000 |
0.0% |
1.0050 |
| Range |
0.0047 |
0.0045 |
-0.0002 |
-4.3% |
0.0114 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
19,724 |
20,098 |
374 |
1.9% |
94,979 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0165 |
1.0075 |
|
| R3 |
1.0144 |
1.0120 |
1.0062 |
|
| R2 |
1.0099 |
1.0099 |
1.0058 |
|
| R1 |
1.0075 |
1.0075 |
1.0054 |
1.0087 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0061 |
| S1 |
1.0030 |
1.0030 |
1.0046 |
1.0042 |
| S2 |
1.0009 |
1.0009 |
1.0042 |
|
| S3 |
0.9964 |
0.9985 |
1.0038 |
|
| S4 |
0.9919 |
0.9940 |
1.0025 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0330 |
1.0113 |
|
| R3 |
1.0269 |
1.0216 |
1.0081 |
|
| R2 |
1.0155 |
1.0155 |
1.0071 |
|
| R1 |
1.0102 |
1.0102 |
1.0060 |
1.0128 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0054 |
| S1 |
0.9988 |
0.9988 |
1.0040 |
1.0015 |
| S2 |
0.9927 |
0.9927 |
1.0029 |
|
| S3 |
0.9813 |
0.9874 |
1.0019 |
|
| S4 |
0.9699 |
0.9760 |
0.9987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0093 |
0.9979 |
0.0114 |
1.1% |
0.0054 |
0.5% |
62% |
False |
False |
18,995 |
| 10 |
1.0093 |
0.9934 |
0.0159 |
1.6% |
0.0053 |
0.5% |
73% |
False |
False |
18,590 |
| 20 |
1.0242 |
0.9934 |
0.0308 |
3.1% |
0.0056 |
0.6% |
38% |
False |
False |
19,295 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0058 |
0.6% |
45% |
False |
False |
16,579 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
45% |
False |
False |
11,067 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0065 |
0.6% |
59% |
False |
False |
8,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0270 |
|
2.618 |
1.0197 |
|
1.618 |
1.0152 |
|
1.000 |
1.0124 |
|
0.618 |
1.0107 |
|
HIGH |
1.0079 |
|
0.618 |
1.0062 |
|
0.500 |
1.0057 |
|
0.382 |
1.0051 |
|
LOW |
1.0034 |
|
0.618 |
1.0006 |
|
1.000 |
0.9989 |
|
1.618 |
0.9961 |
|
2.618 |
0.9916 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0057 |
1.0064 |
| PP |
1.0054 |
1.0059 |
| S1 |
1.0052 |
1.0055 |
|