CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0048 |
1.0120 |
0.0072 |
0.7% |
0.9985 |
| High |
1.0079 |
1.0132 |
0.0053 |
0.5% |
1.0093 |
| Low |
1.0034 |
1.0053 |
0.0019 |
0.2% |
0.9979 |
| Close |
1.0050 |
1.0070 |
0.0020 |
0.2% |
1.0050 |
| Range |
0.0045 |
0.0079 |
0.0034 |
75.6% |
0.0114 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.1% |
0.0000 |
| Volume |
20,098 |
29,776 |
9,678 |
48.2% |
94,979 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0322 |
1.0275 |
1.0113 |
|
| R3 |
1.0243 |
1.0196 |
1.0092 |
|
| R2 |
1.0164 |
1.0164 |
1.0084 |
|
| R1 |
1.0117 |
1.0117 |
1.0077 |
1.0101 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0077 |
| S1 |
1.0038 |
1.0038 |
1.0063 |
1.0022 |
| S2 |
1.0006 |
1.0006 |
1.0056 |
|
| S3 |
0.9927 |
0.9959 |
1.0048 |
|
| S4 |
0.9848 |
0.9880 |
1.0027 |
|
|
| 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 |
1.0132 |
0.9988 |
0.0144 |
1.4% |
0.0060 |
0.6% |
57% |
True |
False |
23,140 |
| 10 |
1.0132 |
0.9934 |
0.0198 |
2.0% |
0.0054 |
0.5% |
69% |
True |
False |
19,463 |
| 20 |
1.0242 |
0.9934 |
0.0308 |
3.1% |
0.0057 |
0.6% |
44% |
False |
False |
20,050 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0059 |
0.6% |
51% |
False |
False |
17,321 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
51% |
False |
False |
11,563 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0066 |
0.7% |
63% |
False |
False |
8,675 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0060 |
0.6% |
63% |
False |
False |
6,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0468 |
|
2.618 |
1.0339 |
|
1.618 |
1.0260 |
|
1.000 |
1.0211 |
|
0.618 |
1.0181 |
|
HIGH |
1.0132 |
|
0.618 |
1.0102 |
|
0.500 |
1.0093 |
|
0.382 |
1.0083 |
|
LOW |
1.0053 |
|
0.618 |
1.0004 |
|
1.000 |
0.9974 |
|
1.618 |
0.9925 |
|
2.618 |
0.9846 |
|
4.250 |
0.9717 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0083 |
| PP |
1.0085 |
1.0079 |
| S1 |
1.0078 |
1.0074 |
|