CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 28-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0087 |
-0.0008 |
-0.1% |
1.0120 |
| High |
1.0109 |
1.0138 |
0.0029 |
0.3% |
1.0138 |
| Low |
1.0066 |
1.0071 |
0.0005 |
0.0% |
1.0053 |
| Close |
1.0096 |
1.0088 |
-0.0008 |
-0.1% |
1.0088 |
| Range |
0.0043 |
0.0067 |
0.0024 |
55.8% |
0.0085 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.3% |
0.0000 |
| Volume |
23,344 |
34,816 |
11,472 |
49.1% |
134,098 |
|
| Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0300 |
1.0261 |
1.0125 |
|
| R3 |
1.0233 |
1.0194 |
1.0106 |
|
| R2 |
1.0166 |
1.0166 |
1.0100 |
|
| R1 |
1.0127 |
1.0127 |
1.0094 |
1.0147 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0109 |
| S1 |
1.0060 |
1.0060 |
1.0082 |
1.0080 |
| S2 |
1.0032 |
1.0032 |
1.0076 |
|
| S3 |
0.9965 |
0.9993 |
1.0070 |
|
| S4 |
0.9898 |
0.9926 |
1.0051 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0303 |
1.0135 |
|
| R3 |
1.0263 |
1.0218 |
1.0111 |
|
| R2 |
1.0178 |
1.0178 |
1.0104 |
|
| R1 |
1.0133 |
1.0133 |
1.0096 |
1.0113 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0083 |
| S1 |
1.0048 |
1.0048 |
1.0080 |
1.0028 |
| S2 |
1.0008 |
1.0008 |
1.0072 |
|
| S3 |
0.9923 |
0.9963 |
1.0065 |
|
| S4 |
0.9838 |
0.9878 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0138 |
1.0053 |
0.0085 |
0.8% |
0.0059 |
0.6% |
41% |
True |
False |
26,819 |
| 10 |
1.0138 |
0.9979 |
0.0159 |
1.6% |
0.0056 |
0.6% |
69% |
True |
False |
22,907 |
| 20 |
1.0138 |
0.9934 |
0.0204 |
2.0% |
0.0051 |
0.5% |
75% |
True |
False |
20,665 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0058 |
0.6% |
56% |
False |
False |
19,872 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0060 |
0.6% |
56% |
False |
False |
13,301 |
| 80 |
1.0242 |
0.9819 |
0.0423 |
4.2% |
0.0063 |
0.6% |
64% |
False |
False |
9,978 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0062 |
0.6% |
67% |
False |
False |
7,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0423 |
|
2.618 |
1.0313 |
|
1.618 |
1.0246 |
|
1.000 |
1.0205 |
|
0.618 |
1.0179 |
|
HIGH |
1.0138 |
|
0.618 |
1.0112 |
|
0.500 |
1.0105 |
|
0.382 |
1.0097 |
|
LOW |
1.0071 |
|
0.618 |
1.0030 |
|
1.000 |
1.0004 |
|
1.618 |
0.9963 |
|
2.618 |
0.9896 |
|
4.250 |
0.9786 |
|
|
| Fisher Pivots for day following 28-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0100 |
| PP |
1.0099 |
1.0096 |
| S1 |
1.0094 |
1.0092 |
|