CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0268 |
1.0344 |
0.0076 |
0.7% |
1.0297 |
| High |
1.0353 |
1.0349 |
-0.0004 |
0.0% |
1.0335 |
| Low |
1.0256 |
1.0297 |
0.0041 |
0.4% |
1.0241 |
| Close |
1.0349 |
1.0303 |
-0.0046 |
-0.4% |
1.0275 |
| Range |
0.0097 |
0.0052 |
-0.0045 |
-46.4% |
0.0094 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
32,028 |
23,352 |
-8,676 |
-27.1% |
117,109 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0440 |
1.0332 |
|
| R3 |
1.0420 |
1.0388 |
1.0317 |
|
| R2 |
1.0368 |
1.0368 |
1.0313 |
|
| R1 |
1.0336 |
1.0336 |
1.0308 |
1.0326 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0312 |
| S1 |
1.0284 |
1.0284 |
1.0298 |
1.0274 |
| S2 |
1.0264 |
1.0264 |
1.0293 |
|
| S3 |
1.0212 |
1.0232 |
1.0289 |
|
| S4 |
1.0160 |
1.0180 |
1.0274 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0566 |
1.0514 |
1.0327 |
|
| R3 |
1.0472 |
1.0420 |
1.0301 |
|
| R2 |
1.0378 |
1.0378 |
1.0292 |
|
| R1 |
1.0326 |
1.0326 |
1.0284 |
1.0305 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0273 |
| S1 |
1.0232 |
1.0232 |
1.0266 |
1.0211 |
| S2 |
1.0190 |
1.0190 |
1.0258 |
|
| S3 |
1.0096 |
1.0138 |
1.0249 |
|
| S4 |
1.0002 |
1.0044 |
1.0223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0353 |
1.0208 |
0.0145 |
1.4% |
0.0068 |
0.7% |
66% |
False |
False |
26,096 |
| 10 |
1.0353 |
1.0196 |
0.0157 |
1.5% |
0.0068 |
0.7% |
68% |
False |
False |
28,666 |
| 20 |
1.0353 |
0.9921 |
0.0432 |
4.2% |
0.0076 |
0.7% |
88% |
False |
False |
30,387 |
| 40 |
1.0353 |
0.9921 |
0.0432 |
4.2% |
0.0065 |
0.6% |
88% |
False |
False |
25,639 |
| 60 |
1.0353 |
0.9900 |
0.0453 |
4.4% |
0.0063 |
0.6% |
89% |
False |
False |
24,129 |
| 80 |
1.0353 |
0.9892 |
0.0461 |
4.5% |
0.0064 |
0.6% |
89% |
False |
False |
18,292 |
| 100 |
1.0353 |
0.9854 |
0.0499 |
4.8% |
0.0065 |
0.6% |
90% |
False |
False |
14,635 |
| 120 |
1.0353 |
0.9778 |
0.0575 |
5.6% |
0.0064 |
0.6% |
91% |
False |
False |
12,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0485 |
|
1.618 |
1.0433 |
|
1.000 |
1.0401 |
|
0.618 |
1.0381 |
|
HIGH |
1.0349 |
|
0.618 |
1.0329 |
|
0.500 |
1.0323 |
|
0.382 |
1.0317 |
|
LOW |
1.0297 |
|
0.618 |
1.0265 |
|
1.000 |
1.0245 |
|
1.618 |
1.0213 |
|
2.618 |
1.0161 |
|
4.250 |
1.0076 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0323 |
1.0296 |
| PP |
1.0316 |
1.0288 |
| S1 |
1.0310 |
1.0281 |
|