CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0391 |
0.0087 |
0.8% |
1.0271 |
| High |
1.0403 |
1.0395 |
-0.0008 |
-0.1% |
1.0403 |
| Low |
1.0298 |
1.0355 |
0.0057 |
0.6% |
1.0208 |
| Close |
1.0389 |
1.0372 |
-0.0017 |
-0.2% |
1.0389 |
| Range |
0.0105 |
0.0040 |
-0.0065 |
-61.9% |
0.0195 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
25,980 |
16,906 |
-9,074 |
-34.9% |
118,956 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0473 |
1.0394 |
|
| R3 |
1.0454 |
1.0433 |
1.0383 |
|
| R2 |
1.0414 |
1.0414 |
1.0379 |
|
| R1 |
1.0393 |
1.0393 |
1.0376 |
1.0384 |
| PP |
1.0374 |
1.0374 |
1.0374 |
1.0369 |
| S1 |
1.0353 |
1.0353 |
1.0368 |
1.0344 |
| S2 |
1.0334 |
1.0334 |
1.0365 |
|
| S3 |
1.0294 |
1.0313 |
1.0361 |
|
| S4 |
1.0254 |
1.0273 |
1.0350 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0849 |
1.0496 |
|
| R3 |
1.0723 |
1.0654 |
1.0443 |
|
| R2 |
1.0528 |
1.0528 |
1.0425 |
|
| R1 |
1.0459 |
1.0459 |
1.0407 |
1.0494 |
| PP |
1.0333 |
1.0333 |
1.0333 |
1.0351 |
| S1 |
1.0264 |
1.0264 |
1.0371 |
1.0299 |
| S2 |
1.0138 |
1.0138 |
1.0353 |
|
| S3 |
0.9943 |
1.0069 |
1.0335 |
|
| S4 |
0.9748 |
0.9874 |
1.0282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0403 |
1.0208 |
0.0195 |
1.9% |
0.0075 |
0.7% |
84% |
False |
False |
27,172 |
| 10 |
1.0403 |
1.0208 |
0.0195 |
1.9% |
0.0067 |
0.6% |
84% |
False |
False |
25,297 |
| 20 |
1.0403 |
0.9921 |
0.0482 |
4.6% |
0.0076 |
0.7% |
94% |
False |
False |
29,685 |
| 40 |
1.0403 |
0.9921 |
0.0482 |
4.6% |
0.0066 |
0.6% |
94% |
False |
False |
25,706 |
| 60 |
1.0403 |
0.9907 |
0.0496 |
4.8% |
0.0064 |
0.6% |
94% |
False |
False |
24,027 |
| 80 |
1.0403 |
0.9892 |
0.0511 |
4.9% |
0.0064 |
0.6% |
94% |
False |
False |
18,828 |
| 100 |
1.0403 |
0.9854 |
0.0549 |
5.3% |
0.0066 |
0.6% |
94% |
False |
False |
15,064 |
| 120 |
1.0403 |
0.9778 |
0.0625 |
6.0% |
0.0064 |
0.6% |
95% |
False |
False |
12,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0565 |
|
2.618 |
1.0500 |
|
1.618 |
1.0460 |
|
1.000 |
1.0435 |
|
0.618 |
1.0420 |
|
HIGH |
1.0395 |
|
0.618 |
1.0380 |
|
0.500 |
1.0375 |
|
0.382 |
1.0370 |
|
LOW |
1.0355 |
|
0.618 |
1.0330 |
|
1.000 |
1.0315 |
|
1.618 |
1.0290 |
|
2.618 |
1.0250 |
|
4.250 |
1.0185 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0365 |
| PP |
1.0374 |
1.0357 |
| S1 |
1.0373 |
1.0350 |
|