CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0391 |
1.0371 |
-0.0020 |
-0.2% |
1.0271 |
| High |
1.0395 |
1.0410 |
0.0015 |
0.1% |
1.0403 |
| Low |
1.0355 |
1.0367 |
0.0012 |
0.1% |
1.0208 |
| Close |
1.0372 |
1.0397 |
0.0025 |
0.2% |
1.0389 |
| Range |
0.0040 |
0.0043 |
0.0003 |
7.5% |
0.0195 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
16,906 |
21,932 |
5,026 |
29.7% |
118,956 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0502 |
1.0421 |
|
| R3 |
1.0477 |
1.0459 |
1.0409 |
|
| R2 |
1.0434 |
1.0434 |
1.0405 |
|
| R1 |
1.0416 |
1.0416 |
1.0401 |
1.0425 |
| PP |
1.0391 |
1.0391 |
1.0391 |
1.0396 |
| S1 |
1.0373 |
1.0373 |
1.0393 |
1.0382 |
| S2 |
1.0348 |
1.0348 |
1.0389 |
|
| S3 |
1.0305 |
1.0330 |
1.0385 |
|
| S4 |
1.0262 |
1.0287 |
1.0373 |
|
|
| 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 |
1.0410 |
1.0256 |
0.0154 |
1.5% |
0.0067 |
0.6% |
92% |
True |
False |
24,039 |
| 10 |
1.0410 |
1.0208 |
0.0202 |
1.9% |
0.0064 |
0.6% |
94% |
True |
False |
24,865 |
| 20 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0072 |
0.7% |
97% |
True |
False |
29,039 |
| 40 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0065 |
0.6% |
97% |
True |
False |
25,728 |
| 60 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0064 |
0.6% |
97% |
True |
False |
23,923 |
| 80 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0063 |
0.6% |
97% |
True |
False |
19,102 |
| 100 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0065 |
0.6% |
97% |
True |
False |
15,283 |
| 120 |
1.0410 |
0.9778 |
0.0632 |
6.1% |
0.0065 |
0.6% |
98% |
True |
False |
12,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0593 |
|
2.618 |
1.0523 |
|
1.618 |
1.0480 |
|
1.000 |
1.0453 |
|
0.618 |
1.0437 |
|
HIGH |
1.0410 |
|
0.618 |
1.0394 |
|
0.500 |
1.0389 |
|
0.382 |
1.0383 |
|
LOW |
1.0367 |
|
0.618 |
1.0340 |
|
1.000 |
1.0324 |
|
1.618 |
1.0297 |
|
2.618 |
1.0254 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0394 |
1.0383 |
| PP |
1.0391 |
1.0368 |
| S1 |
1.0389 |
1.0354 |
|