CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0403 |
1.0368 |
-0.0035 |
-0.3% |
1.0271 |
| High |
1.0405 |
1.0379 |
-0.0026 |
-0.2% |
1.0403 |
| Low |
1.0341 |
1.0318 |
-0.0023 |
-0.2% |
1.0208 |
| Close |
1.0369 |
1.0349 |
-0.0020 |
-0.2% |
1.0389 |
| Range |
0.0064 |
0.0061 |
-0.0003 |
-4.7% |
0.0195 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
26,603 |
24,285 |
-2,318 |
-8.7% |
118,956 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0501 |
1.0383 |
|
| R3 |
1.0471 |
1.0440 |
1.0366 |
|
| R2 |
1.0410 |
1.0410 |
1.0360 |
|
| R1 |
1.0379 |
1.0379 |
1.0355 |
1.0364 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0341 |
| S1 |
1.0318 |
1.0318 |
1.0343 |
1.0303 |
| S2 |
1.0288 |
1.0288 |
1.0338 |
|
| S3 |
1.0227 |
1.0257 |
1.0332 |
|
| S4 |
1.0166 |
1.0196 |
1.0315 |
|
|
| 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 |
1.0298 |
0.0112 |
1.1% |
0.0063 |
0.6% |
46% |
False |
False |
23,141 |
| 10 |
1.0410 |
1.0208 |
0.0202 |
2.0% |
0.0065 |
0.6% |
70% |
False |
False |
24,618 |
| 20 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0070 |
0.7% |
88% |
False |
False |
28,182 |
| 40 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0067 |
0.6% |
88% |
False |
False |
26,180 |
| 60 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0064 |
0.6% |
88% |
False |
False |
24,158 |
| 80 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0064 |
0.6% |
88% |
False |
False |
19,737 |
| 100 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0064 |
0.6% |
88% |
False |
False |
15,792 |
| 120 |
1.0410 |
0.9778 |
0.0632 |
6.1% |
0.0065 |
0.6% |
90% |
False |
False |
13,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0638 |
|
2.618 |
1.0539 |
|
1.618 |
1.0478 |
|
1.000 |
1.0440 |
|
0.618 |
1.0417 |
|
HIGH |
1.0379 |
|
0.618 |
1.0356 |
|
0.500 |
1.0349 |
|
0.382 |
1.0341 |
|
LOW |
1.0318 |
|
0.618 |
1.0280 |
|
1.000 |
1.0257 |
|
1.618 |
1.0219 |
|
2.618 |
1.0158 |
|
4.250 |
1.0059 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0364 |
| PP |
1.0349 |
1.0359 |
| S1 |
1.0349 |
1.0354 |
|