CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0368 |
1.0337 |
-0.0031 |
-0.3% |
1.0391 |
| High |
1.0379 |
1.0341 |
-0.0038 |
-0.4% |
1.0410 |
| Low |
1.0318 |
1.0285 |
-0.0033 |
-0.3% |
1.0285 |
| Close |
1.0349 |
1.0325 |
-0.0024 |
-0.2% |
1.0325 |
| Range |
0.0061 |
0.0056 |
-0.0005 |
-8.2% |
0.0125 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
24,285 |
24,106 |
-179 |
-0.7% |
113,832 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0461 |
1.0356 |
|
| R3 |
1.0429 |
1.0405 |
1.0340 |
|
| R2 |
1.0373 |
1.0373 |
1.0335 |
|
| R1 |
1.0349 |
1.0349 |
1.0330 |
1.0333 |
| PP |
1.0317 |
1.0317 |
1.0317 |
1.0309 |
| S1 |
1.0293 |
1.0293 |
1.0320 |
1.0277 |
| S2 |
1.0261 |
1.0261 |
1.0315 |
|
| S3 |
1.0205 |
1.0237 |
1.0310 |
|
| S4 |
1.0149 |
1.0181 |
1.0294 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0715 |
1.0645 |
1.0394 |
|
| R3 |
1.0590 |
1.0520 |
1.0359 |
|
| R2 |
1.0465 |
1.0465 |
1.0348 |
|
| R1 |
1.0395 |
1.0395 |
1.0336 |
1.0368 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0326 |
| S1 |
1.0270 |
1.0270 |
1.0314 |
1.0243 |
| S2 |
1.0215 |
1.0215 |
1.0302 |
|
| S3 |
1.0090 |
1.0145 |
1.0291 |
|
| S4 |
0.9965 |
1.0020 |
1.0256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0410 |
1.0285 |
0.0125 |
1.2% |
0.0053 |
0.5% |
32% |
False |
True |
22,766 |
| 10 |
1.0410 |
1.0208 |
0.0202 |
2.0% |
0.0067 |
0.6% |
58% |
False |
False |
25,416 |
| 20 |
1.0410 |
0.9935 |
0.0475 |
4.6% |
0.0071 |
0.7% |
82% |
False |
False |
27,875 |
| 40 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0066 |
0.6% |
83% |
False |
False |
26,261 |
| 60 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0063 |
0.6% |
83% |
False |
False |
24,052 |
| 80 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0064 |
0.6% |
84% |
False |
False |
20,037 |
| 100 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0064 |
0.6% |
84% |
False |
False |
16,033 |
| 120 |
1.0410 |
0.9778 |
0.0632 |
6.1% |
0.0065 |
0.6% |
87% |
False |
False |
13,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0579 |
|
2.618 |
1.0488 |
|
1.618 |
1.0432 |
|
1.000 |
1.0397 |
|
0.618 |
1.0376 |
|
HIGH |
1.0341 |
|
0.618 |
1.0320 |
|
0.500 |
1.0313 |
|
0.382 |
1.0306 |
|
LOW |
1.0285 |
|
0.618 |
1.0250 |
|
1.000 |
1.0229 |
|
1.618 |
1.0194 |
|
2.618 |
1.0138 |
|
4.250 |
1.0047 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0321 |
1.0345 |
| PP |
1.0317 |
1.0338 |
| S1 |
1.0313 |
1.0332 |
|