CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0321 |
-0.0016 |
-0.2% |
1.0391 |
| High |
1.0341 |
1.0345 |
0.0004 |
0.0% |
1.0410 |
| Low |
1.0285 |
1.0319 |
0.0034 |
0.3% |
1.0285 |
| Close |
1.0325 |
1.0331 |
0.0006 |
0.1% |
1.0325 |
| Range |
0.0056 |
0.0026 |
-0.0030 |
-53.6% |
0.0125 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
24,106 |
27,107 |
3,001 |
12.4% |
113,832 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0410 |
1.0396 |
1.0345 |
|
| R3 |
1.0384 |
1.0370 |
1.0338 |
|
| R2 |
1.0358 |
1.0358 |
1.0336 |
|
| R1 |
1.0344 |
1.0344 |
1.0333 |
1.0351 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0335 |
| S1 |
1.0318 |
1.0318 |
1.0329 |
1.0325 |
| S2 |
1.0306 |
1.0306 |
1.0326 |
|
| S3 |
1.0280 |
1.0292 |
1.0324 |
|
| S4 |
1.0254 |
1.0266 |
1.0317 |
|
|
| 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% |
0.0050 |
0.5% |
37% |
False |
False |
24,806 |
| 10 |
1.0410 |
1.0208 |
0.0202 |
2.0% |
0.0062 |
0.6% |
61% |
False |
False |
25,989 |
| 20 |
1.0410 |
1.0000 |
0.0410 |
4.0% |
0.0067 |
0.7% |
81% |
False |
False |
27,743 |
| 40 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0066 |
0.6% |
84% |
False |
False |
26,534 |
| 60 |
1.0410 |
0.9921 |
0.0489 |
4.7% |
0.0062 |
0.6% |
84% |
False |
False |
24,069 |
| 80 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0063 |
0.6% |
85% |
False |
False |
20,375 |
| 100 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0063 |
0.6% |
85% |
False |
False |
16,304 |
| 120 |
1.0410 |
0.9778 |
0.0632 |
6.1% |
0.0065 |
0.6% |
88% |
False |
False |
13,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0413 |
|
1.618 |
1.0387 |
|
1.000 |
1.0371 |
|
0.618 |
1.0361 |
|
HIGH |
1.0345 |
|
0.618 |
1.0335 |
|
0.500 |
1.0332 |
|
0.382 |
1.0329 |
|
LOW |
1.0319 |
|
0.618 |
1.0303 |
|
1.000 |
1.0293 |
|
1.618 |
1.0277 |
|
2.618 |
1.0251 |
|
4.250 |
1.0209 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0332 |
| PP |
1.0332 |
1.0332 |
| S1 |
1.0331 |
1.0331 |
|