CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0296 |
-0.0031 |
-0.3% |
1.0391 |
| High |
1.0376 |
1.0306 |
-0.0070 |
-0.7% |
1.0410 |
| Low |
1.0274 |
1.0236 |
-0.0038 |
-0.4% |
1.0285 |
| Close |
1.0292 |
1.0258 |
-0.0034 |
-0.3% |
1.0325 |
| Range |
0.0102 |
0.0070 |
-0.0032 |
-31.4% |
0.0125 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.5% |
0.0000 |
| Volume |
47,723 |
31,650 |
-16,073 |
-33.7% |
113,832 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0477 |
1.0437 |
1.0297 |
|
| R3 |
1.0407 |
1.0367 |
1.0277 |
|
| R2 |
1.0337 |
1.0337 |
1.0271 |
|
| R1 |
1.0297 |
1.0297 |
1.0264 |
1.0282 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0259 |
| S1 |
1.0227 |
1.0227 |
1.0252 |
1.0212 |
| S2 |
1.0197 |
1.0197 |
1.0245 |
|
| S3 |
1.0127 |
1.0157 |
1.0239 |
|
| S4 |
1.0057 |
1.0087 |
1.0220 |
|
|
| 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 |
1.0376 |
1.0236 |
0.0140 |
1.4% |
0.0059 |
0.6% |
16% |
False |
True |
30,791 |
| 10 |
1.0410 |
1.0236 |
0.0174 |
1.7% |
0.0061 |
0.6% |
13% |
False |
True |
26,966 |
| 20 |
1.0410 |
1.0196 |
0.0214 |
2.1% |
0.0065 |
0.6% |
29% |
False |
False |
27,816 |
| 40 |
1.0410 |
0.9921 |
0.0489 |
4.8% |
0.0067 |
0.6% |
69% |
False |
False |
27,723 |
| 60 |
1.0410 |
0.9921 |
0.0489 |
4.8% |
0.0063 |
0.6% |
69% |
False |
False |
24,911 |
| 80 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0063 |
0.6% |
71% |
False |
False |
21,656 |
| 100 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0064 |
0.6% |
71% |
False |
False |
17,332 |
| 120 |
1.0410 |
0.9778 |
0.0632 |
6.2% |
0.0065 |
0.6% |
76% |
False |
False |
14,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0489 |
|
1.618 |
1.0419 |
|
1.000 |
1.0376 |
|
0.618 |
1.0349 |
|
HIGH |
1.0306 |
|
0.618 |
1.0279 |
|
0.500 |
1.0271 |
|
0.382 |
1.0263 |
|
LOW |
1.0236 |
|
0.618 |
1.0193 |
|
1.000 |
1.0166 |
|
1.618 |
1.0123 |
|
2.618 |
1.0053 |
|
4.250 |
0.9939 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0306 |
| PP |
1.0267 |
1.0290 |
| S1 |
1.0262 |
1.0274 |
|