CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0255 |
-0.0041 |
-0.4% |
1.0321 |
| High |
1.0306 |
1.0280 |
-0.0026 |
-0.3% |
1.0376 |
| Low |
1.0236 |
1.0250 |
0.0014 |
0.1% |
1.0236 |
| Close |
1.0258 |
1.0270 |
0.0012 |
0.1% |
1.0270 |
| Range |
0.0070 |
0.0030 |
-0.0040 |
-57.1% |
0.0140 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
31,650 |
7,653 |
-23,997 |
-75.8% |
137,503 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0343 |
1.0287 |
|
| R3 |
1.0327 |
1.0313 |
1.0278 |
|
| R2 |
1.0297 |
1.0297 |
1.0276 |
|
| R1 |
1.0283 |
1.0283 |
1.0273 |
1.0290 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0270 |
| S1 |
1.0253 |
1.0253 |
1.0267 |
1.0260 |
| S2 |
1.0237 |
1.0237 |
1.0265 |
|
| S3 |
1.0207 |
1.0223 |
1.0262 |
|
| S4 |
1.0177 |
1.0193 |
1.0254 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0632 |
1.0347 |
|
| R3 |
1.0574 |
1.0492 |
1.0309 |
|
| R2 |
1.0434 |
1.0434 |
1.0296 |
|
| R1 |
1.0352 |
1.0352 |
1.0283 |
1.0323 |
| PP |
1.0294 |
1.0294 |
1.0294 |
1.0280 |
| S1 |
1.0212 |
1.0212 |
1.0257 |
1.0183 |
| S2 |
1.0154 |
1.0154 |
1.0244 |
|
| S3 |
1.0014 |
1.0072 |
1.0232 |
|
| S4 |
0.9874 |
0.9932 |
1.0193 |
|
|
| 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% |
0.0054 |
0.5% |
24% |
False |
False |
27,500 |
| 10 |
1.0410 |
1.0236 |
0.0174 |
1.7% |
0.0053 |
0.5% |
20% |
False |
False |
25,133 |
| 20 |
1.0410 |
1.0208 |
0.0202 |
2.0% |
0.0063 |
0.6% |
31% |
False |
False |
25,778 |
| 40 |
1.0410 |
0.9921 |
0.0489 |
4.8% |
0.0066 |
0.6% |
71% |
False |
False |
27,422 |
| 60 |
1.0410 |
0.9921 |
0.0489 |
4.8% |
0.0063 |
0.6% |
71% |
False |
False |
24,624 |
| 80 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0062 |
0.6% |
73% |
False |
False |
21,751 |
| 100 |
1.0410 |
0.9892 |
0.0518 |
5.0% |
0.0063 |
0.6% |
73% |
False |
False |
17,408 |
| 120 |
1.0410 |
0.9778 |
0.0632 |
6.2% |
0.0065 |
0.6% |
78% |
False |
False |
14,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0408 |
|
2.618 |
1.0359 |
|
1.618 |
1.0329 |
|
1.000 |
1.0310 |
|
0.618 |
1.0299 |
|
HIGH |
1.0280 |
|
0.618 |
1.0269 |
|
0.500 |
1.0265 |
|
0.382 |
1.0261 |
|
LOW |
1.0250 |
|
0.618 |
1.0231 |
|
1.000 |
1.0220 |
|
1.618 |
1.0201 |
|
2.618 |
1.0171 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0268 |
1.0306 |
| PP |
1.0267 |
1.0294 |
| S1 |
1.0265 |
1.0282 |
|