CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0076 |
1.0022 |
-0.0054 |
-0.5% |
1.0265 |
| High |
1.0091 |
1.0088 |
-0.0003 |
0.0% |
1.0301 |
| Low |
1.0069 |
1.0021 |
-0.0048 |
-0.5% |
1.0077 |
| Close |
1.0085 |
1.0056 |
-0.0029 |
-0.3% |
1.0101 |
| Range |
0.0022 |
0.0067 |
0.0045 |
204.5% |
0.0224 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
3.0% |
0.0000 |
| Volume |
102 |
4 |
-98 |
-96.1% |
9 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0256 |
1.0223 |
1.0093 |
|
| R3 |
1.0189 |
1.0156 |
1.0074 |
|
| R2 |
1.0122 |
1.0122 |
1.0068 |
|
| R1 |
1.0089 |
1.0089 |
1.0062 |
1.0106 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0063 |
| S1 |
1.0022 |
1.0022 |
1.0050 |
1.0039 |
| S2 |
0.9988 |
0.9988 |
1.0044 |
|
| S3 |
0.9921 |
0.9955 |
1.0038 |
|
| S4 |
0.9854 |
0.9888 |
1.0019 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0832 |
1.0690 |
1.0224 |
|
| R3 |
1.0608 |
1.0466 |
1.0163 |
|
| R2 |
1.0384 |
1.0384 |
1.0142 |
|
| R1 |
1.0242 |
1.0242 |
1.0122 |
1.0201 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0139 |
| S1 |
1.0018 |
1.0018 |
1.0080 |
0.9977 |
| S2 |
0.9936 |
0.9936 |
1.0060 |
|
| S3 |
0.9712 |
0.9794 |
1.0039 |
|
| S4 |
0.9488 |
0.9570 |
0.9978 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0373 |
|
2.618 |
1.0263 |
|
1.618 |
1.0196 |
|
1.000 |
1.0155 |
|
0.618 |
1.0129 |
|
HIGH |
1.0088 |
|
0.618 |
1.0062 |
|
0.500 |
1.0055 |
|
0.382 |
1.0047 |
|
LOW |
1.0021 |
|
0.618 |
0.9980 |
|
1.000 |
0.9954 |
|
1.618 |
0.9913 |
|
2.618 |
0.9846 |
|
4.250 |
0.9736 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0056 |
| PP |
1.0055 |
1.0056 |
| S1 |
1.0055 |
1.0056 |
|