CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0012 |
-0.0043 |
-0.4% |
1.0088 |
| High |
1.0072 |
1.0067 |
-0.0005 |
0.0% |
1.0091 |
| Low |
1.0037 |
1.0008 |
-0.0029 |
-0.3% |
1.0008 |
| Close |
1.0050 |
1.0012 |
-0.0038 |
-0.4% |
1.0012 |
| Range |
0.0035 |
0.0059 |
0.0024 |
68.6% |
0.0083 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
108 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0168 |
1.0044 |
|
| R3 |
1.0147 |
1.0109 |
1.0028 |
|
| R2 |
1.0088 |
1.0088 |
1.0023 |
|
| R1 |
1.0050 |
1.0050 |
1.0017 |
1.0042 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0025 |
| S1 |
0.9991 |
0.9991 |
1.0007 |
0.9983 |
| S2 |
0.9970 |
0.9970 |
1.0001 |
|
| S3 |
0.9911 |
0.9932 |
0.9996 |
|
| S4 |
0.9852 |
0.9873 |
0.9980 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0232 |
1.0058 |
|
| R3 |
1.0203 |
1.0149 |
1.0035 |
|
| R2 |
1.0120 |
1.0120 |
1.0027 |
|
| R1 |
1.0066 |
1.0066 |
1.0020 |
1.0052 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0030 |
| S1 |
0.9983 |
0.9983 |
1.0004 |
0.9969 |
| S2 |
0.9954 |
0.9954 |
0.9997 |
|
| S3 |
0.9871 |
0.9900 |
0.9989 |
|
| S4 |
0.9788 |
0.9817 |
0.9966 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0318 |
|
2.618 |
1.0221 |
|
1.618 |
1.0162 |
|
1.000 |
1.0126 |
|
0.618 |
1.0103 |
|
HIGH |
1.0067 |
|
0.618 |
1.0044 |
|
0.500 |
1.0038 |
|
0.382 |
1.0031 |
|
LOW |
1.0008 |
|
0.618 |
0.9972 |
|
1.000 |
0.9949 |
|
1.618 |
0.9913 |
|
2.618 |
0.9854 |
|
4.250 |
0.9757 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0038 |
1.0048 |
| PP |
1.0029 |
1.0036 |
| S1 |
1.0021 |
1.0024 |
|