CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0044 |
1.0083 |
0.0039 |
0.4% |
1.0088 |
| High |
1.0074 |
1.0088 |
0.0014 |
0.1% |
1.0091 |
| Low |
1.0012 |
1.0034 |
0.0022 |
0.2% |
1.0008 |
| Close |
1.0013 |
1.0048 |
0.0035 |
0.3% |
1.0012 |
| Range |
0.0062 |
0.0054 |
-0.0008 |
-12.9% |
0.0083 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
4.2% |
0.0000 |
| Volume |
15 |
15 |
0 |
0.0% |
108 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0187 |
1.0078 |
|
| R3 |
1.0165 |
1.0133 |
1.0063 |
|
| R2 |
1.0111 |
1.0111 |
1.0058 |
|
| R1 |
1.0079 |
1.0079 |
1.0053 |
1.0068 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0051 |
| S1 |
1.0025 |
1.0025 |
1.0043 |
1.0014 |
| S2 |
1.0003 |
1.0003 |
1.0038 |
|
| S3 |
0.9949 |
0.9971 |
1.0033 |
|
| S4 |
0.9895 |
0.9917 |
1.0018 |
|
|
| 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 |
1.0229 |
|
1.618 |
1.0175 |
|
1.000 |
1.0142 |
|
0.618 |
1.0121 |
|
HIGH |
1.0088 |
|
0.618 |
1.0067 |
|
0.500 |
1.0061 |
|
0.382 |
1.0055 |
|
LOW |
1.0034 |
|
0.618 |
1.0001 |
|
1.000 |
0.9980 |
|
1.618 |
0.9947 |
|
2.618 |
0.9893 |
|
4.250 |
0.9805 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0050 |
| PP |
1.0057 |
1.0049 |
| S1 |
1.0052 |
1.0049 |
|