CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0105 |
0.0045 |
0.4% |
1.0000 |
| High |
1.0084 |
1.0140 |
0.0056 |
0.6% |
1.0088 |
| Low |
1.0029 |
1.0051 |
0.0022 |
0.2% |
0.9996 |
| Close |
1.0055 |
1.0135 |
0.0080 |
0.8% |
1.0048 |
| Range |
0.0055 |
0.0089 |
0.0034 |
61.8% |
0.0092 |
| ATR |
0.0050 |
0.0052 |
0.0003 |
5.7% |
0.0000 |
| Volume |
24 |
6 |
-18 |
-75.0% |
61 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0344 |
1.0184 |
|
| R3 |
1.0287 |
1.0255 |
1.0159 |
|
| R2 |
1.0198 |
1.0198 |
1.0151 |
|
| R1 |
1.0166 |
1.0166 |
1.0143 |
1.0182 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0117 |
| S1 |
1.0077 |
1.0077 |
1.0127 |
1.0093 |
| S2 |
1.0020 |
1.0020 |
1.0119 |
|
| S3 |
0.9931 |
0.9988 |
1.0111 |
|
| S4 |
0.9842 |
0.9899 |
1.0086 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0276 |
1.0099 |
|
| R3 |
1.0228 |
1.0184 |
1.0073 |
|
| R2 |
1.0136 |
1.0136 |
1.0065 |
|
| R1 |
1.0092 |
1.0092 |
1.0056 |
1.0114 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0055 |
| S1 |
1.0000 |
1.0000 |
1.0040 |
1.0022 |
| S2 |
0.9952 |
0.9952 |
1.0031 |
|
| S3 |
0.9860 |
0.9908 |
1.0023 |
|
| S4 |
0.9768 |
0.9816 |
0.9997 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0518 |
|
2.618 |
1.0373 |
|
1.618 |
1.0284 |
|
1.000 |
1.0229 |
|
0.618 |
1.0195 |
|
HIGH |
1.0140 |
|
0.618 |
1.0106 |
|
0.500 |
1.0096 |
|
0.382 |
1.0085 |
|
LOW |
1.0051 |
|
0.618 |
0.9996 |
|
1.000 |
0.9962 |
|
1.618 |
0.9907 |
|
2.618 |
0.9818 |
|
4.250 |
0.9673 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0118 |
| PP |
1.0109 |
1.0101 |
| S1 |
1.0096 |
1.0085 |
|