CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0123 |
0.0018 |
0.2% |
1.0000 |
| High |
1.0140 |
1.0138 |
-0.0002 |
0.0% |
1.0088 |
| Low |
1.0051 |
1.0106 |
0.0055 |
0.5% |
0.9996 |
| Close |
1.0135 |
1.0121 |
-0.0014 |
-0.1% |
1.0048 |
| Range |
0.0089 |
0.0032 |
-0.0057 |
-64.0% |
0.0092 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
6 |
38 |
32 |
533.3% |
61 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0201 |
1.0139 |
|
| R3 |
1.0186 |
1.0169 |
1.0130 |
|
| R2 |
1.0154 |
1.0154 |
1.0127 |
|
| R1 |
1.0137 |
1.0137 |
1.0124 |
1.0130 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0118 |
| S1 |
1.0105 |
1.0105 |
1.0118 |
1.0098 |
| S2 |
1.0090 |
1.0090 |
1.0115 |
|
| S3 |
1.0058 |
1.0073 |
1.0112 |
|
| S4 |
1.0026 |
1.0041 |
1.0103 |
|
|
| 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 |
1.0274 |
|
2.618 |
1.0222 |
|
1.618 |
1.0190 |
|
1.000 |
1.0170 |
|
0.618 |
1.0158 |
|
HIGH |
1.0138 |
|
0.618 |
1.0126 |
|
0.500 |
1.0122 |
|
0.382 |
1.0118 |
|
LOW |
1.0106 |
|
0.618 |
1.0086 |
|
1.000 |
1.0074 |
|
1.618 |
1.0054 |
|
2.618 |
1.0022 |
|
4.250 |
0.9970 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0109 |
| PP |
1.0122 |
1.0097 |
| S1 |
1.0121 |
1.0085 |
|