CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0163 |
0.0052 |
0.5% |
1.0060 |
| High |
1.0133 |
1.0177 |
0.0044 |
0.4% |
1.0152 |
| Low |
1.0096 |
1.0115 |
0.0019 |
0.2% |
1.0029 |
| Close |
1.0111 |
1.0131 |
0.0020 |
0.2% |
1.0111 |
| Range |
0.0037 |
0.0062 |
0.0025 |
67.6% |
0.0123 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.4% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
69 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0327 |
1.0291 |
1.0165 |
|
| R3 |
1.0265 |
1.0229 |
1.0148 |
|
| R2 |
1.0203 |
1.0203 |
1.0142 |
|
| R1 |
1.0167 |
1.0167 |
1.0137 |
1.0154 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0135 |
| S1 |
1.0105 |
1.0105 |
1.0125 |
1.0092 |
| S2 |
1.0079 |
1.0079 |
1.0120 |
|
| S3 |
1.0017 |
1.0043 |
1.0114 |
|
| S4 |
0.9955 |
0.9981 |
1.0097 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0412 |
1.0179 |
|
| R3 |
1.0343 |
1.0289 |
1.0145 |
|
| R2 |
1.0220 |
1.0220 |
1.0134 |
|
| R1 |
1.0166 |
1.0166 |
1.0122 |
1.0193 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0111 |
| S1 |
1.0043 |
1.0043 |
1.0100 |
1.0070 |
| S2 |
0.9974 |
0.9974 |
1.0088 |
|
| S3 |
0.9851 |
0.9920 |
1.0077 |
|
| S4 |
0.9728 |
0.9797 |
1.0043 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0441 |
|
2.618 |
1.0339 |
|
1.618 |
1.0277 |
|
1.000 |
1.0239 |
|
0.618 |
1.0215 |
|
HIGH |
1.0177 |
|
0.618 |
1.0153 |
|
0.500 |
1.0146 |
|
0.382 |
1.0139 |
|
LOW |
1.0115 |
|
0.618 |
1.0077 |
|
1.000 |
1.0053 |
|
1.618 |
1.0015 |
|
2.618 |
0.9953 |
|
4.250 |
0.9852 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0137 |
| PP |
1.0141 |
1.0135 |
| S1 |
1.0136 |
1.0133 |
|