CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0135 |
1.0147 |
0.0012 |
0.1% |
1.0060 |
| High |
1.0171 |
1.0169 |
-0.0002 |
0.0% |
1.0152 |
| Low |
1.0124 |
1.0122 |
-0.0002 |
0.0% |
1.0029 |
| Close |
1.0163 |
1.0152 |
-0.0011 |
-0.1% |
1.0111 |
| Range |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0123 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
69 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0289 |
1.0267 |
1.0178 |
|
| R3 |
1.0242 |
1.0220 |
1.0165 |
|
| R2 |
1.0195 |
1.0195 |
1.0161 |
|
| R1 |
1.0173 |
1.0173 |
1.0156 |
1.0184 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0153 |
| S1 |
1.0126 |
1.0126 |
1.0148 |
1.0137 |
| S2 |
1.0101 |
1.0101 |
1.0143 |
|
| S3 |
1.0054 |
1.0079 |
1.0139 |
|
| S4 |
1.0007 |
1.0032 |
1.0126 |
|
|
| 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 |
1.0369 |
|
2.618 |
1.0292 |
|
1.618 |
1.0245 |
|
1.000 |
1.0216 |
|
0.618 |
1.0198 |
|
HIGH |
1.0169 |
|
0.618 |
1.0151 |
|
0.500 |
1.0146 |
|
0.382 |
1.0140 |
|
LOW |
1.0122 |
|
0.618 |
1.0093 |
|
1.000 |
1.0075 |
|
1.618 |
1.0046 |
|
2.618 |
0.9999 |
|
4.250 |
0.9922 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0150 |
| PP |
1.0148 |
1.0148 |
| S1 |
1.0146 |
1.0146 |
|