CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0431 |
1.0397 |
-0.0034 |
-0.3% |
1.0453 |
| High |
1.0439 |
1.0400 |
-0.0039 |
-0.4% |
1.0469 |
| Low |
1.0379 |
1.0346 |
-0.0033 |
-0.3% |
1.0346 |
| Close |
1.0409 |
1.0385 |
-0.0024 |
-0.2% |
1.0385 |
| Range |
0.0060 |
0.0054 |
-0.0006 |
-10.0% |
0.0123 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
783 |
1,183 |
400 |
51.1% |
4,129 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0516 |
1.0415 |
|
| R3 |
1.0485 |
1.0462 |
1.0400 |
|
| R2 |
1.0431 |
1.0431 |
1.0395 |
|
| R1 |
1.0408 |
1.0408 |
1.0390 |
1.0393 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0369 |
| S1 |
1.0354 |
1.0354 |
1.0380 |
1.0339 |
| S2 |
1.0323 |
1.0323 |
1.0375 |
|
| S3 |
1.0269 |
1.0300 |
1.0370 |
|
| S4 |
1.0215 |
1.0246 |
1.0355 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0700 |
1.0453 |
|
| R3 |
1.0646 |
1.0577 |
1.0419 |
|
| R2 |
1.0523 |
1.0523 |
1.0408 |
|
| R1 |
1.0454 |
1.0454 |
1.0396 |
1.0427 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0387 |
| S1 |
1.0331 |
1.0331 |
1.0374 |
1.0304 |
| S2 |
1.0277 |
1.0277 |
1.0362 |
|
| S3 |
1.0154 |
1.0208 |
1.0351 |
|
| S4 |
1.0031 |
1.0085 |
1.0317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0469 |
1.0346 |
0.0123 |
1.2% |
0.0051 |
0.5% |
32% |
False |
True |
825 |
| 10 |
1.0469 |
1.0269 |
0.0200 |
1.9% |
0.0065 |
0.6% |
58% |
False |
False |
754 |
| 20 |
1.0469 |
0.9995 |
0.0474 |
4.6% |
0.0068 |
0.7% |
82% |
False |
False |
419 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0062 |
0.6% |
83% |
False |
False |
214 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0057 |
0.5% |
83% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0630 |
|
2.618 |
1.0541 |
|
1.618 |
1.0487 |
|
1.000 |
1.0454 |
|
0.618 |
1.0433 |
|
HIGH |
1.0400 |
|
0.618 |
1.0379 |
|
0.500 |
1.0373 |
|
0.382 |
1.0367 |
|
LOW |
1.0346 |
|
0.618 |
1.0313 |
|
1.000 |
1.0292 |
|
1.618 |
1.0259 |
|
2.618 |
1.0205 |
|
4.250 |
1.0117 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0381 |
1.0406 |
| PP |
1.0377 |
1.0399 |
| S1 |
1.0373 |
1.0392 |
|