CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0388 |
1.0390 |
0.0002 |
0.0% |
1.0453 |
| High |
1.0407 |
1.0416 |
0.0009 |
0.1% |
1.0469 |
| Low |
1.0380 |
1.0374 |
-0.0006 |
-0.1% |
1.0346 |
| Close |
1.0392 |
1.0391 |
-0.0001 |
0.0% |
1.0385 |
| Range |
0.0027 |
0.0042 |
0.0015 |
55.6% |
0.0123 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
11,515 |
6,957 |
-4,558 |
-39.6% |
4,129 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0497 |
1.0414 |
|
| R3 |
1.0478 |
1.0455 |
1.0403 |
|
| R2 |
1.0436 |
1.0436 |
1.0399 |
|
| R1 |
1.0413 |
1.0413 |
1.0395 |
1.0425 |
| PP |
1.0394 |
1.0394 |
1.0394 |
1.0399 |
| S1 |
1.0371 |
1.0371 |
1.0387 |
1.0383 |
| S2 |
1.0352 |
1.0352 |
1.0383 |
|
| S3 |
1.0310 |
1.0329 |
1.0379 |
|
| S4 |
1.0268 |
1.0287 |
1.0368 |
|
|
| 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 |
1.0465 |
1.0346 |
0.0119 |
1.1% |
0.0049 |
0.5% |
38% |
False |
False |
4,236 |
| 10 |
1.0469 |
1.0317 |
0.0152 |
1.5% |
0.0057 |
0.6% |
49% |
False |
False |
2,578 |
| 20 |
1.0469 |
1.0119 |
0.0350 |
3.4% |
0.0064 |
0.6% |
78% |
False |
False |
1,341 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0061 |
0.6% |
84% |
False |
False |
675 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0057 |
0.5% |
84% |
False |
False |
454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0595 |
|
2.618 |
1.0526 |
|
1.618 |
1.0484 |
|
1.000 |
1.0458 |
|
0.618 |
1.0442 |
|
HIGH |
1.0416 |
|
0.618 |
1.0400 |
|
0.500 |
1.0395 |
|
0.382 |
1.0390 |
|
LOW |
1.0374 |
|
0.618 |
1.0348 |
|
1.000 |
1.0332 |
|
1.618 |
1.0306 |
|
2.618 |
1.0264 |
|
4.250 |
1.0196 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0395 |
1.0388 |
| PP |
1.0394 |
1.0384 |
| S1 |
1.0392 |
1.0381 |
|