CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0358 |
1.0312 |
-0.0046 |
-0.4% |
1.0388 |
| High |
1.0366 |
1.0343 |
-0.0023 |
-0.2% |
1.0437 |
| Low |
1.0296 |
1.0310 |
0.0014 |
0.1% |
1.0296 |
| Close |
1.0318 |
1.0331 |
0.0013 |
0.1% |
1.0331 |
| Range |
0.0070 |
0.0033 |
-0.0037 |
-52.9% |
0.0141 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
17,311 |
23,406 |
6,095 |
35.2% |
77,662 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0427 |
1.0412 |
1.0349 |
|
| R3 |
1.0394 |
1.0379 |
1.0340 |
|
| R2 |
1.0361 |
1.0361 |
1.0337 |
|
| R1 |
1.0346 |
1.0346 |
1.0334 |
1.0354 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0332 |
| S1 |
1.0313 |
1.0313 |
1.0328 |
1.0321 |
| S2 |
1.0295 |
1.0295 |
1.0325 |
|
| S3 |
1.0262 |
1.0280 |
1.0322 |
|
| S4 |
1.0229 |
1.0247 |
1.0313 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0778 |
1.0695 |
1.0409 |
|
| R3 |
1.0637 |
1.0554 |
1.0370 |
|
| R2 |
1.0496 |
1.0496 |
1.0357 |
|
| R1 |
1.0413 |
1.0413 |
1.0344 |
1.0384 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0340 |
| S1 |
1.0272 |
1.0272 |
1.0318 |
1.0243 |
| S2 |
1.0214 |
1.0214 |
1.0305 |
|
| S3 |
1.0073 |
1.0131 |
1.0292 |
|
| S4 |
0.9932 |
0.9990 |
1.0253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0437 |
1.0296 |
0.0141 |
1.4% |
0.0055 |
0.5% |
25% |
False |
False |
15,532 |
| 10 |
1.0469 |
1.0296 |
0.0173 |
1.7% |
0.0053 |
0.5% |
20% |
False |
False |
8,179 |
| 20 |
1.0469 |
1.0269 |
0.0200 |
1.9% |
0.0061 |
0.6% |
31% |
False |
False |
4,285 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0062 |
0.6% |
72% |
False |
False |
2,154 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0057 |
0.6% |
72% |
False |
False |
1,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0483 |
|
2.618 |
1.0429 |
|
1.618 |
1.0396 |
|
1.000 |
1.0376 |
|
0.618 |
1.0363 |
|
HIGH |
1.0343 |
|
0.618 |
1.0330 |
|
0.500 |
1.0327 |
|
0.382 |
1.0323 |
|
LOW |
1.0310 |
|
0.618 |
1.0290 |
|
1.000 |
1.0277 |
|
1.618 |
1.0257 |
|
2.618 |
1.0224 |
|
4.250 |
1.0170 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0330 |
1.0367 |
| PP |
1.0328 |
1.0355 |
| S1 |
1.0327 |
1.0343 |
|