CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0340 |
1.0344 |
0.0004 |
0.0% |
1.0338 |
| High |
1.0353 |
1.0393 |
0.0040 |
0.4% |
1.0393 |
| Low |
1.0321 |
1.0343 |
0.0022 |
0.2% |
1.0299 |
| Close |
1.0339 |
1.0376 |
0.0037 |
0.4% |
1.0376 |
| Range |
0.0032 |
0.0050 |
0.0018 |
56.3% |
0.0094 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
15,329 |
21,066 |
5,737 |
37.4% |
90,964 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0498 |
1.0404 |
|
| R3 |
1.0471 |
1.0448 |
1.0390 |
|
| R2 |
1.0421 |
1.0421 |
1.0385 |
|
| R1 |
1.0398 |
1.0398 |
1.0381 |
1.0410 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0376 |
| S1 |
1.0348 |
1.0348 |
1.0371 |
1.0360 |
| S2 |
1.0321 |
1.0321 |
1.0367 |
|
| S3 |
1.0271 |
1.0298 |
1.0362 |
|
| S4 |
1.0221 |
1.0248 |
1.0349 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0638 |
1.0601 |
1.0428 |
|
| R3 |
1.0544 |
1.0507 |
1.0402 |
|
| R2 |
1.0450 |
1.0450 |
1.0393 |
|
| R1 |
1.0413 |
1.0413 |
1.0385 |
1.0432 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0365 |
| S1 |
1.0319 |
1.0319 |
1.0367 |
1.0338 |
| S2 |
1.0262 |
1.0262 |
1.0359 |
|
| S3 |
1.0168 |
1.0225 |
1.0350 |
|
| S4 |
1.0074 |
1.0131 |
1.0324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0393 |
1.0299 |
0.0094 |
0.9% |
0.0046 |
0.4% |
82% |
True |
False |
18,192 |
| 10 |
1.0437 |
1.0296 |
0.0141 |
1.4% |
0.0050 |
0.5% |
57% |
False |
False |
16,862 |
| 20 |
1.0469 |
1.0269 |
0.0200 |
1.9% |
0.0058 |
0.6% |
54% |
False |
False |
8,808 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0062 |
0.6% |
81% |
False |
False |
4,427 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.7% |
0.0056 |
0.5% |
81% |
False |
False |
2,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0606 |
|
2.618 |
1.0524 |
|
1.618 |
1.0474 |
|
1.000 |
1.0443 |
|
0.618 |
1.0424 |
|
HIGH |
1.0393 |
|
0.618 |
1.0374 |
|
0.500 |
1.0368 |
|
0.382 |
1.0362 |
|
LOW |
1.0343 |
|
0.618 |
1.0312 |
|
1.000 |
1.0293 |
|
1.618 |
1.0262 |
|
2.618 |
1.0212 |
|
4.250 |
1.0131 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0373 |
1.0368 |
| PP |
1.0371 |
1.0360 |
| S1 |
1.0368 |
1.0353 |
|