CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0344 |
1.0375 |
0.0031 |
0.3% |
1.0338 |
| High |
1.0393 |
1.0380 |
-0.0013 |
-0.1% |
1.0393 |
| Low |
1.0343 |
1.0324 |
-0.0019 |
-0.2% |
1.0299 |
| Close |
1.0376 |
1.0339 |
-0.0037 |
-0.4% |
1.0376 |
| Range |
0.0050 |
0.0056 |
0.0006 |
12.0% |
0.0094 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
21,066 |
24,015 |
2,949 |
14.0% |
90,964 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0516 |
1.0483 |
1.0370 |
|
| R3 |
1.0460 |
1.0427 |
1.0354 |
|
| R2 |
1.0404 |
1.0404 |
1.0349 |
|
| R1 |
1.0371 |
1.0371 |
1.0344 |
1.0360 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0342 |
| S1 |
1.0315 |
1.0315 |
1.0334 |
1.0304 |
| S2 |
1.0292 |
1.0292 |
1.0329 |
|
| S3 |
1.0236 |
1.0259 |
1.0324 |
|
| S4 |
1.0180 |
1.0203 |
1.0308 |
|
|
| 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% |
0.0043 |
0.4% |
43% |
False |
False |
18,959 |
| 10 |
1.0437 |
1.0296 |
0.0141 |
1.4% |
0.0053 |
0.5% |
30% |
False |
False |
18,112 |
| 20 |
1.0469 |
1.0269 |
0.0200 |
1.9% |
0.0057 |
0.6% |
35% |
False |
False |
10,006 |
| 40 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0061 |
0.6% |
74% |
False |
False |
5,028 |
| 60 |
1.0469 |
0.9977 |
0.0492 |
4.8% |
0.0056 |
0.5% |
74% |
False |
False |
3,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0618 |
|
2.618 |
1.0527 |
|
1.618 |
1.0471 |
|
1.000 |
1.0436 |
|
0.618 |
1.0415 |
|
HIGH |
1.0380 |
|
0.618 |
1.0359 |
|
0.500 |
1.0352 |
|
0.382 |
1.0345 |
|
LOW |
1.0324 |
|
0.618 |
1.0289 |
|
1.000 |
1.0268 |
|
1.618 |
1.0233 |
|
2.618 |
1.0177 |
|
4.250 |
1.0086 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0352 |
1.0357 |
| PP |
1.0348 |
1.0351 |
| S1 |
1.0343 |
1.0345 |
|