CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0340 |
1.0473 |
0.0133 |
1.3% |
1.0338 |
| High |
1.0482 |
1.0495 |
0.0013 |
0.1% |
1.0393 |
| Low |
1.0330 |
1.0419 |
0.0089 |
0.9% |
1.0299 |
| Close |
1.0477 |
1.0482 |
0.0005 |
0.0% |
1.0376 |
| Range |
0.0152 |
0.0076 |
-0.0076 |
-50.0% |
0.0094 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
37,043 |
46,746 |
9,703 |
26.2% |
90,964 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0664 |
1.0524 |
|
| R3 |
1.0617 |
1.0588 |
1.0503 |
|
| R2 |
1.0541 |
1.0541 |
1.0496 |
|
| R1 |
1.0512 |
1.0512 |
1.0489 |
1.0527 |
| PP |
1.0465 |
1.0465 |
1.0465 |
1.0473 |
| S1 |
1.0436 |
1.0436 |
1.0475 |
1.0451 |
| S2 |
1.0389 |
1.0389 |
1.0468 |
|
| S3 |
1.0313 |
1.0360 |
1.0461 |
|
| S4 |
1.0237 |
1.0284 |
1.0440 |
|
|
| 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 |
1.0495 |
1.0321 |
0.0174 |
1.7% |
0.0073 |
0.7% |
93% |
True |
False |
28,839 |
| 10 |
1.0495 |
1.0296 |
0.0199 |
1.9% |
0.0062 |
0.6% |
93% |
True |
False |
23,948 |
| 20 |
1.0495 |
1.0296 |
0.0199 |
1.9% |
0.0060 |
0.6% |
93% |
True |
False |
14,097 |
| 40 |
1.0495 |
0.9977 |
0.0518 |
4.9% |
0.0065 |
0.6% |
97% |
True |
False |
7,122 |
| 60 |
1.0495 |
0.9977 |
0.0518 |
4.9% |
0.0059 |
0.6% |
97% |
True |
False |
4,752 |
| 80 |
1.0495 |
0.9962 |
0.0533 |
5.1% |
0.0056 |
0.5% |
98% |
True |
False |
3,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0694 |
|
1.618 |
1.0618 |
|
1.000 |
1.0571 |
|
0.618 |
1.0542 |
|
HIGH |
1.0495 |
|
0.618 |
1.0466 |
|
0.500 |
1.0457 |
|
0.382 |
1.0448 |
|
LOW |
1.0419 |
|
0.618 |
1.0372 |
|
1.000 |
1.0343 |
|
1.618 |
1.0296 |
|
2.618 |
1.0220 |
|
4.250 |
1.0096 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0474 |
1.0458 |
| PP |
1.0465 |
1.0434 |
| S1 |
1.0457 |
1.0410 |
|