CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0473 |
1.0473 |
0.0000 |
0.0% |
1.0338 |
| High |
1.0495 |
1.0517 |
0.0022 |
0.2% |
1.0393 |
| Low |
1.0419 |
1.0470 |
0.0051 |
0.5% |
1.0299 |
| Close |
1.0482 |
1.0507 |
0.0025 |
0.2% |
1.0376 |
| Range |
0.0076 |
0.0047 |
-0.0029 |
-38.2% |
0.0094 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
46,746 |
29,435 |
-17,311 |
-37.0% |
90,964 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0639 |
1.0620 |
1.0533 |
|
| R3 |
1.0592 |
1.0573 |
1.0520 |
|
| R2 |
1.0545 |
1.0545 |
1.0516 |
|
| R1 |
1.0526 |
1.0526 |
1.0511 |
1.0536 |
| PP |
1.0498 |
1.0498 |
1.0498 |
1.0503 |
| S1 |
1.0479 |
1.0479 |
1.0503 |
1.0489 |
| S2 |
1.0451 |
1.0451 |
1.0498 |
|
| S3 |
1.0404 |
1.0432 |
1.0494 |
|
| S4 |
1.0357 |
1.0385 |
1.0481 |
|
|
| 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 |
1.0517 |
1.0324 |
0.0193 |
1.8% |
0.0076 |
0.7% |
95% |
True |
False |
31,661 |
| 10 |
1.0517 |
1.0299 |
0.0218 |
2.1% |
0.0059 |
0.6% |
95% |
True |
False |
25,160 |
| 20 |
1.0517 |
1.0296 |
0.0221 |
2.1% |
0.0059 |
0.6% |
95% |
True |
False |
15,536 |
| 40 |
1.0517 |
0.9977 |
0.0540 |
5.1% |
0.0065 |
0.6% |
98% |
True |
False |
7,858 |
| 60 |
1.0517 |
0.9977 |
0.0540 |
5.1% |
0.0060 |
0.6% |
98% |
True |
False |
5,241 |
| 80 |
1.0517 |
0.9977 |
0.0540 |
5.1% |
0.0056 |
0.5% |
98% |
True |
False |
3,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0717 |
|
2.618 |
1.0640 |
|
1.618 |
1.0593 |
|
1.000 |
1.0564 |
|
0.618 |
1.0546 |
|
HIGH |
1.0517 |
|
0.618 |
1.0499 |
|
0.500 |
1.0494 |
|
0.382 |
1.0488 |
|
LOW |
1.0470 |
|
0.618 |
1.0441 |
|
1.000 |
1.0423 |
|
1.618 |
1.0394 |
|
2.618 |
1.0347 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0503 |
1.0479 |
| PP |
1.0498 |
1.0451 |
| S1 |
1.0494 |
1.0424 |
|