CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0473 |
1.0517 |
0.0044 |
0.4% |
1.0375 |
| High |
1.0517 |
1.0519 |
0.0002 |
0.0% |
1.0519 |
| Low |
1.0470 |
1.0469 |
-0.0001 |
0.0% |
1.0324 |
| Close |
1.0507 |
1.0478 |
-0.0029 |
-0.3% |
1.0478 |
| Range |
0.0047 |
0.0050 |
0.0003 |
6.4% |
0.0195 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
29,435 |
25,255 |
-4,180 |
-14.2% |
162,494 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0639 |
1.0608 |
1.0506 |
|
| R3 |
1.0589 |
1.0558 |
1.0492 |
|
| R2 |
1.0539 |
1.0539 |
1.0487 |
|
| R1 |
1.0508 |
1.0508 |
1.0483 |
1.0499 |
| PP |
1.0489 |
1.0489 |
1.0489 |
1.0484 |
| S1 |
1.0458 |
1.0458 |
1.0473 |
1.0449 |
| S2 |
1.0439 |
1.0439 |
1.0469 |
|
| S3 |
1.0389 |
1.0408 |
1.0464 |
|
| S4 |
1.0339 |
1.0358 |
1.0451 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0947 |
1.0585 |
|
| R3 |
1.0830 |
1.0752 |
1.0532 |
|
| R2 |
1.0635 |
1.0635 |
1.0514 |
|
| R1 |
1.0557 |
1.0557 |
1.0496 |
1.0596 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0460 |
| S1 |
1.0362 |
1.0362 |
1.0460 |
1.0401 |
| S2 |
1.0245 |
1.0245 |
1.0442 |
|
| S3 |
1.0050 |
1.0167 |
1.0424 |
|
| S4 |
0.9855 |
0.9972 |
1.0371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0519 |
1.0324 |
0.0195 |
1.9% |
0.0076 |
0.7% |
79% |
True |
False |
32,498 |
| 10 |
1.0519 |
1.0299 |
0.0220 |
2.1% |
0.0061 |
0.6% |
81% |
True |
False |
25,345 |
| 20 |
1.0519 |
1.0296 |
0.0223 |
2.1% |
0.0057 |
0.5% |
82% |
True |
False |
16,762 |
| 40 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0064 |
0.6% |
92% |
True |
False |
8,489 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0059 |
0.6% |
92% |
True |
False |
5,662 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0057 |
0.5% |
92% |
True |
False |
4,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0732 |
|
2.618 |
1.0650 |
|
1.618 |
1.0600 |
|
1.000 |
1.0569 |
|
0.618 |
1.0550 |
|
HIGH |
1.0519 |
|
0.618 |
1.0500 |
|
0.500 |
1.0494 |
|
0.382 |
1.0488 |
|
LOW |
1.0469 |
|
0.618 |
1.0438 |
|
1.000 |
1.0419 |
|
1.618 |
1.0388 |
|
2.618 |
1.0338 |
|
4.250 |
1.0257 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0494 |
1.0475 |
| PP |
1.0489 |
1.0472 |
| S1 |
1.0483 |
1.0469 |
|