CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9850 |
0.9835 |
-0.0015 |
-0.2% |
0.9977 |
| High |
0.9898 |
0.9860 |
-0.0038 |
-0.4% |
1.0028 |
| Low |
0.9848 |
0.9808 |
-0.0040 |
-0.4% |
0.9812 |
| Close |
0.9853 |
0.9838 |
-0.0015 |
-0.2% |
0.9846 |
| Range |
0.0050 |
0.0052 |
0.0002 |
4.0% |
0.0216 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
18 |
2 |
-16 |
-88.9% |
73 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9991 |
0.9967 |
0.9867 |
|
| R3 |
0.9939 |
0.9915 |
0.9852 |
|
| R2 |
0.9887 |
0.9887 |
0.9848 |
|
| R1 |
0.9863 |
0.9863 |
0.9843 |
0.9875 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9842 |
| S1 |
0.9811 |
0.9811 |
0.9833 |
0.9823 |
| S2 |
0.9783 |
0.9783 |
0.9828 |
|
| S3 |
0.9731 |
0.9759 |
0.9824 |
|
| S4 |
0.9679 |
0.9707 |
0.9809 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0543 |
1.0411 |
0.9965 |
|
| R3 |
1.0327 |
1.0195 |
0.9905 |
|
| R2 |
1.0111 |
1.0111 |
0.9886 |
|
| R1 |
0.9979 |
0.9979 |
0.9866 |
0.9937 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9875 |
| S1 |
0.9763 |
0.9763 |
0.9826 |
0.9721 |
| S2 |
0.9679 |
0.9679 |
0.9806 |
|
| S3 |
0.9463 |
0.9547 |
0.9787 |
|
| S4 |
0.9247 |
0.9331 |
0.9727 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0081 |
|
2.618 |
0.9996 |
|
1.618 |
0.9944 |
|
1.000 |
0.9912 |
|
0.618 |
0.9892 |
|
HIGH |
0.9860 |
|
0.618 |
0.9840 |
|
0.500 |
0.9834 |
|
0.382 |
0.9828 |
|
LOW |
0.9808 |
|
0.618 |
0.9776 |
|
1.000 |
0.9756 |
|
1.618 |
0.9724 |
|
2.618 |
0.9672 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9837 |
0.9853 |
| PP |
0.9835 |
0.9848 |
| S1 |
0.9834 |
0.9843 |
|