CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9835 |
0.9850 |
0.0015 |
0.2% |
0.9977 |
| High |
0.9860 |
0.9891 |
0.0031 |
0.3% |
1.0028 |
| Low |
0.9808 |
0.9830 |
0.0022 |
0.2% |
0.9812 |
| Close |
0.9838 |
0.9859 |
0.0021 |
0.2% |
0.9846 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0216 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
73 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
1.0012 |
0.9893 |
|
| R3 |
0.9982 |
0.9951 |
0.9876 |
|
| R2 |
0.9921 |
0.9921 |
0.9870 |
|
| R1 |
0.9890 |
0.9890 |
0.9865 |
0.9906 |
| PP |
0.9860 |
0.9860 |
0.9860 |
0.9868 |
| S1 |
0.9829 |
0.9829 |
0.9853 |
0.9845 |
| S2 |
0.9799 |
0.9799 |
0.9848 |
|
| S3 |
0.9738 |
0.9768 |
0.9842 |
|
| S4 |
0.9677 |
0.9707 |
0.9825 |
|
|
| 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 |
1.0150 |
|
2.618 |
1.0051 |
|
1.618 |
0.9990 |
|
1.000 |
0.9952 |
|
0.618 |
0.9929 |
|
HIGH |
0.9891 |
|
0.618 |
0.9868 |
|
0.500 |
0.9861 |
|
0.382 |
0.9853 |
|
LOW |
0.9830 |
|
0.618 |
0.9792 |
|
1.000 |
0.9769 |
|
1.618 |
0.9731 |
|
2.618 |
0.9670 |
|
4.250 |
0.9571 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9861 |
0.9857 |
| PP |
0.9860 |
0.9855 |
| S1 |
0.9860 |
0.9853 |
|