CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9961 |
0.9994 |
0.0033 |
0.3% |
0.9892 |
| High |
1.0007 |
0.9999 |
-0.0008 |
-0.1% |
1.0007 |
| Low |
0.9958 |
0.9915 |
-0.0043 |
-0.4% |
0.9778 |
| Close |
0.9991 |
0.9919 |
-0.0072 |
-0.7% |
0.9919 |
| Range |
0.0049 |
0.0084 |
0.0035 |
71.4% |
0.0229 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.7% |
0.0000 |
| Volume |
4 |
39 |
35 |
875.0% |
95 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0142 |
0.9965 |
|
| R3 |
1.0112 |
1.0058 |
0.9942 |
|
| R2 |
1.0028 |
1.0028 |
0.9934 |
|
| R1 |
0.9974 |
0.9974 |
0.9927 |
0.9959 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9937 |
| S1 |
0.9890 |
0.9890 |
0.9911 |
0.9875 |
| S2 |
0.9860 |
0.9860 |
0.9904 |
|
| S3 |
0.9776 |
0.9806 |
0.9896 |
|
| S4 |
0.9692 |
0.9722 |
0.9873 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0588 |
1.0483 |
1.0045 |
|
| R3 |
1.0359 |
1.0254 |
0.9982 |
|
| R2 |
1.0130 |
1.0130 |
0.9961 |
|
| R1 |
1.0025 |
1.0025 |
0.9940 |
1.0078 |
| PP |
0.9901 |
0.9901 |
0.9901 |
0.9928 |
| S1 |
0.9796 |
0.9796 |
0.9898 |
0.9849 |
| S2 |
0.9672 |
0.9672 |
0.9877 |
|
| S3 |
0.9443 |
0.9567 |
0.9856 |
|
| S4 |
0.9214 |
0.9338 |
0.9793 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0219 |
|
1.618 |
1.0135 |
|
1.000 |
1.0083 |
|
0.618 |
1.0051 |
|
HIGH |
0.9999 |
|
0.618 |
0.9967 |
|
0.500 |
0.9957 |
|
0.382 |
0.9947 |
|
LOW |
0.9915 |
|
0.618 |
0.9863 |
|
1.000 |
0.9831 |
|
1.618 |
0.9779 |
|
2.618 |
0.9695 |
|
4.250 |
0.9558 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9957 |
0.9917 |
| PP |
0.9944 |
0.9915 |
| S1 |
0.9932 |
0.9913 |
|