CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0124 |
1.0153 |
0.0029 |
0.3% |
1.0089 |
| High |
1.0220 |
1.0169 |
-0.0051 |
-0.5% |
1.0125 |
| Low |
1.0119 |
1.0133 |
0.0014 |
0.1% |
1.0058 |
| Close |
1.0198 |
1.0163 |
-0.0035 |
-0.3% |
1.0096 |
| Range |
0.0101 |
0.0036 |
-0.0065 |
-64.4% |
0.0067 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
40 |
12 |
-28 |
-70.0% |
21 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0263 |
1.0249 |
1.0183 |
|
| R3 |
1.0227 |
1.0213 |
1.0173 |
|
| R2 |
1.0191 |
1.0191 |
1.0170 |
|
| R1 |
1.0177 |
1.0177 |
1.0166 |
1.0184 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0159 |
| S1 |
1.0141 |
1.0141 |
1.0160 |
1.0148 |
| S2 |
1.0119 |
1.0119 |
1.0156 |
|
| S3 |
1.0083 |
1.0105 |
1.0153 |
|
| S4 |
1.0047 |
1.0069 |
1.0143 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0262 |
1.0133 |
|
| R3 |
1.0227 |
1.0195 |
1.0114 |
|
| R2 |
1.0160 |
1.0160 |
1.0108 |
|
| R1 |
1.0128 |
1.0128 |
1.0102 |
1.0144 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0101 |
| S1 |
1.0061 |
1.0061 |
1.0090 |
1.0077 |
| S2 |
1.0026 |
1.0026 |
1.0084 |
|
| S3 |
0.9959 |
0.9994 |
1.0078 |
|
| S4 |
0.9892 |
0.9927 |
1.0059 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0322 |
|
2.618 |
1.0263 |
|
1.618 |
1.0227 |
|
1.000 |
1.0205 |
|
0.618 |
1.0191 |
|
HIGH |
1.0169 |
|
0.618 |
1.0155 |
|
0.500 |
1.0151 |
|
0.382 |
1.0147 |
|
LOW |
1.0133 |
|
0.618 |
1.0111 |
|
1.000 |
1.0097 |
|
1.618 |
1.0075 |
|
2.618 |
1.0039 |
|
4.250 |
0.9980 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0152 |
| PP |
1.0155 |
1.0141 |
| S1 |
1.0151 |
1.0130 |
|