CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0025 |
1.0026 |
0.0001 |
0.0% |
1.0164 |
| High |
1.0032 |
1.0031 |
-0.0001 |
0.0% |
1.0242 |
| Low |
1.0007 |
0.9959 |
-0.0048 |
-0.5% |
1.0014 |
| Close |
1.0025 |
0.9995 |
-0.0030 |
-0.3% |
1.0040 |
| Range |
0.0025 |
0.0072 |
0.0047 |
188.0% |
0.0228 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.4% |
0.0000 |
| Volume |
13,762 |
22,507 |
8,745 |
63.5% |
113,780 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0175 |
1.0035 |
|
| R3 |
1.0139 |
1.0103 |
1.0015 |
|
| R2 |
1.0067 |
1.0067 |
1.0008 |
|
| R1 |
1.0031 |
1.0031 |
1.0002 |
1.0013 |
| PP |
0.9995 |
0.9995 |
0.9995 |
0.9986 |
| S1 |
0.9959 |
0.9959 |
0.9988 |
0.9941 |
| S2 |
0.9923 |
0.9923 |
0.9982 |
|
| S3 |
0.9851 |
0.9887 |
0.9975 |
|
| S4 |
0.9779 |
0.9815 |
0.9955 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0639 |
1.0165 |
|
| R3 |
1.0555 |
1.0411 |
1.0103 |
|
| R2 |
1.0327 |
1.0327 |
1.0082 |
|
| R1 |
1.0183 |
1.0183 |
1.0061 |
1.0141 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0078 |
| S1 |
0.9955 |
0.9955 |
1.0019 |
0.9913 |
| S2 |
0.9871 |
0.9871 |
0.9998 |
|
| S3 |
0.9643 |
0.9727 |
0.9977 |
|
| S4 |
0.9415 |
0.9499 |
0.9915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0097 |
0.9959 |
0.0138 |
1.4% |
0.0045 |
0.5% |
26% |
False |
True |
19,725 |
| 10 |
1.0242 |
0.9959 |
0.0283 |
2.8% |
0.0058 |
0.6% |
13% |
False |
True |
19,711 |
| 20 |
1.0242 |
0.9900 |
0.0342 |
3.4% |
0.0062 |
0.6% |
28% |
False |
False |
21,125 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
29% |
False |
False |
11,507 |
| 60 |
1.0242 |
0.9854 |
0.0388 |
3.9% |
0.0066 |
0.7% |
36% |
False |
False |
7,675 |
| 80 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0063 |
0.6% |
47% |
False |
False |
5,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0337 |
|
2.618 |
1.0219 |
|
1.618 |
1.0147 |
|
1.000 |
1.0103 |
|
0.618 |
1.0075 |
|
HIGH |
1.0031 |
|
0.618 |
1.0003 |
|
0.500 |
0.9995 |
|
0.382 |
0.9987 |
|
LOW |
0.9959 |
|
0.618 |
0.9915 |
|
1.000 |
0.9887 |
|
1.618 |
0.9843 |
|
2.618 |
0.9771 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9995 |
0.9998 |
| PP |
0.9995 |
0.9997 |
| S1 |
0.9995 |
0.9996 |
|