CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0087 |
1.0080 |
-0.0007 |
-0.1% |
1.0120 |
| High |
1.0138 |
1.0102 |
-0.0036 |
-0.4% |
1.0138 |
| Low |
1.0071 |
1.0063 |
-0.0008 |
-0.1% |
1.0053 |
| Close |
1.0088 |
1.0072 |
-0.0016 |
-0.2% |
1.0088 |
| Range |
0.0067 |
0.0039 |
-0.0028 |
-41.8% |
0.0085 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
34,816 |
10,058 |
-24,758 |
-71.1% |
134,098 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0173 |
1.0093 |
|
| R3 |
1.0157 |
1.0134 |
1.0083 |
|
| R2 |
1.0118 |
1.0118 |
1.0079 |
|
| R1 |
1.0095 |
1.0095 |
1.0076 |
1.0087 |
| PP |
1.0079 |
1.0079 |
1.0079 |
1.0075 |
| S1 |
1.0056 |
1.0056 |
1.0068 |
1.0048 |
| S2 |
1.0040 |
1.0040 |
1.0065 |
|
| S3 |
1.0001 |
1.0017 |
1.0061 |
|
| S4 |
0.9962 |
0.9978 |
1.0051 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0303 |
1.0135 |
|
| R3 |
1.0263 |
1.0218 |
1.0111 |
|
| R2 |
1.0178 |
1.0178 |
1.0104 |
|
| R1 |
1.0133 |
1.0133 |
1.0096 |
1.0113 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0083 |
| S1 |
1.0048 |
1.0048 |
1.0080 |
1.0028 |
| S2 |
1.0008 |
1.0008 |
1.0072 |
|
| S3 |
0.9923 |
0.9963 |
1.0065 |
|
| S4 |
0.9838 |
0.9878 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0138 |
1.0061 |
0.0077 |
0.8% |
0.0051 |
0.5% |
14% |
False |
False |
22,876 |
| 10 |
1.0138 |
0.9988 |
0.0150 |
1.5% |
0.0055 |
0.5% |
56% |
False |
False |
23,008 |
| 20 |
1.0138 |
0.9934 |
0.0204 |
2.0% |
0.0051 |
0.5% |
68% |
False |
False |
20,080 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0057 |
0.6% |
51% |
False |
False |
20,100 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0060 |
0.6% |
51% |
False |
False |
13,468 |
| 80 |
1.0242 |
0.9854 |
0.0388 |
3.9% |
0.0063 |
0.6% |
56% |
False |
False |
10,104 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0061 |
0.6% |
63% |
False |
False |
8,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0268 |
|
2.618 |
1.0204 |
|
1.618 |
1.0165 |
|
1.000 |
1.0141 |
|
0.618 |
1.0126 |
|
HIGH |
1.0102 |
|
0.618 |
1.0087 |
|
0.500 |
1.0083 |
|
0.382 |
1.0078 |
|
LOW |
1.0063 |
|
0.618 |
1.0039 |
|
1.000 |
1.0024 |
|
1.618 |
1.0000 |
|
2.618 |
0.9961 |
|
4.250 |
0.9897 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0083 |
1.0101 |
| PP |
1.0079 |
1.0091 |
| S1 |
1.0076 |
1.0082 |
|