CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0069 |
-0.0011 |
-0.1% |
1.0120 |
| High |
1.0102 |
1.0118 |
0.0016 |
0.2% |
1.0138 |
| Low |
1.0063 |
1.0063 |
0.0000 |
0.0% |
1.0053 |
| Close |
1.0072 |
1.0105 |
0.0033 |
0.3% |
1.0088 |
| Range |
0.0039 |
0.0055 |
0.0016 |
41.0% |
0.0085 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
10,058 |
24,230 |
14,172 |
140.9% |
134,098 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0260 |
1.0238 |
1.0135 |
|
| R3 |
1.0205 |
1.0183 |
1.0120 |
|
| R2 |
1.0150 |
1.0150 |
1.0115 |
|
| R1 |
1.0128 |
1.0128 |
1.0110 |
1.0139 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0101 |
| S1 |
1.0073 |
1.0073 |
1.0100 |
1.0084 |
| S2 |
1.0040 |
1.0040 |
1.0095 |
|
| S3 |
0.9985 |
1.0018 |
1.0090 |
|
| S4 |
0.9930 |
0.9963 |
1.0075 |
|
|
| 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% |
57% |
False |
False |
23,452 |
| 10 |
1.0138 |
1.0034 |
0.0104 |
1.0% |
0.0052 |
0.5% |
68% |
False |
False |
22,752 |
| 20 |
1.0138 |
0.9934 |
0.0204 |
2.0% |
0.0053 |
0.5% |
84% |
False |
False |
20,412 |
| 40 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0057 |
0.6% |
61% |
False |
False |
20,565 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0060 |
0.6% |
61% |
False |
False |
13,872 |
| 80 |
1.0242 |
0.9854 |
0.0388 |
3.8% |
0.0063 |
0.6% |
65% |
False |
False |
10,406 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0062 |
0.6% |
70% |
False |
False |
8,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0352 |
|
2.618 |
1.0262 |
|
1.618 |
1.0207 |
|
1.000 |
1.0173 |
|
0.618 |
1.0152 |
|
HIGH |
1.0118 |
|
0.618 |
1.0097 |
|
0.500 |
1.0091 |
|
0.382 |
1.0084 |
|
LOW |
1.0063 |
|
0.618 |
1.0029 |
|
1.000 |
1.0008 |
|
1.618 |
0.9974 |
|
2.618 |
0.9919 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0100 |
1.0104 |
| PP |
1.0095 |
1.0102 |
| S1 |
1.0091 |
1.0101 |
|