CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0069 |
1.0112 |
0.0043 |
0.4% |
1.0120 |
| High |
1.0118 |
1.0139 |
0.0021 |
0.2% |
1.0138 |
| Low |
1.0063 |
1.0077 |
0.0014 |
0.1% |
1.0053 |
| Close |
1.0105 |
1.0097 |
-0.0008 |
-0.1% |
1.0088 |
| Range |
0.0055 |
0.0062 |
0.0007 |
12.7% |
0.0085 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.7% |
0.0000 |
| Volume |
24,230 |
23,330 |
-900 |
-3.7% |
134,098 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0290 |
1.0256 |
1.0131 |
|
| R3 |
1.0228 |
1.0194 |
1.0114 |
|
| R2 |
1.0166 |
1.0166 |
1.0108 |
|
| R1 |
1.0132 |
1.0132 |
1.0103 |
1.0118 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0098 |
| S1 |
1.0070 |
1.0070 |
1.0091 |
1.0056 |
| S2 |
1.0042 |
1.0042 |
1.0086 |
|
| S3 |
0.9980 |
1.0008 |
1.0080 |
|
| S4 |
0.9918 |
0.9946 |
1.0063 |
|
|
| 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 |
1.0139 |
1.0063 |
0.0076 |
0.8% |
0.0053 |
0.5% |
45% |
True |
False |
23,155 |
| 10 |
1.0139 |
1.0034 |
0.0105 |
1.0% |
0.0054 |
0.5% |
60% |
True |
False |
23,153 |
| 20 |
1.0139 |
0.9934 |
0.0205 |
2.0% |
0.0055 |
0.5% |
80% |
True |
False |
20,890 |
| 40 |
1.0242 |
0.9900 |
0.0342 |
3.4% |
0.0057 |
0.6% |
58% |
False |
False |
21,000 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0060 |
0.6% |
59% |
False |
False |
14,260 |
| 80 |
1.0242 |
0.9854 |
0.0388 |
3.8% |
0.0063 |
0.6% |
63% |
False |
False |
10,698 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0062 |
0.6% |
69% |
False |
False |
8,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0403 |
|
2.618 |
1.0301 |
|
1.618 |
1.0239 |
|
1.000 |
1.0201 |
|
0.618 |
1.0177 |
|
HIGH |
1.0139 |
|
0.618 |
1.0115 |
|
0.500 |
1.0108 |
|
0.382 |
1.0101 |
|
LOW |
1.0077 |
|
0.618 |
1.0039 |
|
1.000 |
1.0015 |
|
1.618 |
0.9977 |
|
2.618 |
0.9915 |
|
4.250 |
0.9814 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0101 |
| PP |
1.0104 |
1.0100 |
| S1 |
1.0101 |
1.0098 |
|