CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0166 |
1.0145 |
-0.0021 |
-0.2% |
1.0080 |
| High |
1.0169 |
1.0148 |
-0.0021 |
-0.2% |
1.0169 |
| Low |
1.0122 |
1.0031 |
-0.0091 |
-0.9% |
1.0063 |
| Close |
1.0152 |
1.0043 |
-0.0109 |
-1.1% |
1.0152 |
| Range |
0.0047 |
0.0117 |
0.0070 |
148.9% |
0.0106 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
7.6% |
0.0000 |
| Volume |
25,614 |
34,845 |
9,231 |
36.0% |
114,557 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0425 |
1.0351 |
1.0107 |
|
| R3 |
1.0308 |
1.0234 |
1.0075 |
|
| R2 |
1.0191 |
1.0191 |
1.0064 |
|
| R1 |
1.0117 |
1.0117 |
1.0054 |
1.0096 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0063 |
| S1 |
1.0000 |
1.0000 |
1.0032 |
0.9979 |
| S2 |
0.9957 |
0.9957 |
1.0022 |
|
| S3 |
0.9840 |
0.9883 |
1.0011 |
|
| S4 |
0.9723 |
0.9766 |
0.9979 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0446 |
1.0405 |
1.0210 |
|
| R3 |
1.0340 |
1.0299 |
1.0181 |
|
| R2 |
1.0234 |
1.0234 |
1.0171 |
|
| R1 |
1.0193 |
1.0193 |
1.0162 |
1.0214 |
| PP |
1.0128 |
1.0128 |
1.0128 |
1.0138 |
| S1 |
1.0087 |
1.0087 |
1.0142 |
1.0108 |
| S2 |
1.0022 |
1.0022 |
1.0133 |
|
| S3 |
0.9916 |
0.9981 |
1.0123 |
|
| S4 |
0.9810 |
0.9875 |
1.0094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0169 |
1.0031 |
0.0138 |
1.4% |
0.0076 |
0.8% |
9% |
False |
True |
27,868 |
| 10 |
1.0169 |
1.0031 |
0.0138 |
1.4% |
0.0063 |
0.6% |
9% |
False |
True |
25,372 |
| 20 |
1.0169 |
0.9934 |
0.0235 |
2.3% |
0.0059 |
0.6% |
46% |
False |
False |
22,418 |
| 40 |
1.0242 |
0.9934 |
0.0308 |
3.1% |
0.0059 |
0.6% |
35% |
False |
False |
21,365 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0060 |
0.6% |
43% |
False |
False |
15,789 |
| 80 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0063 |
0.6% |
43% |
False |
False |
11,845 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0063 |
0.6% |
57% |
False |
False |
9,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0454 |
|
1.618 |
1.0337 |
|
1.000 |
1.0265 |
|
0.618 |
1.0220 |
|
HIGH |
1.0148 |
|
0.618 |
1.0103 |
|
0.500 |
1.0090 |
|
0.382 |
1.0076 |
|
LOW |
1.0031 |
|
0.618 |
0.9959 |
|
1.000 |
0.9914 |
|
1.618 |
0.9842 |
|
2.618 |
0.9725 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0100 |
| PP |
1.0074 |
1.0081 |
| S1 |
1.0059 |
1.0062 |
|