CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0145 |
1.0035 |
-0.0110 |
-1.1% |
1.0080 |
| High |
1.0148 |
1.0046 |
-0.0102 |
-1.0% |
1.0169 |
| Low |
1.0031 |
0.9932 |
-0.0099 |
-1.0% |
1.0063 |
| Close |
1.0043 |
0.9936 |
-0.0107 |
-1.1% |
1.0152 |
| Range |
0.0117 |
0.0114 |
-0.0003 |
-2.6% |
0.0106 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
5.8% |
0.0000 |
| Volume |
34,845 |
34,396 |
-449 |
-1.3% |
114,557 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0239 |
0.9999 |
|
| R3 |
1.0199 |
1.0125 |
0.9967 |
|
| R2 |
1.0085 |
1.0085 |
0.9957 |
|
| R1 |
1.0011 |
1.0011 |
0.9946 |
0.9991 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9962 |
| S1 |
0.9897 |
0.9897 |
0.9926 |
0.9877 |
| S2 |
0.9857 |
0.9857 |
0.9915 |
|
| S3 |
0.9743 |
0.9783 |
0.9905 |
|
| S4 |
0.9629 |
0.9669 |
0.9873 |
|
|
| 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 |
0.9932 |
0.0237 |
2.4% |
0.0087 |
0.9% |
2% |
False |
True |
29,902 |
| 10 |
1.0169 |
0.9932 |
0.0237 |
2.4% |
0.0069 |
0.7% |
2% |
False |
True |
26,677 |
| 20 |
1.0169 |
0.9932 |
0.0237 |
2.4% |
0.0063 |
0.6% |
2% |
False |
True |
23,350 |
| 40 |
1.0242 |
0.9932 |
0.0310 |
3.1% |
0.0061 |
0.6% |
1% |
False |
True |
21,667 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
13% |
False |
False |
16,361 |
| 80 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0063 |
0.6% |
13% |
False |
False |
12,274 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.7% |
0.0064 |
0.6% |
34% |
False |
False |
9,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0530 |
|
2.618 |
1.0344 |
|
1.618 |
1.0230 |
|
1.000 |
1.0160 |
|
0.618 |
1.0116 |
|
HIGH |
1.0046 |
|
0.618 |
1.0002 |
|
0.500 |
0.9989 |
|
0.382 |
0.9976 |
|
LOW |
0.9932 |
|
0.618 |
0.9862 |
|
1.000 |
0.9818 |
|
1.618 |
0.9748 |
|
2.618 |
0.9634 |
|
4.250 |
0.9448 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9989 |
1.0051 |
| PP |
0.9971 |
1.0012 |
| S1 |
0.9954 |
0.9974 |
|