CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9947 |
0.9934 |
-0.0013 |
-0.1% |
1.0080 |
| High |
0.9974 |
0.9965 |
-0.0009 |
-0.1% |
1.0169 |
| Low |
0.9927 |
0.9921 |
-0.0006 |
-0.1% |
1.0063 |
| Close |
0.9931 |
0.9948 |
0.0017 |
0.2% |
1.0152 |
| Range |
0.0047 |
0.0044 |
-0.0003 |
-6.4% |
0.0106 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
33,633 |
30,234 |
-3,399 |
-10.1% |
114,557 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0077 |
1.0056 |
0.9972 |
|
| R3 |
1.0033 |
1.0012 |
0.9960 |
|
| R2 |
0.9989 |
0.9989 |
0.9956 |
|
| R1 |
0.9968 |
0.9968 |
0.9952 |
0.9979 |
| PP |
0.9945 |
0.9945 |
0.9945 |
0.9950 |
| S1 |
0.9924 |
0.9924 |
0.9944 |
0.9935 |
| S2 |
0.9901 |
0.9901 |
0.9940 |
|
| S3 |
0.9857 |
0.9880 |
0.9936 |
|
| S4 |
0.9813 |
0.9836 |
0.9924 |
|
|
| 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 |
0.9921 |
0.0248 |
2.5% |
0.0074 |
0.7% |
11% |
False |
True |
31,744 |
| 10 |
1.0169 |
0.9921 |
0.0248 |
2.5% |
0.0069 |
0.7% |
11% |
False |
True |
28,248 |
| 20 |
1.0169 |
0.9921 |
0.0248 |
2.5% |
0.0062 |
0.6% |
11% |
False |
True |
24,647 |
| 40 |
1.0242 |
0.9921 |
0.0321 |
3.2% |
0.0059 |
0.6% |
8% |
False |
True |
22,141 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
16% |
False |
False |
17,424 |
| 80 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
16% |
False |
False |
13,073 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.7% |
0.0064 |
0.6% |
37% |
False |
False |
10,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0152 |
|
2.618 |
1.0080 |
|
1.618 |
1.0036 |
|
1.000 |
1.0009 |
|
0.618 |
0.9992 |
|
HIGH |
0.9965 |
|
0.618 |
0.9948 |
|
0.500 |
0.9943 |
|
0.382 |
0.9938 |
|
LOW |
0.9921 |
|
0.618 |
0.9894 |
|
1.000 |
0.9877 |
|
1.618 |
0.9850 |
|
2.618 |
0.9806 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9946 |
0.9984 |
| PP |
0.9945 |
0.9972 |
| S1 |
0.9943 |
0.9960 |
|