CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9934 |
0.9944 |
0.0010 |
0.1% |
1.0145 |
| High |
0.9965 |
1.0032 |
0.0067 |
0.7% |
1.0148 |
| Low |
0.9921 |
0.9935 |
0.0014 |
0.1% |
0.9921 |
| Close |
0.9948 |
1.0000 |
0.0052 |
0.5% |
1.0000 |
| Range |
0.0044 |
0.0097 |
0.0053 |
120.4% |
0.0227 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.7% |
0.0000 |
| Volume |
30,234 |
29,750 |
-484 |
-1.6% |
162,858 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0237 |
1.0053 |
|
| R3 |
1.0183 |
1.0140 |
1.0027 |
|
| R2 |
1.0086 |
1.0086 |
1.0018 |
|
| R1 |
1.0043 |
1.0043 |
1.0009 |
1.0064 |
| PP |
0.9989 |
0.9989 |
0.9989 |
1.0000 |
| S1 |
0.9946 |
0.9946 |
0.9991 |
0.9968 |
| S2 |
0.9892 |
0.9892 |
0.9982 |
|
| S3 |
0.9795 |
0.9849 |
0.9973 |
|
| S4 |
0.9698 |
0.9752 |
0.9947 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0579 |
1.0125 |
|
| R3 |
1.0477 |
1.0352 |
1.0062 |
|
| R2 |
1.0250 |
1.0250 |
1.0042 |
|
| R1 |
1.0125 |
1.0125 |
1.0021 |
1.0074 |
| PP |
1.0023 |
1.0023 |
1.0023 |
0.9998 |
| S1 |
0.9898 |
0.9898 |
0.9979 |
0.9847 |
| S2 |
0.9796 |
0.9796 |
0.9958 |
|
| S3 |
0.9569 |
0.9671 |
0.9938 |
|
| S4 |
0.9342 |
0.9444 |
0.9875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0148 |
0.9921 |
0.0227 |
2.3% |
0.0084 |
0.8% |
35% |
False |
False |
32,571 |
| 10 |
1.0169 |
0.9921 |
0.0248 |
2.5% |
0.0072 |
0.7% |
32% |
False |
False |
27,741 |
| 20 |
1.0169 |
0.9921 |
0.0248 |
2.5% |
0.0064 |
0.6% |
32% |
False |
False |
25,324 |
| 40 |
1.0242 |
0.9921 |
0.0321 |
3.2% |
0.0060 |
0.6% |
25% |
False |
False |
22,232 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
31% |
False |
False |
17,919 |
| 80 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
31% |
False |
False |
13,444 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0065 |
0.6% |
48% |
False |
False |
10,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0444 |
|
2.618 |
1.0286 |
|
1.618 |
1.0189 |
|
1.000 |
1.0129 |
|
0.618 |
1.0092 |
|
HIGH |
1.0032 |
|
0.618 |
0.9995 |
|
0.500 |
0.9984 |
|
0.382 |
0.9972 |
|
LOW |
0.9935 |
|
0.618 |
0.9875 |
|
1.000 |
0.9838 |
|
1.618 |
0.9778 |
|
2.618 |
0.9681 |
|
4.250 |
0.9523 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9995 |
0.9992 |
| PP |
0.9989 |
0.9984 |
| S1 |
0.9984 |
0.9977 |
|