CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0015 |
1.0059 |
0.0044 |
0.4% |
1.0145 |
| High |
1.0062 |
1.0174 |
0.0112 |
1.1% |
1.0148 |
| Low |
1.0000 |
1.0054 |
0.0054 |
0.5% |
0.9921 |
| Close |
1.0057 |
1.0172 |
0.0115 |
1.1% |
1.0000 |
| Range |
0.0062 |
0.0120 |
0.0058 |
93.5% |
0.0227 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
5.9% |
0.0000 |
| Volume |
23,437 |
33,523 |
10,086 |
43.0% |
162,858 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0453 |
1.0238 |
|
| R3 |
1.0373 |
1.0333 |
1.0205 |
|
| R2 |
1.0253 |
1.0253 |
1.0194 |
|
| R1 |
1.0213 |
1.0213 |
1.0183 |
1.0233 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0144 |
| S1 |
1.0093 |
1.0093 |
1.0161 |
1.0113 |
| S2 |
1.0013 |
1.0013 |
1.0150 |
|
| S3 |
0.9893 |
0.9973 |
1.0139 |
|
| S4 |
0.9773 |
0.9853 |
1.0106 |
|
|
| 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 |
1.0174 |
0.9921 |
0.0253 |
2.5% |
0.0074 |
0.7% |
99% |
True |
False |
30,115 |
| 10 |
1.0174 |
0.9921 |
0.0253 |
2.5% |
0.0081 |
0.8% |
99% |
True |
False |
30,008 |
| 20 |
1.0174 |
0.9921 |
0.0253 |
2.5% |
0.0066 |
0.6% |
99% |
True |
False |
26,380 |
| 40 |
1.0242 |
0.9921 |
0.0321 |
3.2% |
0.0062 |
0.6% |
78% |
False |
False |
22,884 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.4% |
0.0062 |
0.6% |
80% |
False |
False |
18,866 |
| 80 |
1.0242 |
0.9892 |
0.0350 |
3.4% |
0.0063 |
0.6% |
80% |
False |
False |
14,156 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0065 |
0.6% |
85% |
False |
False |
11,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0684 |
|
2.618 |
1.0488 |
|
1.618 |
1.0368 |
|
1.000 |
1.0294 |
|
0.618 |
1.0248 |
|
HIGH |
1.0174 |
|
0.618 |
1.0128 |
|
0.500 |
1.0114 |
|
0.382 |
1.0100 |
|
LOW |
1.0054 |
|
0.618 |
0.9980 |
|
1.000 |
0.9934 |
|
1.618 |
0.9860 |
|
2.618 |
0.9740 |
|
4.250 |
0.9544 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0133 |
| PP |
1.0133 |
1.0094 |
| S1 |
1.0114 |
1.0055 |
|