CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0059 |
1.0164 |
0.0105 |
1.0% |
1.0145 |
| High |
1.0174 |
1.0250 |
0.0076 |
0.7% |
1.0148 |
| Low |
1.0054 |
1.0163 |
0.0109 |
1.1% |
0.9921 |
| Close |
1.0172 |
1.0233 |
0.0061 |
0.6% |
1.0000 |
| Range |
0.0120 |
0.0087 |
-0.0033 |
-27.5% |
0.0227 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.8% |
0.0000 |
| Volume |
33,523 |
44,337 |
10,814 |
32.3% |
162,858 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0476 |
1.0442 |
1.0281 |
|
| R3 |
1.0389 |
1.0355 |
1.0257 |
|
| R2 |
1.0302 |
1.0302 |
1.0249 |
|
| R1 |
1.0268 |
1.0268 |
1.0241 |
1.0285 |
| PP |
1.0215 |
1.0215 |
1.0215 |
1.0224 |
| S1 |
1.0181 |
1.0181 |
1.0225 |
1.0198 |
| S2 |
1.0128 |
1.0128 |
1.0217 |
|
| S3 |
1.0041 |
1.0094 |
1.0209 |
|
| S4 |
0.9954 |
1.0007 |
1.0185 |
|
|
| 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 |
1.0250 |
0.9921 |
0.0329 |
3.2% |
0.0082 |
0.8% |
95% |
True |
False |
32,256 |
| 10 |
1.0250 |
0.9921 |
0.0329 |
3.2% |
0.0083 |
0.8% |
95% |
True |
False |
32,109 |
| 20 |
1.0250 |
0.9921 |
0.0329 |
3.2% |
0.0069 |
0.7% |
95% |
True |
False |
27,631 |
| 40 |
1.0250 |
0.9921 |
0.0329 |
3.2% |
0.0063 |
0.6% |
95% |
True |
False |
23,458 |
| 60 |
1.0250 |
0.9892 |
0.0358 |
3.5% |
0.0062 |
0.6% |
95% |
True |
False |
19,603 |
| 80 |
1.0250 |
0.9892 |
0.0358 |
3.5% |
0.0063 |
0.6% |
95% |
True |
False |
14,711 |
| 100 |
1.0250 |
0.9778 |
0.0472 |
4.6% |
0.0066 |
0.6% |
96% |
True |
False |
11,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0478 |
|
1.618 |
1.0391 |
|
1.000 |
1.0337 |
|
0.618 |
1.0304 |
|
HIGH |
1.0250 |
|
0.618 |
1.0217 |
|
0.500 |
1.0207 |
|
0.382 |
1.0196 |
|
LOW |
1.0163 |
|
0.618 |
1.0109 |
|
1.000 |
1.0076 |
|
1.618 |
1.0022 |
|
2.618 |
0.9935 |
|
4.250 |
0.9793 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0197 |
| PP |
1.0215 |
1.0161 |
| S1 |
1.0207 |
1.0125 |
|