CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0297 |
0.0077 |
0.8% |
1.0015 |
| High |
1.0299 |
1.0335 |
0.0036 |
0.3% |
1.0299 |
| Low |
1.0216 |
1.0257 |
0.0041 |
0.4% |
1.0000 |
| Close |
1.0290 |
1.0290 |
0.0000 |
0.0% |
1.0290 |
| Range |
0.0083 |
0.0078 |
-0.0005 |
-6.0% |
0.0299 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.6% |
0.0000 |
| Volume |
28,168 |
26,250 |
-1,918 |
-6.8% |
177,872 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0528 |
1.0487 |
1.0333 |
|
| R3 |
1.0450 |
1.0409 |
1.0311 |
|
| R2 |
1.0372 |
1.0372 |
1.0304 |
|
| R1 |
1.0331 |
1.0331 |
1.0297 |
1.0313 |
| PP |
1.0294 |
1.0294 |
1.0294 |
1.0285 |
| S1 |
1.0253 |
1.0253 |
1.0283 |
1.0235 |
| S2 |
1.0216 |
1.0216 |
1.0276 |
|
| S3 |
1.0138 |
1.0175 |
1.0269 |
|
| S4 |
1.0060 |
1.0097 |
1.0247 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.0991 |
1.0454 |
|
| R3 |
1.0794 |
1.0692 |
1.0372 |
|
| R2 |
1.0495 |
1.0495 |
1.0345 |
|
| R1 |
1.0393 |
1.0393 |
1.0317 |
1.0444 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0222 |
| S1 |
1.0094 |
1.0094 |
1.0263 |
1.0145 |
| S2 |
0.9897 |
0.9897 |
1.0235 |
|
| S3 |
0.9598 |
0.9795 |
1.0208 |
|
| S4 |
0.9299 |
0.9496 |
1.0126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0335 |
1.0054 |
0.0281 |
2.7% |
0.0087 |
0.8% |
84% |
True |
False |
36,137 |
| 10 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0080 |
0.8% |
89% |
True |
False |
33,213 |
| 20 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0072 |
0.7% |
89% |
True |
False |
29,292 |
| 40 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0064 |
0.6% |
89% |
True |
False |
24,671 |
| 60 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0063 |
0.6% |
90% |
True |
False |
21,312 |
| 80 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0064 |
0.6% |
90% |
True |
False |
15,996 |
| 100 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0067 |
0.7% |
92% |
True |
False |
12,799 |
| 120 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0062 |
0.6% |
92% |
True |
False |
10,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0667 |
|
2.618 |
1.0539 |
|
1.618 |
1.0461 |
|
1.000 |
1.0413 |
|
0.618 |
1.0383 |
|
HIGH |
1.0335 |
|
0.618 |
1.0305 |
|
0.500 |
1.0296 |
|
0.382 |
1.0287 |
|
LOW |
1.0257 |
|
0.618 |
1.0209 |
|
1.000 |
1.0179 |
|
1.618 |
1.0131 |
|
2.618 |
1.0053 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0296 |
1.0282 |
| PP |
1.0294 |
1.0274 |
| S1 |
1.0292 |
1.0266 |
|