CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0297 |
1.0291 |
-0.0006 |
-0.1% |
1.0015 |
| High |
1.0335 |
1.0323 |
-0.0012 |
-0.1% |
1.0299 |
| Low |
1.0257 |
1.0259 |
0.0002 |
0.0% |
1.0000 |
| Close |
1.0290 |
1.0268 |
-0.0022 |
-0.2% |
1.0290 |
| Range |
0.0078 |
0.0064 |
-0.0014 |
-17.9% |
0.0299 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
26,250 |
27,661 |
1,411 |
5.4% |
177,872 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0475 |
1.0436 |
1.0303 |
|
| R3 |
1.0411 |
1.0372 |
1.0286 |
|
| R2 |
1.0347 |
1.0347 |
1.0280 |
|
| R1 |
1.0308 |
1.0308 |
1.0274 |
1.0296 |
| PP |
1.0283 |
1.0283 |
1.0283 |
1.0277 |
| S1 |
1.0244 |
1.0244 |
1.0262 |
1.0232 |
| S2 |
1.0219 |
1.0219 |
1.0256 |
|
| S3 |
1.0155 |
1.0180 |
1.0250 |
|
| S4 |
1.0091 |
1.0116 |
1.0233 |
|
|
| 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 |
1.0163 |
0.0172 |
1.7% |
0.0076 |
0.7% |
61% |
False |
False |
34,964 |
| 10 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0075 |
0.7% |
84% |
False |
False |
32,540 |
| 20 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0072 |
0.7% |
84% |
False |
False |
29,608 |
| 40 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0064 |
0.6% |
84% |
False |
False |
24,745 |
| 60 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0063 |
0.6% |
85% |
False |
False |
21,772 |
| 80 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0064 |
0.6% |
85% |
False |
False |
16,341 |
| 100 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0067 |
0.7% |
88% |
False |
False |
13,075 |
| 120 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0062 |
0.6% |
88% |
False |
False |
10,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0595 |
|
2.618 |
1.0491 |
|
1.618 |
1.0427 |
|
1.000 |
1.0387 |
|
0.618 |
1.0363 |
|
HIGH |
1.0323 |
|
0.618 |
1.0299 |
|
0.500 |
1.0291 |
|
0.382 |
1.0283 |
|
LOW |
1.0259 |
|
0.618 |
1.0219 |
|
1.000 |
1.0195 |
|
1.618 |
1.0155 |
|
2.618 |
1.0091 |
|
4.250 |
0.9987 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0291 |
1.0276 |
| PP |
1.0283 |
1.0273 |
| S1 |
1.0276 |
1.0271 |
|