CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0291 |
1.0260 |
-0.0031 |
-0.3% |
1.0015 |
| High |
1.0323 |
1.0290 |
-0.0033 |
-0.3% |
1.0299 |
| Low |
1.0259 |
1.0241 |
-0.0018 |
-0.2% |
1.0000 |
| Close |
1.0268 |
1.0267 |
-0.0001 |
0.0% |
1.0290 |
| Range |
0.0064 |
0.0049 |
-0.0015 |
-23.4% |
0.0299 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
27,661 |
25,694 |
-1,967 |
-7.1% |
177,872 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0389 |
1.0294 |
|
| R3 |
1.0364 |
1.0340 |
1.0280 |
|
| R2 |
1.0315 |
1.0315 |
1.0276 |
|
| R1 |
1.0291 |
1.0291 |
1.0271 |
1.0303 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0272 |
| S1 |
1.0242 |
1.0242 |
1.0263 |
1.0254 |
| S2 |
1.0217 |
1.0217 |
1.0258 |
|
| S3 |
1.0168 |
1.0193 |
1.0254 |
|
| S4 |
1.0119 |
1.0144 |
1.0240 |
|
|
| 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 |
1.0196 |
0.0139 |
1.4% |
0.0069 |
0.7% |
51% |
False |
False |
31,236 |
| 10 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0075 |
0.7% |
84% |
False |
False |
31,746 |
| 20 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0072 |
0.7% |
84% |
False |
False |
29,652 |
| 40 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0062 |
0.6% |
84% |
False |
False |
24,820 |
| 60 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0063 |
0.6% |
85% |
False |
False |
22,186 |
| 80 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0064 |
0.6% |
85% |
False |
False |
16,662 |
| 100 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0067 |
0.7% |
88% |
False |
False |
13,332 |
| 120 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0063 |
0.6% |
88% |
False |
False |
11,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0418 |
|
1.618 |
1.0369 |
|
1.000 |
1.0339 |
|
0.618 |
1.0320 |
|
HIGH |
1.0290 |
|
0.618 |
1.0271 |
|
0.500 |
1.0266 |
|
0.382 |
1.0260 |
|
LOW |
1.0241 |
|
0.618 |
1.0211 |
|
1.000 |
1.0192 |
|
1.618 |
1.0162 |
|
2.618 |
1.0113 |
|
4.250 |
1.0033 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0267 |
1.0288 |
| PP |
1.0266 |
1.0281 |
| S1 |
1.0266 |
1.0274 |
|