CME Swiss Franc Future June 2017
Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
1.0271 |
1.0268 |
-0.0003 |
0.0% |
1.0297 |
High |
1.0288 |
1.0353 |
0.0065 |
0.6% |
1.0335 |
Low |
1.0208 |
1.0256 |
0.0048 |
0.5% |
1.0241 |
Close |
1.0275 |
1.0349 |
0.0074 |
0.7% |
1.0275 |
Range |
0.0080 |
0.0097 |
0.0017 |
21.3% |
0.0094 |
ATR |
0.0070 |
0.0072 |
0.0002 |
2.8% |
0.0000 |
Volume |
37,596 |
32,028 |
-5,568 |
-14.8% |
117,109 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0610 |
1.0577 |
1.0402 |
|
R3 |
1.0513 |
1.0480 |
1.0376 |
|
R2 |
1.0416 |
1.0416 |
1.0367 |
|
R1 |
1.0383 |
1.0383 |
1.0358 |
1.0400 |
PP |
1.0319 |
1.0319 |
1.0319 |
1.0328 |
S1 |
1.0286 |
1.0286 |
1.0340 |
1.0303 |
S2 |
1.0222 |
1.0222 |
1.0331 |
|
S3 |
1.0125 |
1.0189 |
1.0322 |
|
S4 |
1.0028 |
1.0092 |
1.0296 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0566 |
1.0514 |
1.0327 |
|
R3 |
1.0472 |
1.0420 |
1.0301 |
|
R2 |
1.0378 |
1.0378 |
1.0292 |
|
R1 |
1.0326 |
1.0326 |
1.0284 |
1.0305 |
PP |
1.0284 |
1.0284 |
1.0284 |
1.0273 |
S1 |
1.0232 |
1.0232 |
1.0266 |
1.0211 |
S2 |
1.0190 |
1.0190 |
1.0258 |
|
S3 |
1.0096 |
1.0138 |
1.0249 |
|
S4 |
1.0002 |
1.0044 |
1.0223 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0353 |
1.0208 |
0.0145 |
1.4% |
0.0067 |
0.6% |
97% |
True |
False |
26,564 |
10 |
1.0353 |
1.0163 |
0.0190 |
1.8% |
0.0072 |
0.7% |
98% |
True |
False |
30,764 |
20 |
1.0353 |
0.9921 |
0.0432 |
4.2% |
0.0076 |
0.7% |
99% |
True |
False |
30,386 |
40 |
1.0353 |
0.9921 |
0.0432 |
4.2% |
0.0064 |
0.6% |
99% |
True |
False |
25,399 |
60 |
1.0353 |
0.9892 |
0.0461 |
4.5% |
0.0063 |
0.6% |
99% |
True |
False |
23,839 |
80 |
1.0353 |
0.9892 |
0.0461 |
4.5% |
0.0064 |
0.6% |
99% |
True |
False |
18,000 |
100 |
1.0353 |
0.9854 |
0.0499 |
4.8% |
0.0066 |
0.6% |
99% |
True |
False |
14,402 |
120 |
1.0353 |
0.9778 |
0.0575 |
5.6% |
0.0064 |
0.6% |
99% |
True |
False |
12,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0765 |
2.618 |
1.0607 |
1.618 |
1.0510 |
1.000 |
1.0450 |
0.618 |
1.0413 |
HIGH |
1.0353 |
0.618 |
1.0316 |
0.500 |
1.0305 |
0.382 |
1.0293 |
LOW |
1.0256 |
0.618 |
1.0196 |
1.000 |
1.0159 |
1.618 |
1.0099 |
2.618 |
1.0002 |
4.250 |
0.9844 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0334 |
1.0326 |
PP |
1.0319 |
1.0303 |
S1 |
1.0305 |
1.0281 |
|