CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0147 |
1.0163 |
0.0016 |
0.2% |
1.0163 |
| High |
1.0196 |
1.0223 |
0.0027 |
0.3% |
1.0194 |
| Low |
1.0140 |
1.0130 |
-0.0010 |
-0.1% |
1.0115 |
| Close |
1.0157 |
1.0214 |
0.0057 |
0.6% |
1.0148 |
| Range |
0.0056 |
0.0093 |
0.0037 |
66.1% |
0.0079 |
| ATR |
0.0049 |
0.0053 |
0.0003 |
6.3% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
17 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0434 |
1.0265 |
|
| R3 |
1.0375 |
1.0341 |
1.0240 |
|
| R2 |
1.0282 |
1.0282 |
1.0231 |
|
| R1 |
1.0248 |
1.0248 |
1.0223 |
1.0265 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0198 |
| S1 |
1.0155 |
1.0155 |
1.0205 |
1.0172 |
| S2 |
1.0096 |
1.0096 |
1.0197 |
|
| S3 |
1.0003 |
1.0062 |
1.0188 |
|
| S4 |
0.9910 |
0.9969 |
1.0163 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0348 |
1.0191 |
|
| R3 |
1.0310 |
1.0269 |
1.0170 |
|
| R2 |
1.0231 |
1.0231 |
1.0162 |
|
| R1 |
1.0190 |
1.0190 |
1.0155 |
1.0171 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0143 |
| S1 |
1.0111 |
1.0111 |
1.0141 |
1.0092 |
| S2 |
1.0073 |
1.0073 |
1.0134 |
|
| S3 |
0.9994 |
1.0032 |
1.0126 |
|
| S4 |
0.9915 |
0.9953 |
1.0105 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0618 |
|
2.618 |
1.0466 |
|
1.618 |
1.0373 |
|
1.000 |
1.0316 |
|
0.618 |
1.0280 |
|
HIGH |
1.0223 |
|
0.618 |
1.0187 |
|
0.500 |
1.0177 |
|
0.382 |
1.0166 |
|
LOW |
1.0130 |
|
0.618 |
1.0073 |
|
1.000 |
1.0037 |
|
1.618 |
0.9980 |
|
2.618 |
0.9887 |
|
4.250 |
0.9735 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0201 |
| PP |
1.0189 |
1.0188 |
| S1 |
1.0177 |
1.0176 |
|