CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0103 |
1.0014 |
-0.0089 |
-0.9% |
1.0132 |
| High |
1.0103 |
1.0030 |
-0.0073 |
-0.7% |
1.0227 |
| Low |
0.9993 |
0.9987 |
-0.0006 |
-0.1% |
1.0125 |
| Close |
0.9995 |
0.9989 |
-0.0006 |
-0.1% |
1.0212 |
| Range |
0.0110 |
0.0043 |
-0.0067 |
-60.9% |
0.0102 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
12 |
18 |
6 |
50.0% |
51 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0103 |
1.0013 |
|
| R3 |
1.0088 |
1.0060 |
1.0001 |
|
| R2 |
1.0045 |
1.0045 |
0.9997 |
|
| R1 |
1.0017 |
1.0017 |
0.9993 |
1.0010 |
| PP |
1.0002 |
1.0002 |
1.0002 |
0.9998 |
| S1 |
0.9974 |
0.9974 |
0.9985 |
0.9967 |
| S2 |
0.9959 |
0.9959 |
0.9981 |
|
| S3 |
0.9916 |
0.9931 |
0.9977 |
|
| S4 |
0.9873 |
0.9888 |
0.9965 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0455 |
1.0268 |
|
| R3 |
1.0392 |
1.0353 |
1.0240 |
|
| R2 |
1.0290 |
1.0290 |
1.0231 |
|
| R1 |
1.0251 |
1.0251 |
1.0221 |
1.0271 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0198 |
| S1 |
1.0149 |
1.0149 |
1.0203 |
1.0169 |
| S2 |
1.0086 |
1.0086 |
1.0193 |
|
| S3 |
0.9984 |
1.0047 |
1.0184 |
|
| S4 |
0.9882 |
0.9945 |
1.0156 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0143 |
|
1.618 |
1.0100 |
|
1.000 |
1.0073 |
|
0.618 |
1.0057 |
|
HIGH |
1.0030 |
|
0.618 |
1.0014 |
|
0.500 |
1.0009 |
|
0.382 |
1.0003 |
|
LOW |
0.9987 |
|
0.618 |
0.9960 |
|
1.000 |
0.9944 |
|
1.618 |
0.9917 |
|
2.618 |
0.9874 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0009 |
1.0071 |
| PP |
1.0002 |
1.0043 |
| S1 |
0.9996 |
1.0016 |
|