CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0014 |
1.0000 |
-0.0014 |
-0.1% |
1.0132 |
| High |
1.0030 |
1.0020 |
-0.0010 |
-0.1% |
1.0227 |
| Low |
0.9987 |
0.9977 |
-0.0010 |
-0.1% |
1.0125 |
| Close |
0.9989 |
1.0007 |
0.0018 |
0.2% |
1.0212 |
| Range |
0.0043 |
0.0043 |
0.0000 |
0.0% |
0.0102 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
18 |
4 |
-14 |
-77.8% |
51 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0130 |
1.0112 |
1.0031 |
|
| R3 |
1.0087 |
1.0069 |
1.0019 |
|
| R2 |
1.0044 |
1.0044 |
1.0015 |
|
| R1 |
1.0026 |
1.0026 |
1.0011 |
1.0035 |
| PP |
1.0001 |
1.0001 |
1.0001 |
1.0006 |
| S1 |
0.9983 |
0.9983 |
1.0003 |
0.9992 |
| S2 |
0.9958 |
0.9958 |
0.9999 |
|
| S3 |
0.9915 |
0.9940 |
0.9995 |
|
| S4 |
0.9872 |
0.9897 |
0.9983 |
|
|
| 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 |
1.0203 |
|
2.618 |
1.0133 |
|
1.618 |
1.0090 |
|
1.000 |
1.0063 |
|
0.618 |
1.0047 |
|
HIGH |
1.0020 |
|
0.618 |
1.0004 |
|
0.500 |
0.9999 |
|
0.382 |
0.9993 |
|
LOW |
0.9977 |
|
0.618 |
0.9950 |
|
1.000 |
0.9934 |
|
1.618 |
0.9907 |
|
2.618 |
0.9864 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0004 |
1.0040 |
| PP |
1.0001 |
1.0029 |
| S1 |
0.9999 |
1.0018 |
|