CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
0.9999 |
-0.0001 |
0.0% |
1.0152 |
| High |
1.0020 |
1.0088 |
0.0068 |
0.7% |
1.0154 |
| Low |
0.9977 |
0.9995 |
0.0018 |
0.2% |
0.9977 |
| Close |
1.0007 |
1.0059 |
0.0052 |
0.5% |
1.0059 |
| Range |
0.0043 |
0.0093 |
0.0050 |
116.3% |
0.0177 |
| ATR |
0.0058 |
0.0061 |
0.0002 |
4.3% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
49 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0286 |
1.0110 |
|
| R3 |
1.0233 |
1.0193 |
1.0085 |
|
| R2 |
1.0140 |
1.0140 |
1.0076 |
|
| R1 |
1.0100 |
1.0100 |
1.0068 |
1.0120 |
| PP |
1.0047 |
1.0047 |
1.0047 |
1.0058 |
| S1 |
1.0007 |
1.0007 |
1.0050 |
1.0027 |
| S2 |
0.9954 |
0.9954 |
1.0042 |
|
| S3 |
0.9861 |
0.9914 |
1.0033 |
|
| S4 |
0.9768 |
0.9821 |
1.0008 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0594 |
1.0504 |
1.0156 |
|
| R3 |
1.0417 |
1.0327 |
1.0108 |
|
| R2 |
1.0240 |
1.0240 |
1.0091 |
|
| R1 |
1.0150 |
1.0150 |
1.0075 |
1.0107 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0042 |
| S1 |
0.9973 |
0.9973 |
1.0043 |
0.9930 |
| S2 |
0.9886 |
0.9886 |
1.0027 |
|
| S3 |
0.9709 |
0.9796 |
1.0010 |
|
| S4 |
0.9532 |
0.9619 |
0.9962 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0483 |
|
2.618 |
1.0331 |
|
1.618 |
1.0238 |
|
1.000 |
1.0181 |
|
0.618 |
1.0145 |
|
HIGH |
1.0088 |
|
0.618 |
1.0052 |
|
0.500 |
1.0042 |
|
0.382 |
1.0031 |
|
LOW |
0.9995 |
|
0.618 |
0.9938 |
|
1.000 |
0.9902 |
|
1.618 |
0.9845 |
|
2.618 |
0.9752 |
|
4.250 |
0.9600 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0053 |
1.0050 |
| PP |
1.0047 |
1.0041 |
| S1 |
1.0042 |
1.0033 |
|