CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0236 |
1.0301 |
0.0065 |
0.6% |
1.0152 |
| High |
1.0308 |
1.0323 |
0.0015 |
0.1% |
1.0154 |
| Low |
1.0225 |
1.0257 |
0.0032 |
0.3% |
0.9977 |
| Close |
1.0293 |
1.0283 |
-0.0010 |
-0.1% |
1.0059 |
| Range |
0.0083 |
0.0066 |
-0.0017 |
-20.5% |
0.0177 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0000 |
| Volume |
167 |
101 |
-66 |
-39.5% |
49 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0450 |
1.0319 |
|
| R3 |
1.0420 |
1.0384 |
1.0301 |
|
| R2 |
1.0354 |
1.0354 |
1.0295 |
|
| R1 |
1.0318 |
1.0318 |
1.0289 |
1.0303 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0280 |
| S1 |
1.0252 |
1.0252 |
1.0277 |
1.0237 |
| S2 |
1.0222 |
1.0222 |
1.0271 |
|
| S3 |
1.0156 |
1.0186 |
1.0265 |
|
| S4 |
1.0090 |
1.0120 |
1.0247 |
|
|
| 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 |
1.0604 |
|
2.618 |
1.0496 |
|
1.618 |
1.0430 |
|
1.000 |
1.0389 |
|
0.618 |
1.0364 |
|
HIGH |
1.0323 |
|
0.618 |
1.0298 |
|
0.500 |
1.0290 |
|
0.382 |
1.0282 |
|
LOW |
1.0257 |
|
0.618 |
1.0216 |
|
1.000 |
1.0191 |
|
1.618 |
1.0150 |
|
2.618 |
1.0084 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0290 |
1.0262 |
| PP |
1.0288 |
1.0242 |
| S1 |
1.0285 |
1.0221 |
|