CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0342 |
-0.0010 |
-0.1% |
1.0070 |
| High |
1.0394 |
1.0382 |
-0.0012 |
-0.1% |
1.0358 |
| Low |
1.0318 |
1.0320 |
0.0002 |
0.0% |
1.0061 |
| Close |
1.0350 |
1.0328 |
-0.0022 |
-0.2% |
1.0350 |
| Range |
0.0076 |
0.0062 |
-0.0014 |
-18.4% |
0.0297 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
102 |
59 |
-43 |
-42.2% |
463 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0529 |
1.0491 |
1.0362 |
|
| R3 |
1.0467 |
1.0429 |
1.0345 |
|
| R2 |
1.0405 |
1.0405 |
1.0339 |
|
| R1 |
1.0367 |
1.0367 |
1.0334 |
1.0355 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0338 |
| S1 |
1.0305 |
1.0305 |
1.0322 |
1.0293 |
| S2 |
1.0281 |
1.0281 |
1.0317 |
|
| S3 |
1.0219 |
1.0243 |
1.0311 |
|
| S4 |
1.0157 |
1.0181 |
1.0294 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1046 |
1.0513 |
|
| R3 |
1.0850 |
1.0749 |
1.0432 |
|
| R2 |
1.0553 |
1.0553 |
1.0404 |
|
| R1 |
1.0452 |
1.0452 |
1.0377 |
1.0503 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0282 |
| S1 |
1.0155 |
1.0155 |
1.0323 |
1.0206 |
| S2 |
0.9959 |
0.9959 |
1.0296 |
|
| S3 |
0.9662 |
0.9858 |
1.0268 |
|
| S4 |
0.9365 |
0.9561 |
1.0187 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0646 |
|
2.618 |
1.0544 |
|
1.618 |
1.0482 |
|
1.000 |
1.0444 |
|
0.618 |
1.0420 |
|
HIGH |
1.0382 |
|
0.618 |
1.0358 |
|
0.500 |
1.0351 |
|
0.382 |
1.0344 |
|
LOW |
1.0320 |
|
0.618 |
1.0282 |
|
1.000 |
1.0258 |
|
1.618 |
1.0220 |
|
2.618 |
1.0158 |
|
4.250 |
1.0057 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0351 |
1.0336 |
| PP |
1.0343 |
1.0333 |
| S1 |
1.0336 |
1.0331 |
|