CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0342 |
1.0320 |
-0.0022 |
-0.2% |
1.0070 |
| High |
1.0382 |
1.0350 |
-0.0032 |
-0.3% |
1.0358 |
| Low |
1.0320 |
1.0303 |
-0.0017 |
-0.2% |
1.0061 |
| Close |
1.0328 |
1.0327 |
-0.0001 |
0.0% |
1.0350 |
| Range |
0.0062 |
0.0047 |
-0.0015 |
-24.2% |
0.0297 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
59 |
34 |
-25 |
-42.4% |
463 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0444 |
1.0353 |
|
| R3 |
1.0421 |
1.0397 |
1.0340 |
|
| R2 |
1.0374 |
1.0374 |
1.0336 |
|
| R1 |
1.0350 |
1.0350 |
1.0331 |
1.0362 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0333 |
| S1 |
1.0303 |
1.0303 |
1.0323 |
1.0315 |
| S2 |
1.0280 |
1.0280 |
1.0318 |
|
| S3 |
1.0233 |
1.0256 |
1.0314 |
|
| S4 |
1.0186 |
1.0209 |
1.0301 |
|
|
| 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 |
1.0550 |
|
2.618 |
1.0473 |
|
1.618 |
1.0426 |
|
1.000 |
1.0397 |
|
0.618 |
1.0379 |
|
HIGH |
1.0350 |
|
0.618 |
1.0332 |
|
0.500 |
1.0327 |
|
0.382 |
1.0321 |
|
LOW |
1.0303 |
|
0.618 |
1.0274 |
|
1.000 |
1.0256 |
|
1.618 |
1.0227 |
|
2.618 |
1.0180 |
|
4.250 |
1.0103 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0327 |
1.0349 |
| PP |
1.0327 |
1.0341 |
| S1 |
1.0327 |
1.0334 |
|