CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0359 |
1.0352 |
-0.0007 |
-0.1% |
1.0352 |
| High |
1.0382 |
1.0386 |
0.0004 |
0.0% |
1.0394 |
| Low |
1.0346 |
1.0320 |
-0.0026 |
-0.3% |
1.0303 |
| Close |
1.0350 |
1.0335 |
-0.0015 |
-0.1% |
1.0335 |
| Range |
0.0036 |
0.0066 |
0.0030 |
83.3% |
0.0091 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.1% |
0.0000 |
| Volume |
184 |
57 |
-127 |
-69.0% |
436 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0506 |
1.0371 |
|
| R3 |
1.0479 |
1.0440 |
1.0353 |
|
| R2 |
1.0413 |
1.0413 |
1.0347 |
|
| R1 |
1.0374 |
1.0374 |
1.0341 |
1.0361 |
| PP |
1.0347 |
1.0347 |
1.0347 |
1.0340 |
| S1 |
1.0308 |
1.0308 |
1.0329 |
1.0295 |
| S2 |
1.0281 |
1.0281 |
1.0323 |
|
| S3 |
1.0215 |
1.0242 |
1.0317 |
|
| S4 |
1.0149 |
1.0176 |
1.0299 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0567 |
1.0385 |
|
| R3 |
1.0526 |
1.0476 |
1.0360 |
|
| R2 |
1.0435 |
1.0435 |
1.0352 |
|
| R1 |
1.0385 |
1.0385 |
1.0343 |
1.0365 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0334 |
| S1 |
1.0294 |
1.0294 |
1.0327 |
1.0274 |
| S2 |
1.0253 |
1.0253 |
1.0318 |
|
| S3 |
1.0162 |
1.0203 |
1.0310 |
|
| S4 |
1.0071 |
1.0112 |
1.0285 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0667 |
|
2.618 |
1.0559 |
|
1.618 |
1.0493 |
|
1.000 |
1.0452 |
|
0.618 |
1.0427 |
|
HIGH |
1.0386 |
|
0.618 |
1.0361 |
|
0.500 |
1.0353 |
|
0.382 |
1.0345 |
|
LOW |
1.0320 |
|
0.618 |
1.0279 |
|
1.000 |
1.0254 |
|
1.618 |
1.0213 |
|
2.618 |
1.0147 |
|
4.250 |
1.0040 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0353 |
1.0345 |
| PP |
1.0347 |
1.0341 |
| S1 |
1.0341 |
1.0338 |
|