CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0337 |
-0.0015 |
-0.1% |
1.0352 |
| High |
1.0386 |
1.0350 |
-0.0036 |
-0.3% |
1.0394 |
| Low |
1.0320 |
1.0269 |
-0.0051 |
-0.5% |
1.0303 |
| Close |
1.0335 |
1.0335 |
0.0000 |
0.0% |
1.0335 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.7% |
0.0091 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.7% |
0.0000 |
| Volume |
57 |
167 |
110 |
193.0% |
436 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0529 |
1.0380 |
|
| R3 |
1.0480 |
1.0448 |
1.0357 |
|
| R2 |
1.0399 |
1.0399 |
1.0350 |
|
| R1 |
1.0367 |
1.0367 |
1.0342 |
1.0343 |
| PP |
1.0318 |
1.0318 |
1.0318 |
1.0306 |
| S1 |
1.0286 |
1.0286 |
1.0328 |
1.0262 |
| S2 |
1.0237 |
1.0237 |
1.0320 |
|
| S3 |
1.0156 |
1.0205 |
1.0313 |
|
| S4 |
1.0075 |
1.0124 |
1.0290 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0386 |
1.0269 |
0.0117 |
1.1% |
0.0058 |
0.6% |
56% |
False |
True |
100 |
| 10 |
1.0394 |
1.0119 |
0.0275 |
2.7% |
0.0071 |
0.7% |
79% |
False |
False |
104 |
| 20 |
1.0394 |
0.9977 |
0.0417 |
4.0% |
0.0068 |
0.7% |
86% |
False |
False |
58 |
| 40 |
1.0394 |
0.9977 |
0.0417 |
4.0% |
0.0057 |
0.6% |
86% |
False |
False |
35 |
| 60 |
1.0394 |
0.9962 |
0.0432 |
4.2% |
0.0054 |
0.5% |
86% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0694 |
|
2.618 |
1.0562 |
|
1.618 |
1.0481 |
|
1.000 |
1.0431 |
|
0.618 |
1.0400 |
|
HIGH |
1.0350 |
|
0.618 |
1.0319 |
|
0.500 |
1.0310 |
|
0.382 |
1.0300 |
|
LOW |
1.0269 |
|
0.618 |
1.0219 |
|
1.000 |
1.0188 |
|
1.618 |
1.0138 |
|
2.618 |
1.0057 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0327 |
1.0333 |
| PP |
1.0318 |
1.0330 |
| S1 |
1.0310 |
1.0328 |
|