CME Swiss Franc Future September 2017
Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
1.0337 |
1.0333 |
-0.0004 |
0.0% |
1.0352 |
High |
1.0350 |
1.0413 |
0.0063 |
0.6% |
1.0394 |
Low |
1.0269 |
1.0317 |
0.0048 |
0.5% |
1.0303 |
Close |
1.0335 |
1.0410 |
0.0075 |
0.7% |
1.0335 |
Range |
0.0081 |
0.0096 |
0.0015 |
18.5% |
0.0091 |
ATR |
0.0066 |
0.0068 |
0.0002 |
3.2% |
0.0000 |
Volume |
167 |
1,793 |
1,626 |
973.7% |
436 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0668 |
1.0635 |
1.0463 |
|
R3 |
1.0572 |
1.0539 |
1.0436 |
|
R2 |
1.0476 |
1.0476 |
1.0428 |
|
R1 |
1.0443 |
1.0443 |
1.0419 |
1.0460 |
PP |
1.0380 |
1.0380 |
1.0380 |
1.0388 |
S1 |
1.0347 |
1.0347 |
1.0401 |
1.0364 |
S2 |
1.0284 |
1.0284 |
1.0392 |
|
S3 |
1.0188 |
1.0251 |
1.0384 |
|
S4 |
1.0092 |
1.0155 |
1.0357 |
|
|
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 |
1.0413 |
1.0269 |
0.0144 |
1.4% |
0.0065 |
0.6% |
98% |
True |
False |
447 |
10 |
1.0413 |
1.0225 |
0.0188 |
1.8% |
0.0069 |
0.7% |
98% |
True |
False |
278 |
20 |
1.0413 |
0.9977 |
0.0436 |
4.2% |
0.0071 |
0.7% |
99% |
True |
False |
147 |
40 |
1.0413 |
0.9977 |
0.0436 |
4.2% |
0.0059 |
0.6% |
99% |
True |
False |
80 |
60 |
1.0413 |
0.9962 |
0.0451 |
4.3% |
0.0055 |
0.5% |
99% |
True |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0821 |
2.618 |
1.0664 |
1.618 |
1.0568 |
1.000 |
1.0509 |
0.618 |
1.0472 |
HIGH |
1.0413 |
0.618 |
1.0376 |
0.500 |
1.0365 |
0.382 |
1.0354 |
LOW |
1.0317 |
0.618 |
1.0258 |
1.000 |
1.0221 |
1.618 |
1.0162 |
2.618 |
1.0066 |
4.250 |
0.9909 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0395 |
1.0387 |
PP |
1.0380 |
1.0364 |
S1 |
1.0365 |
1.0341 |
|