CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0112 |
1.0083 |
-0.0029 |
-0.3% |
1.0120 |
| High |
1.0139 |
1.0165 |
0.0026 |
0.3% |
1.0138 |
| Low |
1.0077 |
1.0068 |
-0.0009 |
-0.1% |
1.0053 |
| Close |
1.0097 |
1.0154 |
0.0057 |
0.6% |
1.0088 |
| Range |
0.0062 |
0.0097 |
0.0035 |
56.5% |
0.0085 |
| ATR |
0.0057 |
0.0059 |
0.0003 |
5.1% |
0.0000 |
| Volume |
23,330 |
31,325 |
7,995 |
34.3% |
134,098 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0384 |
1.0207 |
|
| R3 |
1.0323 |
1.0287 |
1.0181 |
|
| R2 |
1.0226 |
1.0226 |
1.0172 |
|
| R1 |
1.0190 |
1.0190 |
1.0163 |
1.0208 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0138 |
| S1 |
1.0093 |
1.0093 |
1.0145 |
1.0111 |
| S2 |
1.0032 |
1.0032 |
1.0136 |
|
| S3 |
0.9935 |
0.9996 |
1.0127 |
|
| S4 |
0.9838 |
0.9899 |
1.0101 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0303 |
1.0135 |
|
| R3 |
1.0263 |
1.0218 |
1.0111 |
|
| R2 |
1.0178 |
1.0178 |
1.0104 |
|
| R1 |
1.0133 |
1.0133 |
1.0096 |
1.0113 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0083 |
| S1 |
1.0048 |
1.0048 |
1.0080 |
1.0028 |
| S2 |
1.0008 |
1.0008 |
1.0072 |
|
| S3 |
0.9923 |
0.9963 |
1.0065 |
|
| S4 |
0.9838 |
0.9878 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0165 |
1.0063 |
0.0102 |
1.0% |
0.0064 |
0.6% |
89% |
True |
False |
24,751 |
| 10 |
1.0165 |
1.0034 |
0.0131 |
1.3% |
0.0059 |
0.6% |
92% |
True |
False |
24,313 |
| 20 |
1.0165 |
0.9934 |
0.0231 |
2.3% |
0.0056 |
0.6% |
95% |
True |
False |
21,331 |
| 40 |
1.0242 |
0.9900 |
0.0342 |
3.4% |
0.0059 |
0.6% |
74% |
False |
False |
21,228 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.4% |
0.0060 |
0.6% |
75% |
False |
False |
14,782 |
| 80 |
1.0242 |
0.9854 |
0.0388 |
3.8% |
0.0063 |
0.6% |
77% |
False |
False |
11,089 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0062 |
0.6% |
81% |
False |
False |
8,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0577 |
|
2.618 |
1.0419 |
|
1.618 |
1.0322 |
|
1.000 |
1.0262 |
|
0.618 |
1.0225 |
|
HIGH |
1.0165 |
|
0.618 |
1.0128 |
|
0.500 |
1.0117 |
|
0.382 |
1.0105 |
|
LOW |
1.0068 |
|
0.618 |
1.0008 |
|
1.000 |
0.9971 |
|
1.618 |
0.9911 |
|
2.618 |
0.9814 |
|
4.250 |
0.9656 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0142 |
1.0141 |
| PP |
1.0129 |
1.0127 |
| S1 |
1.0117 |
1.0114 |
|