CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
0.9947 |
-0.0088 |
-0.9% |
1.0080 |
| High |
1.0046 |
0.9974 |
-0.0072 |
-0.7% |
1.0169 |
| Low |
0.9932 |
0.9927 |
-0.0005 |
-0.1% |
1.0063 |
| Close |
0.9936 |
0.9931 |
-0.0005 |
-0.1% |
1.0152 |
| Range |
0.0114 |
0.0047 |
-0.0067 |
-58.8% |
0.0106 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
34,396 |
33,633 |
-763 |
-2.2% |
114,557 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0085 |
1.0055 |
0.9957 |
|
| R3 |
1.0038 |
1.0008 |
0.9944 |
|
| R2 |
0.9991 |
0.9991 |
0.9940 |
|
| R1 |
0.9961 |
0.9961 |
0.9935 |
0.9953 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9940 |
| S1 |
0.9914 |
0.9914 |
0.9927 |
0.9906 |
| S2 |
0.9897 |
0.9897 |
0.9922 |
|
| S3 |
0.9850 |
0.9867 |
0.9918 |
|
| S4 |
0.9803 |
0.9820 |
0.9905 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0446 |
1.0405 |
1.0210 |
|
| R3 |
1.0340 |
1.0299 |
1.0181 |
|
| R2 |
1.0234 |
1.0234 |
1.0171 |
|
| R1 |
1.0193 |
1.0193 |
1.0162 |
1.0214 |
| PP |
1.0128 |
1.0128 |
1.0128 |
1.0138 |
| S1 |
1.0087 |
1.0087 |
1.0142 |
1.0108 |
| S2 |
1.0022 |
1.0022 |
1.0133 |
|
| S3 |
0.9916 |
0.9981 |
1.0123 |
|
| S4 |
0.9810 |
0.9875 |
1.0094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0169 |
0.9927 |
0.0242 |
2.4% |
0.0084 |
0.8% |
2% |
False |
True |
31,962 |
| 10 |
1.0169 |
0.9927 |
0.0242 |
2.4% |
0.0069 |
0.7% |
2% |
False |
True |
27,559 |
| 20 |
1.0169 |
0.9927 |
0.0242 |
2.4% |
0.0063 |
0.6% |
2% |
False |
True |
24,179 |
| 40 |
1.0242 |
0.9927 |
0.0315 |
3.2% |
0.0061 |
0.6% |
1% |
False |
True |
22,146 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
11% |
False |
False |
16,921 |
| 80 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0063 |
0.6% |
11% |
False |
False |
12,695 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.7% |
0.0064 |
0.6% |
33% |
False |
False |
10,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0174 |
|
2.618 |
1.0097 |
|
1.618 |
1.0050 |
|
1.000 |
1.0021 |
|
0.618 |
1.0003 |
|
HIGH |
0.9974 |
|
0.618 |
0.9956 |
|
0.500 |
0.9951 |
|
0.382 |
0.9945 |
|
LOW |
0.9927 |
|
0.618 |
0.9898 |
|
1.000 |
0.9880 |
|
1.618 |
0.9851 |
|
2.618 |
0.9804 |
|
4.250 |
0.9727 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9951 |
1.0038 |
| PP |
0.9944 |
1.0002 |
| S1 |
0.9938 |
0.9967 |
|