CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9944 |
1.0015 |
0.0071 |
0.7% |
1.0145 |
| High |
1.0032 |
1.0062 |
0.0030 |
0.3% |
1.0148 |
| Low |
0.9935 |
1.0000 |
0.0065 |
0.7% |
0.9921 |
| Close |
1.0000 |
1.0057 |
0.0057 |
0.6% |
1.0000 |
| Range |
0.0097 |
0.0062 |
-0.0035 |
-36.1% |
0.0227 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
29,750 |
23,437 |
-6,313 |
-21.2% |
162,858 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0203 |
1.0091 |
|
| R3 |
1.0164 |
1.0141 |
1.0074 |
|
| R2 |
1.0102 |
1.0102 |
1.0068 |
|
| R1 |
1.0079 |
1.0079 |
1.0063 |
1.0091 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0045 |
| S1 |
1.0017 |
1.0017 |
1.0051 |
1.0029 |
| S2 |
0.9978 |
0.9978 |
1.0046 |
|
| S3 |
0.9916 |
0.9955 |
1.0040 |
|
| S4 |
0.9854 |
0.9893 |
1.0023 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0579 |
1.0125 |
|
| R3 |
1.0477 |
1.0352 |
1.0062 |
|
| R2 |
1.0250 |
1.0250 |
1.0042 |
|
| R1 |
1.0125 |
1.0125 |
1.0021 |
1.0074 |
| PP |
1.0023 |
1.0023 |
1.0023 |
0.9998 |
| S1 |
0.9898 |
0.9898 |
0.9979 |
0.9847 |
| S2 |
0.9796 |
0.9796 |
0.9958 |
|
| S3 |
0.9569 |
0.9671 |
0.9938 |
|
| S4 |
0.9342 |
0.9444 |
0.9875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0062 |
0.9921 |
0.0141 |
1.4% |
0.0073 |
0.7% |
96% |
True |
False |
30,290 |
| 10 |
1.0169 |
0.9921 |
0.0248 |
2.5% |
0.0074 |
0.7% |
55% |
False |
False |
29,079 |
| 20 |
1.0169 |
0.9921 |
0.0248 |
2.5% |
0.0065 |
0.6% |
55% |
False |
False |
26,043 |
| 40 |
1.0242 |
0.9921 |
0.0321 |
3.2% |
0.0060 |
0.6% |
42% |
False |
False |
22,381 |
| 60 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0061 |
0.6% |
47% |
False |
False |
18,308 |
| 80 |
1.0242 |
0.9892 |
0.0350 |
3.5% |
0.0062 |
0.6% |
47% |
False |
False |
13,737 |
| 100 |
1.0242 |
0.9778 |
0.0464 |
4.6% |
0.0065 |
0.6% |
60% |
False |
False |
10,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0326 |
|
2.618 |
1.0224 |
|
1.618 |
1.0162 |
|
1.000 |
1.0124 |
|
0.618 |
1.0100 |
|
HIGH |
1.0062 |
|
0.618 |
1.0038 |
|
0.500 |
1.0031 |
|
0.382 |
1.0024 |
|
LOW |
1.0000 |
|
0.618 |
0.9962 |
|
1.000 |
0.9938 |
|
1.618 |
0.9900 |
|
2.618 |
0.9838 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0035 |
| PP |
1.0040 |
1.0013 |
| S1 |
1.0031 |
0.9992 |
|