CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0242 |
0.0078 |
0.8% |
1.0145 |
| High |
1.0250 |
1.0265 |
0.0015 |
0.1% |
1.0148 |
| Low |
1.0163 |
1.0196 |
0.0033 |
0.3% |
0.9921 |
| Close |
1.0233 |
1.0223 |
-0.0010 |
-0.1% |
1.0000 |
| Range |
0.0087 |
0.0069 |
-0.0018 |
-20.7% |
0.0227 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
44,337 |
48,407 |
4,070 |
9.2% |
162,858 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0398 |
1.0261 |
|
| R3 |
1.0366 |
1.0329 |
1.0242 |
|
| R2 |
1.0297 |
1.0297 |
1.0236 |
|
| R1 |
1.0260 |
1.0260 |
1.0229 |
1.0244 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0220 |
| S1 |
1.0191 |
1.0191 |
1.0217 |
1.0175 |
| S2 |
1.0159 |
1.0159 |
1.0210 |
|
| S3 |
1.0090 |
1.0122 |
1.0204 |
|
| S4 |
1.0021 |
1.0053 |
1.0185 |
|
|
| 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 |
1.0265 |
0.9935 |
0.0330 |
3.2% |
0.0087 |
0.9% |
87% |
True |
False |
35,890 |
| 10 |
1.0265 |
0.9921 |
0.0344 |
3.4% |
0.0080 |
0.8% |
88% |
True |
False |
33,817 |
| 20 |
1.0265 |
0.9921 |
0.0344 |
3.4% |
0.0070 |
0.7% |
88% |
True |
False |
29,065 |
| 40 |
1.0265 |
0.9921 |
0.0344 |
3.4% |
0.0063 |
0.6% |
88% |
True |
False |
24,048 |
| 60 |
1.0265 |
0.9892 |
0.0373 |
3.6% |
0.0062 |
0.6% |
89% |
True |
False |
20,409 |
| 80 |
1.0265 |
0.9892 |
0.0373 |
3.6% |
0.0064 |
0.6% |
89% |
True |
False |
15,316 |
| 100 |
1.0265 |
0.9778 |
0.0487 |
4.8% |
0.0066 |
0.6% |
91% |
True |
False |
12,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0558 |
|
2.618 |
1.0446 |
|
1.618 |
1.0377 |
|
1.000 |
1.0334 |
|
0.618 |
1.0308 |
|
HIGH |
1.0265 |
|
0.618 |
1.0239 |
|
0.500 |
1.0231 |
|
0.382 |
1.0222 |
|
LOW |
1.0196 |
|
0.618 |
1.0153 |
|
1.000 |
1.0127 |
|
1.618 |
1.0084 |
|
2.618 |
1.0015 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0202 |
| PP |
1.0228 |
1.0181 |
| S1 |
1.0226 |
1.0160 |
|