CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0242 |
1.0220 |
-0.0022 |
-0.2% |
1.0015 |
| High |
1.0265 |
1.0299 |
0.0034 |
0.3% |
1.0299 |
| Low |
1.0196 |
1.0216 |
0.0020 |
0.2% |
1.0000 |
| Close |
1.0223 |
1.0290 |
0.0067 |
0.7% |
1.0290 |
| Range |
0.0069 |
0.0083 |
0.0014 |
20.3% |
0.0299 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.2% |
0.0000 |
| Volume |
48,407 |
28,168 |
-20,239 |
-41.8% |
177,872 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0487 |
1.0336 |
|
| R3 |
1.0434 |
1.0404 |
1.0313 |
|
| R2 |
1.0351 |
1.0351 |
1.0305 |
|
| R1 |
1.0321 |
1.0321 |
1.0298 |
1.0336 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0276 |
| S1 |
1.0238 |
1.0238 |
1.0282 |
1.0253 |
| S2 |
1.0185 |
1.0185 |
1.0275 |
|
| S3 |
1.0102 |
1.0155 |
1.0267 |
|
| S4 |
1.0019 |
1.0072 |
1.0244 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.0991 |
1.0454 |
|
| R3 |
1.0794 |
1.0692 |
1.0372 |
|
| R2 |
1.0495 |
1.0495 |
1.0345 |
|
| R1 |
1.0393 |
1.0393 |
1.0317 |
1.0444 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0222 |
| S1 |
1.0094 |
1.0094 |
1.0263 |
1.0145 |
| S2 |
0.9897 |
0.9897 |
1.0235 |
|
| S3 |
0.9598 |
0.9795 |
1.0208 |
|
| S4 |
0.9299 |
0.9496 |
1.0126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0299 |
1.0000 |
0.0299 |
2.9% |
0.0084 |
0.8% |
97% |
True |
False |
35,574 |
| 10 |
1.0299 |
0.9921 |
0.0378 |
3.7% |
0.0084 |
0.8% |
98% |
True |
False |
34,073 |
| 20 |
1.0299 |
0.9921 |
0.0378 |
3.7% |
0.0072 |
0.7% |
98% |
True |
False |
29,469 |
| 40 |
1.0299 |
0.9921 |
0.0378 |
3.7% |
0.0064 |
0.6% |
98% |
True |
False |
24,382 |
| 60 |
1.0299 |
0.9892 |
0.0407 |
4.0% |
0.0063 |
0.6% |
98% |
True |
False |
20,876 |
| 80 |
1.0299 |
0.9892 |
0.0407 |
4.0% |
0.0064 |
0.6% |
98% |
True |
False |
15,668 |
| 100 |
1.0299 |
0.9778 |
0.0521 |
5.1% |
0.0066 |
0.6% |
98% |
True |
False |
12,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0652 |
|
2.618 |
1.0516 |
|
1.618 |
1.0433 |
|
1.000 |
1.0382 |
|
0.618 |
1.0350 |
|
HIGH |
1.0299 |
|
0.618 |
1.0267 |
|
0.500 |
1.0258 |
|
0.382 |
1.0248 |
|
LOW |
1.0216 |
|
0.618 |
1.0165 |
|
1.000 |
1.0133 |
|
1.618 |
1.0082 |
|
2.618 |
0.9999 |
|
4.250 |
0.9863 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0279 |
1.0270 |
| PP |
1.0268 |
1.0251 |
| S1 |
1.0258 |
1.0231 |
|