CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0283 |
0.0023 |
0.2% |
1.0015 |
| High |
1.0290 |
1.0322 |
0.0032 |
0.3% |
1.0299 |
| Low |
1.0241 |
1.0281 |
0.0040 |
0.4% |
1.0000 |
| Close |
1.0267 |
1.0290 |
0.0023 |
0.2% |
1.0290 |
| Range |
0.0049 |
0.0041 |
-0.0008 |
-16.3% |
0.0299 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
25,694 |
16,128 |
-9,566 |
-37.2% |
177,872 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0396 |
1.0313 |
|
| R3 |
1.0380 |
1.0355 |
1.0301 |
|
| R2 |
1.0339 |
1.0339 |
1.0298 |
|
| R1 |
1.0314 |
1.0314 |
1.0294 |
1.0327 |
| PP |
1.0298 |
1.0298 |
1.0298 |
1.0304 |
| S1 |
1.0273 |
1.0273 |
1.0286 |
1.0286 |
| S2 |
1.0257 |
1.0257 |
1.0282 |
|
| S3 |
1.0216 |
1.0232 |
1.0279 |
|
| S4 |
1.0175 |
1.0191 |
1.0267 |
|
|
| 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 |
1.0335 |
1.0216 |
0.0119 |
1.2% |
0.0063 |
0.6% |
62% |
False |
False |
24,780 |
| 10 |
1.0335 |
0.9935 |
0.0400 |
3.9% |
0.0075 |
0.7% |
89% |
False |
False |
30,335 |
| 20 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0072 |
0.7% |
89% |
False |
False |
29,291 |
| 40 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0062 |
0.6% |
89% |
False |
False |
24,683 |
| 60 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0062 |
0.6% |
90% |
False |
False |
22,444 |
| 80 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0063 |
0.6% |
90% |
False |
False |
16,863 |
| 100 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0066 |
0.6% |
92% |
False |
False |
13,493 |
| 120 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0063 |
0.6% |
92% |
False |
False |
11,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0496 |
|
2.618 |
1.0429 |
|
1.618 |
1.0388 |
|
1.000 |
1.0363 |
|
0.618 |
1.0347 |
|
HIGH |
1.0322 |
|
0.618 |
1.0306 |
|
0.500 |
1.0302 |
|
0.382 |
1.0297 |
|
LOW |
1.0281 |
|
0.618 |
1.0256 |
|
1.000 |
1.0240 |
|
1.618 |
1.0215 |
|
2.618 |
1.0174 |
|
4.250 |
1.0107 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0302 |
1.0287 |
| PP |
1.0298 |
1.0285 |
| S1 |
1.0294 |
1.0282 |
|