CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0291 |
0.0008 |
0.1% |
1.0297 |
| High |
1.0322 |
1.0326 |
0.0004 |
0.0% |
1.0335 |
| Low |
1.0281 |
1.0258 |
-0.0023 |
-0.2% |
1.0241 |
| Close |
1.0290 |
1.0275 |
-0.0015 |
-0.1% |
1.0275 |
| Range |
0.0041 |
0.0068 |
0.0027 |
65.9% |
0.0094 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
16,128 |
21,376 |
5,248 |
32.5% |
117,109 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0451 |
1.0312 |
|
| R3 |
1.0422 |
1.0383 |
1.0294 |
|
| R2 |
1.0354 |
1.0354 |
1.0287 |
|
| R1 |
1.0315 |
1.0315 |
1.0281 |
1.0301 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0279 |
| S1 |
1.0247 |
1.0247 |
1.0269 |
1.0233 |
| S2 |
1.0218 |
1.0218 |
1.0263 |
|
| S3 |
1.0150 |
1.0179 |
1.0256 |
|
| S4 |
1.0082 |
1.0111 |
1.0238 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0566 |
1.0514 |
1.0327 |
|
| R3 |
1.0472 |
1.0420 |
1.0301 |
|
| R2 |
1.0378 |
1.0378 |
1.0292 |
|
| R1 |
1.0326 |
1.0326 |
1.0284 |
1.0305 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0273 |
| S1 |
1.0232 |
1.0232 |
1.0266 |
1.0211 |
| S2 |
1.0190 |
1.0190 |
1.0258 |
|
| S3 |
1.0096 |
1.0138 |
1.0249 |
|
| S4 |
1.0002 |
1.0044 |
1.0223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0335 |
1.0241 |
0.0094 |
0.9% |
0.0060 |
0.6% |
36% |
False |
False |
23,421 |
| 10 |
1.0335 |
1.0000 |
0.0335 |
3.3% |
0.0072 |
0.7% |
82% |
False |
False |
29,498 |
| 20 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0072 |
0.7% |
86% |
False |
False |
28,619 |
| 40 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0062 |
0.6% |
86% |
False |
False |
24,642 |
| 60 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0062 |
0.6% |
86% |
False |
False |
22,788 |
| 80 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0063 |
0.6% |
86% |
False |
False |
17,130 |
| 100 |
1.0335 |
0.9819 |
0.0516 |
5.0% |
0.0065 |
0.6% |
88% |
False |
False |
13,706 |
| 120 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0063 |
0.6% |
89% |
False |
False |
11,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0615 |
|
2.618 |
1.0504 |
|
1.618 |
1.0436 |
|
1.000 |
1.0394 |
|
0.618 |
1.0368 |
|
HIGH |
1.0326 |
|
0.618 |
1.0300 |
|
0.500 |
1.0292 |
|
0.382 |
1.0284 |
|
LOW |
1.0258 |
|
0.618 |
1.0216 |
|
1.000 |
1.0190 |
|
1.618 |
1.0148 |
|
2.618 |
1.0080 |
|
4.250 |
0.9969 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0292 |
1.0284 |
| PP |
1.0286 |
1.0281 |
| S1 |
1.0281 |
1.0278 |
|