CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0291 |
1.0271 |
-0.0020 |
-0.2% |
1.0297 |
| High |
1.0326 |
1.0288 |
-0.0038 |
-0.4% |
1.0335 |
| Low |
1.0258 |
1.0208 |
-0.0050 |
-0.5% |
1.0241 |
| Close |
1.0275 |
1.0275 |
0.0000 |
0.0% |
1.0275 |
| Range |
0.0068 |
0.0080 |
0.0012 |
17.6% |
0.0094 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.2% |
0.0000 |
| Volume |
21,376 |
37,596 |
16,220 |
75.9% |
117,109 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0466 |
1.0319 |
|
| R3 |
1.0417 |
1.0386 |
1.0297 |
|
| R2 |
1.0337 |
1.0337 |
1.0290 |
|
| R1 |
1.0306 |
1.0306 |
1.0282 |
1.0322 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0265 |
| S1 |
1.0226 |
1.0226 |
1.0268 |
1.0242 |
| S2 |
1.0177 |
1.0177 |
1.0260 |
|
| S3 |
1.0097 |
1.0146 |
1.0253 |
|
| S4 |
1.0017 |
1.0066 |
1.0231 |
|
|
| 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 |
1.0326 |
1.0208 |
0.0118 |
1.1% |
0.0060 |
0.6% |
57% |
False |
True |
25,691 |
| 10 |
1.0335 |
1.0054 |
0.0281 |
2.7% |
0.0074 |
0.7% |
79% |
False |
False |
30,914 |
| 20 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0074 |
0.7% |
86% |
False |
False |
29,996 |
| 40 |
1.0335 |
0.9921 |
0.0414 |
4.0% |
0.0063 |
0.6% |
86% |
False |
False |
25,038 |
| 60 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0063 |
0.6% |
86% |
False |
False |
23,399 |
| 80 |
1.0335 |
0.9892 |
0.0443 |
4.3% |
0.0063 |
0.6% |
86% |
False |
False |
17,600 |
| 100 |
1.0335 |
0.9854 |
0.0481 |
4.7% |
0.0065 |
0.6% |
88% |
False |
False |
14,082 |
| 120 |
1.0335 |
0.9778 |
0.0557 |
5.4% |
0.0063 |
0.6% |
89% |
False |
False |
11,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0628 |
|
2.618 |
1.0497 |
|
1.618 |
1.0417 |
|
1.000 |
1.0368 |
|
0.618 |
1.0337 |
|
HIGH |
1.0288 |
|
0.618 |
1.0257 |
|
0.500 |
1.0248 |
|
0.382 |
1.0239 |
|
LOW |
1.0208 |
|
0.618 |
1.0159 |
|
1.000 |
1.0128 |
|
1.618 |
1.0079 |
|
2.618 |
0.9999 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0272 |
| PP |
1.0257 |
1.0270 |
| S1 |
1.0248 |
1.0267 |
|