CME Swiss Franc Future June 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0268 |
-0.0003 |
0.0% |
1.0297 |
| High |
1.0288 |
1.0353 |
0.0065 |
0.6% |
1.0335 |
| Low |
1.0208 |
1.0256 |
0.0048 |
0.5% |
1.0241 |
| Close |
1.0275 |
1.0349 |
0.0074 |
0.7% |
1.0275 |
| Range |
0.0080 |
0.0097 |
0.0017 |
21.3% |
0.0094 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.8% |
0.0000 |
| Volume |
37,596 |
32,028 |
-5,568 |
-14.8% |
117,109 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0610 |
1.0577 |
1.0402 |
|
| R3 |
1.0513 |
1.0480 |
1.0376 |
|
| R2 |
1.0416 |
1.0416 |
1.0367 |
|
| R1 |
1.0383 |
1.0383 |
1.0358 |
1.0400 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0328 |
| S1 |
1.0286 |
1.0286 |
1.0340 |
1.0303 |
| S2 |
1.0222 |
1.0222 |
1.0331 |
|
| S3 |
1.0125 |
1.0189 |
1.0322 |
|
| S4 |
1.0028 |
1.0092 |
1.0296 |
|
|
| 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 |
1.0353 |
1.0208 |
0.0145 |
1.4% |
0.0067 |
0.6% |
97% |
True |
False |
26,564 |
| 10 |
1.0353 |
1.0163 |
0.0190 |
1.8% |
0.0072 |
0.7% |
98% |
True |
False |
30,764 |
| 20 |
1.0353 |
0.9921 |
0.0432 |
4.2% |
0.0076 |
0.7% |
99% |
True |
False |
30,386 |
| 40 |
1.0353 |
0.9921 |
0.0432 |
4.2% |
0.0064 |
0.6% |
99% |
True |
False |
25,399 |
| 60 |
1.0353 |
0.9892 |
0.0461 |
4.5% |
0.0063 |
0.6% |
99% |
True |
False |
23,839 |
| 80 |
1.0353 |
0.9892 |
0.0461 |
4.5% |
0.0064 |
0.6% |
99% |
True |
False |
18,000 |
| 100 |
1.0353 |
0.9854 |
0.0499 |
4.8% |
0.0066 |
0.6% |
99% |
True |
False |
14,402 |
| 120 |
1.0353 |
0.9778 |
0.0575 |
5.6% |
0.0064 |
0.6% |
99% |
True |
False |
12,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0765 |
|
2.618 |
1.0607 |
|
1.618 |
1.0510 |
|
1.000 |
1.0450 |
|
0.618 |
1.0413 |
|
HIGH |
1.0353 |
|
0.618 |
1.0316 |
|
0.500 |
1.0305 |
|
0.382 |
1.0293 |
|
LOW |
1.0256 |
|
0.618 |
1.0196 |
|
1.000 |
1.0159 |
|
1.618 |
1.0099 |
|
2.618 |
1.0002 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0334 |
1.0326 |
| PP |
1.0319 |
1.0303 |
| S1 |
1.0305 |
1.0281 |
|