CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0180 |
1.0132 |
-0.0048 |
-0.5% |
1.0163 |
| High |
1.0194 |
1.0157 |
-0.0037 |
-0.4% |
1.0194 |
| Low |
1.0133 |
1.0125 |
-0.0008 |
-0.1% |
1.0115 |
| Close |
1.0148 |
1.0132 |
-0.0016 |
-0.2% |
1.0148 |
| Range |
0.0061 |
0.0032 |
-0.0029 |
-47.5% |
0.0079 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
7 |
1 |
-6 |
-85.7% |
17 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0234 |
1.0215 |
1.0150 |
|
| R3 |
1.0202 |
1.0183 |
1.0141 |
|
| R2 |
1.0170 |
1.0170 |
1.0138 |
|
| R1 |
1.0151 |
1.0151 |
1.0135 |
1.0148 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0137 |
| S1 |
1.0119 |
1.0119 |
1.0129 |
1.0116 |
| S2 |
1.0106 |
1.0106 |
1.0126 |
|
| S3 |
1.0074 |
1.0087 |
1.0123 |
|
| S4 |
1.0042 |
1.0055 |
1.0114 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0348 |
1.0191 |
|
| R3 |
1.0310 |
1.0269 |
1.0170 |
|
| R2 |
1.0231 |
1.0231 |
1.0162 |
|
| R1 |
1.0190 |
1.0190 |
1.0155 |
1.0171 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0143 |
| S1 |
1.0111 |
1.0111 |
1.0141 |
1.0092 |
| S2 |
1.0073 |
1.0073 |
1.0134 |
|
| S3 |
0.9994 |
1.0032 |
1.0126 |
|
| S4 |
0.9915 |
0.9953 |
1.0105 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0293 |
|
2.618 |
1.0241 |
|
1.618 |
1.0209 |
|
1.000 |
1.0189 |
|
0.618 |
1.0177 |
|
HIGH |
1.0157 |
|
0.618 |
1.0145 |
|
0.500 |
1.0141 |
|
0.382 |
1.0137 |
|
LOW |
1.0125 |
|
0.618 |
1.0105 |
|
1.000 |
1.0093 |
|
1.618 |
1.0073 |
|
2.618 |
1.0041 |
|
4.250 |
0.9989 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0141 |
1.0160 |
| PP |
1.0138 |
1.0150 |
| S1 |
1.0135 |
1.0141 |
|