CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0132 |
1.0150 |
0.0018 |
0.2% |
1.0163 |
| High |
1.0157 |
1.0177 |
0.0020 |
0.2% |
1.0194 |
| Low |
1.0125 |
1.0128 |
0.0003 |
0.0% |
1.0115 |
| Close |
1.0132 |
1.0165 |
0.0033 |
0.3% |
1.0148 |
| Range |
0.0032 |
0.0049 |
0.0017 |
53.1% |
0.0079 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
17 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0283 |
1.0192 |
|
| R3 |
1.0255 |
1.0234 |
1.0178 |
|
| R2 |
1.0206 |
1.0206 |
1.0174 |
|
| R1 |
1.0185 |
1.0185 |
1.0169 |
1.0196 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0162 |
| S1 |
1.0136 |
1.0136 |
1.0161 |
1.0147 |
| S2 |
1.0108 |
1.0108 |
1.0156 |
|
| S3 |
1.0059 |
1.0087 |
1.0152 |
|
| S4 |
1.0010 |
1.0038 |
1.0138 |
|
|
| 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 |
1.0385 |
|
2.618 |
1.0305 |
|
1.618 |
1.0256 |
|
1.000 |
1.0226 |
|
0.618 |
1.0207 |
|
HIGH |
1.0177 |
|
0.618 |
1.0158 |
|
0.500 |
1.0153 |
|
0.382 |
1.0147 |
|
LOW |
1.0128 |
|
0.618 |
1.0098 |
|
1.000 |
1.0079 |
|
1.618 |
1.0049 |
|
2.618 |
1.0000 |
|
4.250 |
0.9920 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0163 |
| PP |
1.0157 |
1.0161 |
| S1 |
1.0153 |
1.0160 |
|