CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0147 |
-0.0003 |
0.0% |
1.0163 |
| High |
1.0177 |
1.0196 |
0.0019 |
0.2% |
1.0194 |
| Low |
1.0128 |
1.0140 |
0.0012 |
0.1% |
1.0115 |
| Close |
1.0165 |
1.0157 |
-0.0008 |
-0.1% |
1.0148 |
| Range |
0.0049 |
0.0056 |
0.0007 |
14.3% |
0.0079 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.0% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
17 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0301 |
1.0188 |
|
| R3 |
1.0276 |
1.0245 |
1.0172 |
|
| R2 |
1.0220 |
1.0220 |
1.0167 |
|
| R1 |
1.0189 |
1.0189 |
1.0162 |
1.0205 |
| PP |
1.0164 |
1.0164 |
1.0164 |
1.0172 |
| S1 |
1.0133 |
1.0133 |
1.0152 |
1.0149 |
| S2 |
1.0108 |
1.0108 |
1.0147 |
|
| S3 |
1.0052 |
1.0077 |
1.0142 |
|
| S4 |
0.9996 |
1.0021 |
1.0126 |
|
|
| 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 |
1.0434 |
|
2.618 |
1.0343 |
|
1.618 |
1.0287 |
|
1.000 |
1.0252 |
|
0.618 |
1.0231 |
|
HIGH |
1.0196 |
|
0.618 |
1.0175 |
|
0.500 |
1.0168 |
|
0.382 |
1.0161 |
|
LOW |
1.0140 |
|
0.618 |
1.0105 |
|
1.000 |
1.0084 |
|
1.618 |
1.0049 |
|
2.618 |
0.9993 |
|
4.250 |
0.9902 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0168 |
1.0161 |
| PP |
1.0164 |
1.0159 |
| S1 |
1.0161 |
1.0158 |
|