CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 05-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0163 |
1.0205 |
0.0042 |
0.4% |
1.0132 |
| High |
1.0223 |
1.0227 |
0.0004 |
0.0% |
1.0227 |
| Low |
1.0130 |
1.0184 |
0.0054 |
0.5% |
1.0125 |
| Close |
1.0214 |
1.0212 |
-0.0002 |
0.0% |
1.0212 |
| Range |
0.0093 |
0.0043 |
-0.0050 |
-53.8% |
0.0102 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
6 |
40 |
34 |
566.7% |
51 |
|
| Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0317 |
1.0236 |
|
| R3 |
1.0294 |
1.0274 |
1.0224 |
|
| R2 |
1.0251 |
1.0251 |
1.0220 |
|
| R1 |
1.0231 |
1.0231 |
1.0216 |
1.0241 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0213 |
| S1 |
1.0188 |
1.0188 |
1.0208 |
1.0198 |
| S2 |
1.0165 |
1.0165 |
1.0204 |
|
| S3 |
1.0122 |
1.0145 |
1.0200 |
|
| S4 |
1.0079 |
1.0102 |
1.0188 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0455 |
1.0268 |
|
| R3 |
1.0392 |
1.0353 |
1.0240 |
|
| R2 |
1.0290 |
1.0290 |
1.0231 |
|
| R1 |
1.0251 |
1.0251 |
1.0221 |
1.0271 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0198 |
| S1 |
1.0149 |
1.0149 |
1.0203 |
1.0169 |
| S2 |
1.0086 |
1.0086 |
1.0193 |
|
| S3 |
0.9984 |
1.0047 |
1.0184 |
|
| S4 |
0.9882 |
0.9945 |
1.0156 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0410 |
|
2.618 |
1.0340 |
|
1.618 |
1.0297 |
|
1.000 |
1.0270 |
|
0.618 |
1.0254 |
|
HIGH |
1.0227 |
|
0.618 |
1.0211 |
|
0.500 |
1.0206 |
|
0.382 |
1.0200 |
|
LOW |
1.0184 |
|
0.618 |
1.0157 |
|
1.000 |
1.0141 |
|
1.618 |
1.0114 |
|
2.618 |
1.0071 |
|
4.250 |
1.0001 |
|
|
| Fisher Pivots for day following 05-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0201 |
| PP |
1.0208 |
1.0190 |
| S1 |
1.0206 |
1.0179 |
|