CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0205 |
1.0152 |
-0.0053 |
-0.5% |
1.0132 |
| High |
1.0227 |
1.0154 |
-0.0073 |
-0.7% |
1.0227 |
| Low |
1.0184 |
1.0092 |
-0.0092 |
-0.9% |
1.0125 |
| Close |
1.0212 |
1.0102 |
-0.0110 |
-1.1% |
1.0212 |
| Range |
0.0043 |
0.0062 |
0.0019 |
44.2% |
0.0102 |
| ATR |
0.0052 |
0.0057 |
0.0005 |
9.4% |
0.0000 |
| Volume |
40 |
7 |
-33 |
-82.5% |
51 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0302 |
1.0264 |
1.0136 |
|
| R3 |
1.0240 |
1.0202 |
1.0119 |
|
| R2 |
1.0178 |
1.0178 |
1.0113 |
|
| R1 |
1.0140 |
1.0140 |
1.0108 |
1.0128 |
| PP |
1.0116 |
1.0116 |
1.0116 |
1.0110 |
| S1 |
1.0078 |
1.0078 |
1.0096 |
1.0066 |
| S2 |
1.0054 |
1.0054 |
1.0091 |
|
| S3 |
0.9992 |
1.0016 |
1.0085 |
|
| S4 |
0.9930 |
0.9954 |
1.0068 |
|
|
| 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 |
1.0418 |
|
2.618 |
1.0316 |
|
1.618 |
1.0254 |
|
1.000 |
1.0216 |
|
0.618 |
1.0192 |
|
HIGH |
1.0154 |
|
0.618 |
1.0130 |
|
0.500 |
1.0123 |
|
0.382 |
1.0116 |
|
LOW |
1.0092 |
|
0.618 |
1.0054 |
|
1.000 |
1.0030 |
|
1.618 |
0.9992 |
|
2.618 |
0.9930 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0123 |
1.0160 |
| PP |
1.0116 |
1.0140 |
| S1 |
1.0109 |
1.0121 |
|