CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0103 |
-0.0049 |
-0.5% |
1.0132 |
| High |
1.0154 |
1.0103 |
-0.0051 |
-0.5% |
1.0227 |
| Low |
1.0092 |
0.9993 |
-0.0099 |
-1.0% |
1.0125 |
| Close |
1.0102 |
0.9995 |
-0.0107 |
-1.1% |
1.0212 |
| Range |
0.0062 |
0.0110 |
0.0048 |
77.4% |
0.0102 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
6.7% |
0.0000 |
| Volume |
7 |
12 |
5 |
71.4% |
51 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0360 |
1.0288 |
1.0055 |
|
| R3 |
1.0250 |
1.0178 |
1.0025 |
|
| R2 |
1.0140 |
1.0140 |
1.0015 |
|
| R1 |
1.0068 |
1.0068 |
1.0005 |
1.0049 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0021 |
| S1 |
0.9958 |
0.9958 |
0.9985 |
0.9939 |
| S2 |
0.9920 |
0.9920 |
0.9975 |
|
| S3 |
0.9810 |
0.9848 |
0.9965 |
|
| S4 |
0.9700 |
0.9738 |
0.9935 |
|
|
| 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 |
1.0570 |
|
2.618 |
1.0391 |
|
1.618 |
1.0281 |
|
1.000 |
1.0213 |
|
0.618 |
1.0171 |
|
HIGH |
1.0103 |
|
0.618 |
1.0061 |
|
0.500 |
1.0048 |
|
0.382 |
1.0035 |
|
LOW |
0.9993 |
|
0.618 |
0.9925 |
|
1.000 |
0.9883 |
|
1.618 |
0.9815 |
|
2.618 |
0.9705 |
|
4.250 |
0.9526 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0110 |
| PP |
1.0030 |
1.0072 |
| S1 |
1.0013 |
1.0033 |
|