CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9999 |
1.0070 |
0.0071 |
0.7% |
1.0152 |
| High |
1.0088 |
1.0122 |
0.0034 |
0.3% |
1.0154 |
| Low |
0.9995 |
1.0061 |
0.0066 |
0.7% |
0.9977 |
| Close |
1.0059 |
1.0116 |
0.0057 |
0.6% |
1.0059 |
| Range |
0.0093 |
0.0061 |
-0.0032 |
-34.4% |
0.0177 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.3% |
0.0000 |
| Volume |
8 |
17 |
9 |
112.5% |
49 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0283 |
1.0260 |
1.0150 |
|
| R3 |
1.0222 |
1.0199 |
1.0133 |
|
| R2 |
1.0161 |
1.0161 |
1.0127 |
|
| R1 |
1.0138 |
1.0138 |
1.0122 |
1.0150 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0105 |
| S1 |
1.0077 |
1.0077 |
1.0110 |
1.0089 |
| S2 |
1.0039 |
1.0039 |
1.0105 |
|
| S3 |
0.9978 |
1.0016 |
1.0099 |
|
| S4 |
0.9917 |
0.9955 |
1.0082 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0594 |
1.0504 |
1.0156 |
|
| R3 |
1.0417 |
1.0327 |
1.0108 |
|
| R2 |
1.0240 |
1.0240 |
1.0091 |
|
| R1 |
1.0150 |
1.0150 |
1.0075 |
1.0107 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0042 |
| S1 |
0.9973 |
0.9973 |
1.0043 |
0.9930 |
| S2 |
0.9886 |
0.9886 |
1.0027 |
|
| S3 |
0.9709 |
0.9796 |
1.0010 |
|
| S4 |
0.9532 |
0.9619 |
0.9962 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0381 |
|
2.618 |
1.0282 |
|
1.618 |
1.0221 |
|
1.000 |
1.0183 |
|
0.618 |
1.0160 |
|
HIGH |
1.0122 |
|
0.618 |
1.0099 |
|
0.500 |
1.0092 |
|
0.382 |
1.0084 |
|
LOW |
1.0061 |
|
0.618 |
1.0023 |
|
1.000 |
1.0000 |
|
1.618 |
0.9962 |
|
2.618 |
0.9901 |
|
4.250 |
0.9802 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0094 |
| PP |
1.0100 |
1.0072 |
| S1 |
1.0092 |
1.0050 |
|