CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0070 |
1.0120 |
0.0050 |
0.5% |
1.0152 |
| High |
1.0122 |
1.0232 |
0.0110 |
1.1% |
1.0154 |
| Low |
1.0061 |
1.0119 |
0.0058 |
0.6% |
0.9977 |
| Close |
1.0116 |
1.0231 |
0.0115 |
1.1% |
1.0059 |
| Range |
0.0061 |
0.0113 |
0.0052 |
85.2% |
0.0177 |
| ATR |
0.0061 |
0.0065 |
0.0004 |
6.5% |
0.0000 |
| Volume |
17 |
53 |
36 |
211.8% |
49 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0495 |
1.0293 |
|
| R3 |
1.0420 |
1.0382 |
1.0262 |
|
| R2 |
1.0307 |
1.0307 |
1.0252 |
|
| R1 |
1.0269 |
1.0269 |
1.0241 |
1.0288 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0204 |
| S1 |
1.0156 |
1.0156 |
1.0221 |
1.0175 |
| S2 |
1.0081 |
1.0081 |
1.0210 |
|
| S3 |
0.9968 |
1.0043 |
1.0200 |
|
| S4 |
0.9855 |
0.9930 |
1.0169 |
|
|
| 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 |
1.0712 |
|
2.618 |
1.0528 |
|
1.618 |
1.0415 |
|
1.000 |
1.0345 |
|
0.618 |
1.0302 |
|
HIGH |
1.0232 |
|
0.618 |
1.0189 |
|
0.500 |
1.0176 |
|
0.382 |
1.0162 |
|
LOW |
1.0119 |
|
0.618 |
1.0049 |
|
1.000 |
1.0006 |
|
1.618 |
0.9936 |
|
2.618 |
0.9823 |
|
4.250 |
0.9639 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0213 |
1.0192 |
| PP |
1.0194 |
1.0153 |
| S1 |
1.0176 |
1.0114 |
|