CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0236 |
0.0116 |
1.1% |
1.0152 |
| High |
1.0232 |
1.0308 |
0.0076 |
0.7% |
1.0154 |
| Low |
1.0119 |
1.0225 |
0.0106 |
1.0% |
0.9977 |
| Close |
1.0231 |
1.0293 |
0.0062 |
0.6% |
1.0059 |
| Range |
0.0113 |
0.0083 |
-0.0030 |
-26.5% |
0.0177 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
2.0% |
0.0000 |
| Volume |
53 |
167 |
114 |
215.1% |
49 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0492 |
1.0339 |
|
| R3 |
1.0441 |
1.0409 |
1.0316 |
|
| R2 |
1.0358 |
1.0358 |
1.0308 |
|
| R1 |
1.0326 |
1.0326 |
1.0301 |
1.0342 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0284 |
| S1 |
1.0243 |
1.0243 |
1.0285 |
1.0259 |
| S2 |
1.0192 |
1.0192 |
1.0278 |
|
| S3 |
1.0109 |
1.0160 |
1.0270 |
|
| S4 |
1.0026 |
1.0077 |
1.0247 |
|
|
| 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 |
1.0661 |
|
2.618 |
1.0525 |
|
1.618 |
1.0442 |
|
1.000 |
1.0391 |
|
0.618 |
1.0359 |
|
HIGH |
1.0308 |
|
0.618 |
1.0276 |
|
0.500 |
1.0267 |
|
0.382 |
1.0257 |
|
LOW |
1.0225 |
|
0.618 |
1.0174 |
|
1.000 |
1.0142 |
|
1.618 |
1.0091 |
|
2.618 |
1.0008 |
|
4.250 |
0.9872 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0284 |
1.0257 |
| PP |
1.0275 |
1.0221 |
| S1 |
1.0267 |
1.0185 |
|