CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0285 |
-0.0016 |
-0.2% |
1.0070 |
| High |
1.0323 |
1.0358 |
0.0035 |
0.3% |
1.0358 |
| Low |
1.0257 |
1.0277 |
0.0020 |
0.2% |
1.0061 |
| Close |
1.0283 |
1.0350 |
0.0067 |
0.7% |
1.0350 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.7% |
0.0297 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.6% |
0.0000 |
| Volume |
101 |
125 |
24 |
23.8% |
463 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0542 |
1.0395 |
|
| R3 |
1.0490 |
1.0461 |
1.0372 |
|
| R2 |
1.0409 |
1.0409 |
1.0365 |
|
| R1 |
1.0380 |
1.0380 |
1.0357 |
1.0395 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0336 |
| S1 |
1.0299 |
1.0299 |
1.0343 |
1.0314 |
| S2 |
1.0247 |
1.0247 |
1.0335 |
|
| S3 |
1.0166 |
1.0218 |
1.0328 |
|
| S4 |
1.0085 |
1.0137 |
1.0305 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1046 |
1.0513 |
|
| R3 |
1.0850 |
1.0749 |
1.0432 |
|
| R2 |
1.0553 |
1.0553 |
1.0404 |
|
| R1 |
1.0452 |
1.0452 |
1.0377 |
1.0503 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0282 |
| S1 |
1.0155 |
1.0155 |
1.0323 |
1.0206 |
| S2 |
0.9959 |
0.9959 |
1.0296 |
|
| S3 |
0.9662 |
0.9858 |
1.0268 |
|
| S4 |
0.9365 |
0.9561 |
1.0187 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0570 |
|
1.618 |
1.0489 |
|
1.000 |
1.0439 |
|
0.618 |
1.0408 |
|
HIGH |
1.0358 |
|
0.618 |
1.0327 |
|
0.500 |
1.0318 |
|
0.382 |
1.0308 |
|
LOW |
1.0277 |
|
0.618 |
1.0227 |
|
1.000 |
1.0196 |
|
1.618 |
1.0146 |
|
2.618 |
1.0065 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0331 |
| PP |
1.0328 |
1.0311 |
| S1 |
1.0318 |
1.0292 |
|