CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0285 |
1.0352 |
0.0067 |
0.7% |
1.0070 |
| High |
1.0358 |
1.0394 |
0.0036 |
0.3% |
1.0358 |
| Low |
1.0277 |
1.0318 |
0.0041 |
0.4% |
1.0061 |
| Close |
1.0350 |
1.0350 |
0.0000 |
0.0% |
1.0350 |
| Range |
0.0081 |
0.0076 |
-0.0005 |
-6.2% |
0.0297 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
125 |
102 |
-23 |
-18.4% |
463 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0542 |
1.0392 |
|
| R3 |
1.0506 |
1.0466 |
1.0371 |
|
| R2 |
1.0430 |
1.0430 |
1.0364 |
|
| R1 |
1.0390 |
1.0390 |
1.0357 |
1.0372 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0345 |
| S1 |
1.0314 |
1.0314 |
1.0343 |
1.0296 |
| S2 |
1.0278 |
1.0278 |
1.0336 |
|
| S3 |
1.0202 |
1.0238 |
1.0329 |
|
| S4 |
1.0126 |
1.0162 |
1.0308 |
|
|
| 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 |
1.0717 |
|
2.618 |
1.0593 |
|
1.618 |
1.0517 |
|
1.000 |
1.0470 |
|
0.618 |
1.0441 |
|
HIGH |
1.0394 |
|
0.618 |
1.0365 |
|
0.500 |
1.0356 |
|
0.382 |
1.0347 |
|
LOW |
1.0318 |
|
0.618 |
1.0271 |
|
1.000 |
1.0242 |
|
1.618 |
1.0195 |
|
2.618 |
1.0119 |
|
4.250 |
0.9995 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0356 |
1.0342 |
| PP |
1.0354 |
1.0334 |
| S1 |
1.0352 |
1.0326 |
|