CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0320 |
1.0359 |
0.0039 |
0.4% |
1.0070 |
| High |
1.0350 |
1.0382 |
0.0032 |
0.3% |
1.0358 |
| Low |
1.0303 |
1.0346 |
0.0043 |
0.4% |
1.0061 |
| Close |
1.0327 |
1.0350 |
0.0023 |
0.2% |
1.0350 |
| Range |
0.0047 |
0.0036 |
-0.0011 |
-23.4% |
0.0297 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
34 |
184 |
150 |
441.2% |
463 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0467 |
1.0445 |
1.0370 |
|
| R3 |
1.0431 |
1.0409 |
1.0360 |
|
| R2 |
1.0395 |
1.0395 |
1.0357 |
|
| R1 |
1.0373 |
1.0373 |
1.0353 |
1.0366 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0356 |
| S1 |
1.0337 |
1.0337 |
1.0347 |
1.0330 |
| S2 |
1.0323 |
1.0323 |
1.0343 |
|
| S3 |
1.0287 |
1.0301 |
1.0340 |
|
| S4 |
1.0251 |
1.0265 |
1.0330 |
|
|
| 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 |
1.0535 |
|
2.618 |
1.0476 |
|
1.618 |
1.0440 |
|
1.000 |
1.0418 |
|
0.618 |
1.0404 |
|
HIGH |
1.0382 |
|
0.618 |
1.0368 |
|
0.500 |
1.0364 |
|
0.382 |
1.0360 |
|
LOW |
1.0346 |
|
0.618 |
1.0324 |
|
1.000 |
1.0310 |
|
1.618 |
1.0288 |
|
2.618 |
1.0252 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0348 |
| PP |
1.0359 |
1.0345 |
| S1 |
1.0355 |
1.0343 |
|