CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0333 |
1.0402 |
0.0069 |
0.7% |
1.0352 |
| High |
1.0413 |
1.0409 |
-0.0004 |
0.0% |
1.0394 |
| Low |
1.0317 |
1.0359 |
0.0042 |
0.4% |
1.0303 |
| Close |
1.0410 |
1.0363 |
-0.0047 |
-0.5% |
1.0335 |
| Range |
0.0096 |
0.0050 |
-0.0046 |
-47.9% |
0.0091 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,793 |
654 |
-1,139 |
-63.5% |
436 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0527 |
1.0495 |
1.0391 |
|
| R3 |
1.0477 |
1.0445 |
1.0377 |
|
| R2 |
1.0427 |
1.0427 |
1.0372 |
|
| R1 |
1.0395 |
1.0395 |
1.0368 |
1.0386 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0373 |
| S1 |
1.0345 |
1.0345 |
1.0358 |
1.0336 |
| S2 |
1.0327 |
1.0327 |
1.0354 |
|
| S3 |
1.0277 |
1.0295 |
1.0349 |
|
| S4 |
1.0227 |
1.0245 |
1.0336 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0567 |
1.0385 |
|
| R3 |
1.0526 |
1.0476 |
1.0360 |
|
| R2 |
1.0435 |
1.0435 |
1.0352 |
|
| R1 |
1.0385 |
1.0385 |
1.0343 |
1.0365 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0334 |
| S1 |
1.0294 |
1.0294 |
1.0327 |
1.0274 |
| S2 |
1.0253 |
1.0253 |
1.0318 |
|
| S3 |
1.0162 |
1.0203 |
1.0310 |
|
| S4 |
1.0071 |
1.0112 |
1.0285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0413 |
1.0269 |
0.0144 |
1.4% |
0.0066 |
0.6% |
65% |
False |
False |
571 |
| 10 |
1.0413 |
1.0257 |
0.0156 |
1.5% |
0.0066 |
0.6% |
68% |
False |
False |
327 |
| 20 |
1.0413 |
0.9977 |
0.0436 |
4.2% |
0.0070 |
0.7% |
89% |
False |
False |
180 |
| 40 |
1.0413 |
0.9977 |
0.0436 |
4.2% |
0.0060 |
0.6% |
89% |
False |
False |
94 |
| 60 |
1.0413 |
0.9977 |
0.0436 |
4.2% |
0.0055 |
0.5% |
89% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0622 |
|
2.618 |
1.0540 |
|
1.618 |
1.0490 |
|
1.000 |
1.0459 |
|
0.618 |
1.0440 |
|
HIGH |
1.0409 |
|
0.618 |
1.0390 |
|
0.500 |
1.0384 |
|
0.382 |
1.0378 |
|
LOW |
1.0359 |
|
0.618 |
1.0328 |
|
1.000 |
1.0309 |
|
1.618 |
1.0278 |
|
2.618 |
1.0228 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0356 |
| PP |
1.0377 |
1.0348 |
| S1 |
1.0370 |
1.0341 |
|