CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0402 |
1.0363 |
-0.0039 |
-0.4% |
1.0337 |
| High |
1.0409 |
1.0461 |
0.0052 |
0.5% |
1.0461 |
| Low |
1.0359 |
1.0359 |
0.0000 |
0.0% |
1.0269 |
| Close |
1.0363 |
1.0450 |
0.0087 |
0.8% |
1.0450 |
| Range |
0.0050 |
0.0102 |
0.0052 |
104.0% |
0.0192 |
| ATR |
0.0067 |
0.0070 |
0.0002 |
3.7% |
0.0000 |
| Volume |
654 |
740 |
86 |
13.1% |
3,354 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0692 |
1.0506 |
|
| R3 |
1.0627 |
1.0590 |
1.0478 |
|
| R2 |
1.0525 |
1.0525 |
1.0469 |
|
| R1 |
1.0488 |
1.0488 |
1.0459 |
1.0507 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0433 |
| S1 |
1.0386 |
1.0386 |
1.0441 |
1.0405 |
| S2 |
1.0321 |
1.0321 |
1.0431 |
|
| S3 |
1.0219 |
1.0284 |
1.0422 |
|
| S4 |
1.0117 |
1.0182 |
1.0394 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0902 |
1.0556 |
|
| R3 |
1.0777 |
1.0710 |
1.0503 |
|
| R2 |
1.0585 |
1.0585 |
1.0485 |
|
| R1 |
1.0518 |
1.0518 |
1.0468 |
1.0552 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0410 |
| S1 |
1.0326 |
1.0326 |
1.0432 |
1.0360 |
| S2 |
1.0201 |
1.0201 |
1.0415 |
|
| S3 |
1.0009 |
1.0134 |
1.0397 |
|
| S4 |
0.9817 |
0.9942 |
1.0344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0461 |
1.0269 |
0.0192 |
1.8% |
0.0079 |
0.8% |
94% |
True |
False |
682 |
| 10 |
1.0461 |
1.0269 |
0.0192 |
1.8% |
0.0070 |
0.7% |
94% |
True |
False |
391 |
| 20 |
1.0461 |
0.9977 |
0.0484 |
4.6% |
0.0071 |
0.7% |
98% |
True |
False |
217 |
| 40 |
1.0461 |
0.9977 |
0.0484 |
4.6% |
0.0061 |
0.6% |
98% |
True |
False |
112 |
| 60 |
1.0461 |
0.9977 |
0.0484 |
4.6% |
0.0057 |
0.5% |
98% |
True |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0895 |
|
2.618 |
1.0728 |
|
1.618 |
1.0626 |
|
1.000 |
1.0563 |
|
0.618 |
1.0524 |
|
HIGH |
1.0461 |
|
0.618 |
1.0422 |
|
0.500 |
1.0410 |
|
0.382 |
1.0398 |
|
LOW |
1.0359 |
|
0.618 |
1.0296 |
|
1.000 |
1.0257 |
|
1.618 |
1.0194 |
|
2.618 |
1.0092 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0437 |
1.0430 |
| PP |
1.0423 |
1.0409 |
| S1 |
1.0410 |
1.0389 |
|