CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0453 |
0.0090 |
0.9% |
1.0337 |
| High |
1.0461 |
1.0454 |
-0.0007 |
-0.1% |
1.0461 |
| Low |
1.0359 |
1.0417 |
0.0058 |
0.6% |
1.0269 |
| Close |
1.0450 |
1.0432 |
-0.0018 |
-0.2% |
1.0450 |
| Range |
0.0102 |
0.0037 |
-0.0065 |
-63.7% |
0.0192 |
| ATR |
0.0070 |
0.0067 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
740 |
282 |
-458 |
-61.9% |
3,354 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0526 |
1.0452 |
|
| R3 |
1.0508 |
1.0489 |
1.0442 |
|
| R2 |
1.0471 |
1.0471 |
1.0439 |
|
| R1 |
1.0452 |
1.0452 |
1.0435 |
1.0443 |
| PP |
1.0434 |
1.0434 |
1.0434 |
1.0430 |
| S1 |
1.0415 |
1.0415 |
1.0429 |
1.0406 |
| S2 |
1.0397 |
1.0397 |
1.0425 |
|
| S3 |
1.0360 |
1.0378 |
1.0422 |
|
| S4 |
1.0323 |
1.0341 |
1.0412 |
|
|
| 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% |
0.0073 |
0.7% |
85% |
False |
False |
727 |
| 10 |
1.0461 |
1.0269 |
0.0192 |
1.8% |
0.0065 |
0.6% |
85% |
False |
False |
407 |
| 20 |
1.0461 |
0.9977 |
0.0484 |
4.6% |
0.0070 |
0.7% |
94% |
False |
False |
229 |
| 40 |
1.0461 |
0.9977 |
0.0484 |
4.6% |
0.0061 |
0.6% |
94% |
False |
False |
119 |
| 60 |
1.0461 |
0.9977 |
0.0484 |
4.6% |
0.0057 |
0.5% |
94% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0611 |
|
2.618 |
1.0551 |
|
1.618 |
1.0514 |
|
1.000 |
1.0491 |
|
0.618 |
1.0477 |
|
HIGH |
1.0454 |
|
0.618 |
1.0440 |
|
0.500 |
1.0436 |
|
0.382 |
1.0431 |
|
LOW |
1.0417 |
|
0.618 |
1.0394 |
|
1.000 |
1.0380 |
|
1.618 |
1.0357 |
|
2.618 |
1.0320 |
|
4.250 |
1.0260 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0425 |
| PP |
1.0434 |
1.0417 |
| S1 |
1.0433 |
1.0410 |
|