CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0517 |
1.0482 |
-0.0035 |
-0.3% |
1.0375 |
| High |
1.0519 |
1.0483 |
-0.0036 |
-0.3% |
1.0519 |
| Low |
1.0469 |
1.0419 |
-0.0050 |
-0.5% |
1.0324 |
| Close |
1.0478 |
1.0419 |
-0.0059 |
-0.6% |
1.0478 |
| Range |
0.0050 |
0.0064 |
0.0014 |
28.0% |
0.0195 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
25,255 |
20,266 |
-4,989 |
-19.8% |
162,494 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0590 |
1.0454 |
|
| R3 |
1.0568 |
1.0526 |
1.0437 |
|
| R2 |
1.0504 |
1.0504 |
1.0431 |
|
| R1 |
1.0462 |
1.0462 |
1.0425 |
1.0451 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0435 |
| S1 |
1.0398 |
1.0398 |
1.0413 |
1.0387 |
| S2 |
1.0376 |
1.0376 |
1.0407 |
|
| S3 |
1.0312 |
1.0334 |
1.0401 |
|
| S4 |
1.0248 |
1.0270 |
1.0384 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0947 |
1.0585 |
|
| R3 |
1.0830 |
1.0752 |
1.0532 |
|
| R2 |
1.0635 |
1.0635 |
1.0514 |
|
| R1 |
1.0557 |
1.0557 |
1.0496 |
1.0596 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0460 |
| S1 |
1.0362 |
1.0362 |
1.0460 |
1.0401 |
| S2 |
1.0245 |
1.0245 |
1.0442 |
|
| S3 |
1.0050 |
1.0167 |
1.0424 |
|
| S4 |
0.9855 |
0.9972 |
1.0371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0519 |
1.0330 |
0.0189 |
1.8% |
0.0078 |
0.7% |
47% |
False |
False |
31,749 |
| 10 |
1.0519 |
1.0299 |
0.0220 |
2.1% |
0.0061 |
0.6% |
55% |
False |
False |
25,354 |
| 20 |
1.0519 |
1.0296 |
0.0223 |
2.1% |
0.0058 |
0.6% |
55% |
False |
False |
17,761 |
| 40 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0064 |
0.6% |
82% |
False |
False |
8,995 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0060 |
0.6% |
82% |
False |
False |
6,000 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0057 |
0.5% |
82% |
False |
False |
4,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0755 |
|
2.618 |
1.0651 |
|
1.618 |
1.0587 |
|
1.000 |
1.0547 |
|
0.618 |
1.0523 |
|
HIGH |
1.0483 |
|
0.618 |
1.0459 |
|
0.500 |
1.0451 |
|
0.382 |
1.0443 |
|
LOW |
1.0419 |
|
0.618 |
1.0379 |
|
1.000 |
1.0355 |
|
1.618 |
1.0315 |
|
2.618 |
1.0251 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0451 |
1.0469 |
| PP |
1.0440 |
1.0452 |
| S1 |
1.0430 |
1.0436 |
|