CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0425 |
-0.0057 |
-0.5% |
1.0375 |
| High |
1.0483 |
1.0441 |
-0.0042 |
-0.4% |
1.0519 |
| Low |
1.0419 |
1.0368 |
-0.0051 |
-0.5% |
1.0324 |
| Close |
1.0419 |
1.0409 |
-0.0010 |
-0.1% |
1.0478 |
| Range |
0.0064 |
0.0073 |
0.0009 |
14.1% |
0.0195 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.2% |
0.0000 |
| Volume |
20,266 |
33,075 |
12,809 |
63.2% |
162,494 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0590 |
1.0449 |
|
| R3 |
1.0552 |
1.0517 |
1.0429 |
|
| R2 |
1.0479 |
1.0479 |
1.0422 |
|
| R1 |
1.0444 |
1.0444 |
1.0416 |
1.0425 |
| PP |
1.0406 |
1.0406 |
1.0406 |
1.0397 |
| S1 |
1.0371 |
1.0371 |
1.0402 |
1.0352 |
| S2 |
1.0333 |
1.0333 |
1.0396 |
|
| S3 |
1.0260 |
1.0298 |
1.0389 |
|
| S4 |
1.0187 |
1.0225 |
1.0369 |
|
|
| 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 |
1.0368 |
0.0151 |
1.5% |
0.0062 |
0.6% |
27% |
False |
True |
30,955 |
| 10 |
1.0519 |
1.0312 |
0.0207 |
2.0% |
0.0064 |
0.6% |
47% |
False |
False |
26,769 |
| 20 |
1.0519 |
1.0296 |
0.0223 |
2.1% |
0.0060 |
0.6% |
51% |
False |
False |
19,358 |
| 40 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0065 |
0.6% |
80% |
False |
False |
9,822 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0060 |
0.6% |
80% |
False |
False |
6,551 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0058 |
0.6% |
80% |
False |
False |
4,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0751 |
|
2.618 |
1.0632 |
|
1.618 |
1.0559 |
|
1.000 |
1.0514 |
|
0.618 |
1.0486 |
|
HIGH |
1.0441 |
|
0.618 |
1.0413 |
|
0.500 |
1.0405 |
|
0.382 |
1.0396 |
|
LOW |
1.0368 |
|
0.618 |
1.0323 |
|
1.000 |
1.0295 |
|
1.618 |
1.0250 |
|
2.618 |
1.0177 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0408 |
1.0444 |
| PP |
1.0406 |
1.0432 |
| S1 |
1.0405 |
1.0421 |
|