CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0419 |
1.0454 |
0.0035 |
0.3% |
1.0482 |
| High |
1.0462 |
1.0461 |
-0.0001 |
0.0% |
1.0483 |
| Low |
1.0397 |
1.0404 |
0.0007 |
0.1% |
1.0368 |
| Close |
1.0452 |
1.0418 |
-0.0034 |
-0.3% |
1.0418 |
| Range |
0.0065 |
0.0057 |
-0.0008 |
-12.3% |
0.0115 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
20,776 |
19,554 |
-1,222 |
-5.9% |
93,671 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0565 |
1.0449 |
|
| R3 |
1.0542 |
1.0508 |
1.0434 |
|
| R2 |
1.0485 |
1.0485 |
1.0428 |
|
| R1 |
1.0451 |
1.0451 |
1.0423 |
1.0440 |
| PP |
1.0428 |
1.0428 |
1.0428 |
1.0422 |
| S1 |
1.0394 |
1.0394 |
1.0413 |
1.0383 |
| S2 |
1.0371 |
1.0371 |
1.0408 |
|
| S3 |
1.0314 |
1.0337 |
1.0402 |
|
| S4 |
1.0257 |
1.0280 |
1.0387 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0708 |
1.0481 |
|
| R3 |
1.0653 |
1.0593 |
1.0450 |
|
| R2 |
1.0538 |
1.0538 |
1.0439 |
|
| R1 |
1.0478 |
1.0478 |
1.0429 |
1.0451 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0409 |
| S1 |
1.0363 |
1.0363 |
1.0407 |
1.0336 |
| S2 |
1.0308 |
1.0308 |
1.0397 |
|
| S3 |
1.0193 |
1.0248 |
1.0386 |
|
| S4 |
1.0078 |
1.0133 |
1.0355 |
|
|
| 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 |
1.4% |
0.0062 |
0.6% |
33% |
False |
False |
23,785 |
| 10 |
1.0519 |
1.0324 |
0.0195 |
1.9% |
0.0069 |
0.7% |
48% |
False |
False |
27,723 |
| 20 |
1.0519 |
1.0296 |
0.0223 |
2.1% |
0.0060 |
0.6% |
55% |
False |
False |
21,298 |
| 40 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0064 |
0.6% |
81% |
False |
False |
10,829 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0061 |
0.6% |
81% |
False |
False |
7,223 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0058 |
0.6% |
81% |
False |
False |
5,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0703 |
|
2.618 |
1.0610 |
|
1.618 |
1.0553 |
|
1.000 |
1.0518 |
|
0.618 |
1.0496 |
|
HIGH |
1.0461 |
|
0.618 |
1.0439 |
|
0.500 |
1.0433 |
|
0.382 |
1.0426 |
|
LOW |
1.0404 |
|
0.618 |
1.0369 |
|
1.000 |
1.0347 |
|
1.618 |
1.0312 |
|
2.618 |
1.0255 |
|
4.250 |
1.0162 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0433 |
1.0417 |
| PP |
1.0428 |
1.0416 |
| S1 |
1.0423 |
1.0415 |
|