CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0454 |
1.0421 |
-0.0033 |
-0.3% |
1.0482 |
| High |
1.0461 |
1.0429 |
-0.0032 |
-0.3% |
1.0483 |
| Low |
1.0404 |
1.0380 |
-0.0024 |
-0.2% |
1.0368 |
| Close |
1.0418 |
1.0404 |
-0.0014 |
-0.1% |
1.0418 |
| Range |
0.0057 |
0.0049 |
-0.0008 |
-14.0% |
0.0115 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
19,554 |
13,087 |
-6,467 |
-33.1% |
93,671 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0551 |
1.0527 |
1.0431 |
|
| R3 |
1.0502 |
1.0478 |
1.0417 |
|
| R2 |
1.0453 |
1.0453 |
1.0413 |
|
| R1 |
1.0429 |
1.0429 |
1.0408 |
1.0417 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0398 |
| S1 |
1.0380 |
1.0380 |
1.0400 |
1.0368 |
| S2 |
1.0355 |
1.0355 |
1.0395 |
|
| S3 |
1.0306 |
1.0331 |
1.0391 |
|
| S4 |
1.0257 |
1.0282 |
1.0377 |
|
|
| 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 |
1.0483 |
1.0368 |
0.0115 |
1.1% |
0.0062 |
0.6% |
31% |
False |
False |
21,351 |
| 10 |
1.0519 |
1.0324 |
0.0195 |
1.9% |
0.0069 |
0.7% |
41% |
False |
False |
26,925 |
| 20 |
1.0519 |
1.0296 |
0.0223 |
2.1% |
0.0060 |
0.6% |
48% |
False |
False |
21,893 |
| 40 |
1.0519 |
0.9995 |
0.0524 |
5.0% |
0.0064 |
0.6% |
78% |
False |
False |
11,156 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0061 |
0.6% |
79% |
False |
False |
7,441 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0058 |
0.6% |
79% |
False |
False |
5,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0637 |
|
2.618 |
1.0557 |
|
1.618 |
1.0508 |
|
1.000 |
1.0478 |
|
0.618 |
1.0459 |
|
HIGH |
1.0429 |
|
0.618 |
1.0410 |
|
0.500 |
1.0405 |
|
0.382 |
1.0399 |
|
LOW |
1.0380 |
|
0.618 |
1.0350 |
|
1.000 |
1.0331 |
|
1.618 |
1.0301 |
|
2.618 |
1.0252 |
|
4.250 |
1.0172 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0405 |
1.0421 |
| PP |
1.0404 |
1.0415 |
| S1 |
1.0404 |
1.0410 |
|