CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0421 |
1.0397 |
-0.0024 |
-0.2% |
1.0482 |
| High |
1.0429 |
1.0436 |
0.0007 |
0.1% |
1.0483 |
| Low |
1.0380 |
1.0356 |
-0.0024 |
-0.2% |
1.0368 |
| Close |
1.0404 |
1.0431 |
0.0027 |
0.3% |
1.0418 |
| Range |
0.0049 |
0.0080 |
0.0031 |
63.3% |
0.0115 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.1% |
0.0000 |
| Volume |
13,087 |
24,375 |
11,288 |
86.3% |
93,671 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0619 |
1.0475 |
|
| R3 |
1.0568 |
1.0539 |
1.0453 |
|
| R2 |
1.0488 |
1.0488 |
1.0446 |
|
| R1 |
1.0459 |
1.0459 |
1.0438 |
1.0474 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0415 |
| S1 |
1.0379 |
1.0379 |
1.0424 |
1.0394 |
| S2 |
1.0328 |
1.0328 |
1.0416 |
|
| S3 |
1.0248 |
1.0299 |
1.0409 |
|
| S4 |
1.0168 |
1.0219 |
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 |
1.0462 |
1.0356 |
0.0106 |
1.0% |
0.0065 |
0.6% |
71% |
False |
True |
22,173 |
| 10 |
1.0519 |
1.0330 |
0.0189 |
1.8% |
0.0071 |
0.7% |
53% |
False |
False |
26,961 |
| 20 |
1.0519 |
1.0296 |
0.0223 |
2.1% |
0.0062 |
0.6% |
61% |
False |
False |
22,536 |
| 40 |
1.0519 |
1.0061 |
0.0458 |
4.4% |
0.0064 |
0.6% |
81% |
False |
False |
11,765 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0061 |
0.6% |
84% |
False |
False |
7,847 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0058 |
0.6% |
84% |
False |
False |
5,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0776 |
|
2.618 |
1.0645 |
|
1.618 |
1.0565 |
|
1.000 |
1.0516 |
|
0.618 |
1.0485 |
|
HIGH |
1.0436 |
|
0.618 |
1.0405 |
|
0.500 |
1.0396 |
|
0.382 |
1.0387 |
|
LOW |
1.0356 |
|
0.618 |
1.0307 |
|
1.000 |
1.0276 |
|
1.618 |
1.0227 |
|
2.618 |
1.0147 |
|
4.250 |
1.0016 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0424 |
| PP |
1.0408 |
1.0416 |
| S1 |
1.0396 |
1.0409 |
|