CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0380 |
1.0418 |
0.0038 |
0.4% |
1.0421 |
| High |
1.0426 |
1.0465 |
0.0039 |
0.4% |
1.0457 |
| Low |
1.0349 |
1.0393 |
0.0044 |
0.4% |
1.0349 |
| Close |
1.0416 |
1.0436 |
0.0020 |
0.2% |
1.0416 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0108 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.8% |
0.0000 |
| Volume |
25,403 |
24,266 |
-1,137 |
-4.5% |
116,073 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0614 |
1.0476 |
|
| R3 |
1.0575 |
1.0542 |
1.0456 |
|
| R2 |
1.0503 |
1.0503 |
1.0449 |
|
| R1 |
1.0470 |
1.0470 |
1.0443 |
1.0487 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0440 |
| S1 |
1.0398 |
1.0398 |
1.0429 |
1.0415 |
| S2 |
1.0359 |
1.0359 |
1.0423 |
|
| S3 |
1.0287 |
1.0326 |
1.0416 |
|
| S4 |
1.0215 |
1.0254 |
1.0396 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0682 |
1.0475 |
|
| R3 |
1.0623 |
1.0574 |
1.0446 |
|
| R2 |
1.0515 |
1.0515 |
1.0436 |
|
| R1 |
1.0466 |
1.0466 |
1.0426 |
1.0437 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0393 |
| S1 |
1.0358 |
1.0358 |
1.0406 |
1.0329 |
| S2 |
1.0299 |
1.0299 |
1.0396 |
|
| S3 |
1.0191 |
1.0250 |
1.0386 |
|
| S4 |
1.0083 |
1.0142 |
1.0357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0465 |
1.0349 |
0.0116 |
1.1% |
0.0074 |
0.7% |
75% |
True |
False |
25,450 |
| 10 |
1.0483 |
1.0349 |
0.0134 |
1.3% |
0.0068 |
0.6% |
65% |
False |
False |
23,401 |
| 20 |
1.0519 |
1.0299 |
0.0220 |
2.1% |
0.0064 |
0.6% |
62% |
False |
False |
24,373 |
| 40 |
1.0519 |
1.0269 |
0.0250 |
2.4% |
0.0063 |
0.6% |
67% |
False |
False |
14,329 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0063 |
0.6% |
85% |
False |
False |
9,560 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0059 |
0.6% |
85% |
False |
False |
7,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0771 |
|
2.618 |
1.0653 |
|
1.618 |
1.0581 |
|
1.000 |
1.0537 |
|
0.618 |
1.0509 |
|
HIGH |
1.0465 |
|
0.618 |
1.0437 |
|
0.500 |
1.0429 |
|
0.382 |
1.0421 |
|
LOW |
1.0393 |
|
0.618 |
1.0349 |
|
1.000 |
1.0321 |
|
1.618 |
1.0277 |
|
2.618 |
1.0205 |
|
4.250 |
1.0087 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0426 |
| PP |
1.0431 |
1.0417 |
| S1 |
1.0429 |
1.0407 |
|