CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0418 |
1.0428 |
0.0010 |
0.1% |
1.0421 |
| High |
1.0465 |
1.0542 |
0.0077 |
0.7% |
1.0457 |
| Low |
1.0393 |
1.0420 |
0.0027 |
0.3% |
1.0349 |
| Close |
1.0436 |
1.0517 |
0.0081 |
0.8% |
1.0416 |
| Range |
0.0072 |
0.0122 |
0.0050 |
69.4% |
0.0108 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.2% |
0.0000 |
| Volume |
24,266 |
34,243 |
9,977 |
41.1% |
116,073 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0810 |
1.0584 |
|
| R3 |
1.0737 |
1.0688 |
1.0551 |
|
| R2 |
1.0615 |
1.0615 |
1.0539 |
|
| R1 |
1.0566 |
1.0566 |
1.0528 |
1.0591 |
| PP |
1.0493 |
1.0493 |
1.0493 |
1.0505 |
| S1 |
1.0444 |
1.0444 |
1.0506 |
1.0469 |
| S2 |
1.0371 |
1.0371 |
1.0495 |
|
| S3 |
1.0249 |
1.0322 |
1.0483 |
|
| S4 |
1.0127 |
1.0200 |
1.0450 |
|
|
| 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 |
1.0542 |
1.0349 |
0.0193 |
1.8% |
0.0082 |
0.8% |
87% |
True |
False |
27,424 |
| 10 |
1.0542 |
1.0349 |
0.0193 |
1.8% |
0.0074 |
0.7% |
87% |
True |
False |
24,798 |
| 20 |
1.0542 |
1.0299 |
0.0243 |
2.3% |
0.0067 |
0.6% |
90% |
True |
False |
25,076 |
| 40 |
1.0542 |
1.0269 |
0.0273 |
2.6% |
0.0064 |
0.6% |
91% |
True |
False |
15,182 |
| 60 |
1.0542 |
0.9977 |
0.0565 |
5.4% |
0.0064 |
0.6% |
96% |
True |
False |
10,131 |
| 80 |
1.0542 |
0.9977 |
0.0565 |
5.4% |
0.0060 |
0.6% |
96% |
True |
False |
7,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1061 |
|
2.618 |
1.0861 |
|
1.618 |
1.0739 |
|
1.000 |
1.0664 |
|
0.618 |
1.0617 |
|
HIGH |
1.0542 |
|
0.618 |
1.0495 |
|
0.500 |
1.0481 |
|
0.382 |
1.0467 |
|
LOW |
1.0420 |
|
0.618 |
1.0345 |
|
1.000 |
1.0298 |
|
1.618 |
1.0223 |
|
2.618 |
1.0101 |
|
4.250 |
0.9902 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0505 |
1.0493 |
| PP |
1.0493 |
1.0469 |
| S1 |
1.0481 |
1.0446 |
|