CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0428 |
1.0515 |
0.0087 |
0.8% |
1.0421 |
| High |
1.0542 |
1.0534 |
-0.0008 |
-0.1% |
1.0457 |
| Low |
1.0420 |
1.0500 |
0.0080 |
0.8% |
1.0349 |
| Close |
1.0517 |
1.0509 |
-0.0008 |
-0.1% |
1.0416 |
| Range |
0.0122 |
0.0034 |
-0.0088 |
-72.1% |
0.0108 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
34,243 |
23,803 |
-10,440 |
-30.5% |
116,073 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0616 |
1.0597 |
1.0528 |
|
| R3 |
1.0582 |
1.0563 |
1.0518 |
|
| R2 |
1.0548 |
1.0548 |
1.0515 |
|
| R1 |
1.0529 |
1.0529 |
1.0512 |
1.0522 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0511 |
| S1 |
1.0495 |
1.0495 |
1.0506 |
1.0488 |
| S2 |
1.0480 |
1.0480 |
1.0503 |
|
| S3 |
1.0446 |
1.0461 |
1.0500 |
|
| S4 |
1.0412 |
1.0427 |
1.0490 |
|
|
| 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% |
0.0076 |
0.7% |
83% |
False |
False |
27,080 |
| 10 |
1.0542 |
1.0349 |
0.0193 |
1.8% |
0.0070 |
0.7% |
83% |
False |
False |
23,871 |
| 20 |
1.0542 |
1.0312 |
0.0230 |
2.2% |
0.0067 |
0.6% |
86% |
False |
False |
25,320 |
| 40 |
1.0542 |
1.0269 |
0.0273 |
2.6% |
0.0063 |
0.6% |
88% |
False |
False |
15,774 |
| 60 |
1.0542 |
0.9977 |
0.0565 |
5.4% |
0.0063 |
0.6% |
94% |
False |
False |
10,527 |
| 80 |
1.0542 |
0.9977 |
0.0565 |
5.4% |
0.0060 |
0.6% |
94% |
False |
False |
7,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0679 |
|
2.618 |
1.0623 |
|
1.618 |
1.0589 |
|
1.000 |
1.0568 |
|
0.618 |
1.0555 |
|
HIGH |
1.0534 |
|
0.618 |
1.0521 |
|
0.500 |
1.0517 |
|
0.382 |
1.0513 |
|
LOW |
1.0500 |
|
0.618 |
1.0479 |
|
1.000 |
1.0466 |
|
1.618 |
1.0445 |
|
2.618 |
1.0411 |
|
4.250 |
1.0356 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0517 |
1.0495 |
| PP |
1.0514 |
1.0481 |
| S1 |
1.0512 |
1.0468 |
|