CME Swiss Franc Future September 2017
Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1.0551 |
1.0619 |
0.0068 |
0.6% |
1.0418 |
High |
1.0633 |
1.0625 |
-0.0008 |
-0.1% |
1.0633 |
Low |
1.0539 |
1.0591 |
0.0052 |
0.5% |
1.0387 |
Close |
1.0631 |
1.0606 |
-0.0025 |
-0.2% |
1.0631 |
Range |
0.0094 |
0.0034 |
-0.0060 |
-63.8% |
0.0246 |
ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
27,425 |
26,520 |
-905 |
-3.3% |
158,723 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0709 |
1.0692 |
1.0625 |
|
R3 |
1.0675 |
1.0658 |
1.0615 |
|
R2 |
1.0641 |
1.0641 |
1.0612 |
|
R1 |
1.0624 |
1.0624 |
1.0609 |
1.0616 |
PP |
1.0607 |
1.0607 |
1.0607 |
1.0603 |
S1 |
1.0590 |
1.0590 |
1.0603 |
1.0582 |
S2 |
1.0573 |
1.0573 |
1.0600 |
|
S3 |
1.0539 |
1.0556 |
1.0597 |
|
S4 |
1.0505 |
1.0522 |
1.0587 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1288 |
1.1206 |
1.0766 |
|
R3 |
1.1042 |
1.0960 |
1.0699 |
|
R2 |
1.0796 |
1.0796 |
1.0676 |
|
R1 |
1.0714 |
1.0714 |
1.0654 |
1.0755 |
PP |
1.0550 |
1.0550 |
1.0550 |
1.0571 |
S1 |
1.0468 |
1.0468 |
1.0608 |
1.0509 |
S2 |
1.0304 |
1.0304 |
1.0586 |
|
S3 |
1.0058 |
1.0222 |
1.0563 |
|
S4 |
0.9812 |
0.9976 |
1.0496 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0633 |
1.0387 |
0.0246 |
2.3% |
0.0094 |
0.9% |
89% |
False |
False |
32,195 |
10 |
1.0633 |
1.0349 |
0.0284 |
2.7% |
0.0084 |
0.8% |
90% |
False |
False |
28,822 |
20 |
1.0633 |
1.0324 |
0.0309 |
2.9% |
0.0076 |
0.7% |
91% |
False |
False |
27,874 |
40 |
1.0633 |
1.0269 |
0.0364 |
3.4% |
0.0067 |
0.6% |
93% |
False |
False |
18,341 |
60 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0066 |
0.6% |
96% |
False |
False |
12,243 |
80 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0061 |
0.6% |
96% |
False |
False |
9,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0770 |
2.618 |
1.0714 |
1.618 |
1.0680 |
1.000 |
1.0659 |
0.618 |
1.0646 |
HIGH |
1.0625 |
0.618 |
1.0612 |
0.500 |
1.0608 |
0.382 |
1.0604 |
LOW |
1.0591 |
0.618 |
1.0570 |
1.000 |
1.0557 |
1.618 |
1.0536 |
2.618 |
1.0502 |
4.250 |
1.0447 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0608 |
1.0574 |
PP |
1.0607 |
1.0542 |
S1 |
1.0607 |
1.0510 |
|