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 |
|