CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0537 |
1.0556 |
0.0019 |
0.2% |
1.0418 |
| High |
1.0563 |
1.0571 |
0.0008 |
0.1% |
1.0633 |
| Low |
1.0458 |
1.0382 |
-0.0076 |
-0.7% |
1.0387 |
| Close |
1.0528 |
1.0403 |
-0.0125 |
-1.2% |
1.0631 |
| Range |
0.0105 |
0.0189 |
0.0084 |
80.0% |
0.0246 |
| ATR |
0.0077 |
0.0085 |
0.0008 |
10.5% |
0.0000 |
| Volume |
41,524 |
47,270 |
5,746 |
13.8% |
158,723 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1019 |
1.0900 |
1.0507 |
|
| R3 |
1.0830 |
1.0711 |
1.0455 |
|
| R2 |
1.0641 |
1.0641 |
1.0438 |
|
| R1 |
1.0522 |
1.0522 |
1.0420 |
1.0487 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0435 |
| S1 |
1.0333 |
1.0333 |
1.0386 |
1.0298 |
| S2 |
1.0263 |
1.0263 |
1.0368 |
|
| S3 |
1.0074 |
1.0144 |
1.0351 |
|
| S4 |
0.9885 |
0.9955 |
1.0299 |
|
|
| 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 |
1.0382 |
0.0251 |
2.4% |
0.0100 |
1.0% |
8% |
False |
True |
33,786 |
| 10 |
1.0633 |
1.0349 |
0.0284 |
2.7% |
0.0099 |
1.0% |
19% |
False |
False |
32,563 |
| 20 |
1.0633 |
1.0349 |
0.0284 |
2.7% |
0.0081 |
0.8% |
19% |
False |
False |
28,233 |
| 40 |
1.0633 |
1.0296 |
0.0337 |
3.2% |
0.0070 |
0.7% |
32% |
False |
False |
21,165 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0070 |
0.7% |
65% |
False |
False |
14,159 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0065 |
0.6% |
65% |
False |
False |
10,622 |
| 100 |
1.0633 |
0.9962 |
0.0671 |
6.5% |
0.0061 |
0.6% |
66% |
False |
False |
8,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1374 |
|
2.618 |
1.1066 |
|
1.618 |
1.0877 |
|
1.000 |
1.0760 |
|
0.618 |
1.0688 |
|
HIGH |
1.0571 |
|
0.618 |
1.0499 |
|
0.500 |
1.0477 |
|
0.382 |
1.0454 |
|
LOW |
1.0382 |
|
0.618 |
1.0265 |
|
1.000 |
1.0193 |
|
1.618 |
1.0076 |
|
2.618 |
0.9887 |
|
4.250 |
0.9579 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0477 |
1.0498 |
| PP |
1.0452 |
1.0466 |
| S1 |
1.0428 |
1.0435 |
|