CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0345 |
1.0373 |
0.0028 |
0.3% |
1.0619 |
| High |
1.0408 |
1.0413 |
0.0005 |
0.0% |
1.0625 |
| Low |
1.0326 |
1.0358 |
0.0032 |
0.3% |
1.0312 |
| Close |
1.0374 |
1.0381 |
0.0007 |
0.1% |
1.0362 |
| Range |
0.0082 |
0.0055 |
-0.0027 |
-32.9% |
0.0313 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
40,280 |
31,087 |
-9,193 |
-22.8% |
194,169 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0549 |
1.0520 |
1.0411 |
|
| R3 |
1.0494 |
1.0465 |
1.0396 |
|
| R2 |
1.0439 |
1.0439 |
1.0391 |
|
| R1 |
1.0410 |
1.0410 |
1.0386 |
1.0425 |
| PP |
1.0384 |
1.0384 |
1.0384 |
1.0391 |
| S1 |
1.0355 |
1.0355 |
1.0376 |
1.0370 |
| S2 |
1.0329 |
1.0329 |
1.0371 |
|
| S3 |
1.0274 |
1.0300 |
1.0366 |
|
| S4 |
1.0219 |
1.0245 |
1.0351 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1180 |
1.0534 |
|
| R3 |
1.1059 |
1.0867 |
1.0448 |
|
| R2 |
1.0746 |
1.0746 |
1.0419 |
|
| R1 |
1.0554 |
1.0554 |
1.0391 |
1.0494 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0403 |
| S1 |
1.0241 |
1.0241 |
1.0333 |
1.0181 |
| S2 |
1.0120 |
1.0120 |
1.0305 |
|
| S3 |
0.9807 |
0.9928 |
1.0276 |
|
| S4 |
0.9494 |
0.9615 |
1.0190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0571 |
1.0312 |
0.0259 |
2.5% |
0.0107 |
1.0% |
27% |
False |
False |
42,564 |
| 10 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0096 |
0.9% |
21% |
False |
False |
36,575 |
| 20 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0085 |
0.8% |
21% |
False |
False |
30,686 |
| 40 |
1.0633 |
1.0296 |
0.0337 |
3.2% |
0.0071 |
0.7% |
25% |
False |
False |
24,224 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
62% |
False |
False |
16,225 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0066 |
0.6% |
62% |
False |
False |
12,171 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0063 |
0.6% |
62% |
False |
False |
9,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0647 |
|
2.618 |
1.0557 |
|
1.618 |
1.0502 |
|
1.000 |
1.0468 |
|
0.618 |
1.0447 |
|
HIGH |
1.0413 |
|
0.618 |
1.0392 |
|
0.500 |
1.0386 |
|
0.382 |
1.0379 |
|
LOW |
1.0358 |
|
0.618 |
1.0324 |
|
1.000 |
1.0303 |
|
1.618 |
1.0269 |
|
2.618 |
1.0214 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0375 |
| PP |
1.0384 |
1.0369 |
| S1 |
1.0383 |
1.0363 |
|