CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0301 |
-0.0003 |
0.0% |
1.0345 |
| High |
1.0323 |
1.0325 |
0.0002 |
0.0% |
1.0413 |
| Low |
1.0286 |
1.0258 |
-0.0028 |
-0.3% |
1.0268 |
| Close |
1.0302 |
1.0281 |
-0.0021 |
-0.2% |
1.0304 |
| Range |
0.0037 |
0.0067 |
0.0030 |
81.1% |
0.0145 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
17,103 |
21,535 |
4,432 |
25.9% |
172,684 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0489 |
1.0452 |
1.0318 |
|
| R3 |
1.0422 |
1.0385 |
1.0299 |
|
| R2 |
1.0355 |
1.0355 |
1.0293 |
|
| R1 |
1.0318 |
1.0318 |
1.0287 |
1.0303 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0281 |
| S1 |
1.0251 |
1.0251 |
1.0275 |
1.0236 |
| S2 |
1.0221 |
1.0221 |
1.0269 |
|
| S3 |
1.0154 |
1.0184 |
1.0263 |
|
| S4 |
1.0087 |
1.0117 |
1.0244 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0679 |
1.0384 |
|
| R3 |
1.0618 |
1.0534 |
1.0344 |
|
| R2 |
1.0473 |
1.0473 |
1.0331 |
|
| R1 |
1.0389 |
1.0389 |
1.0317 |
1.0359 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0313 |
| S1 |
1.0244 |
1.0244 |
1.0291 |
1.0214 |
| S2 |
1.0183 |
1.0183 |
1.0277 |
|
| S3 |
1.0038 |
1.0099 |
1.0264 |
|
| S4 |
0.9893 |
0.9954 |
1.0224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0394 |
1.0258 |
0.0136 |
1.3% |
0.0065 |
0.6% |
17% |
False |
True |
27,991 |
| 10 |
1.0571 |
1.0258 |
0.0313 |
3.0% |
0.0086 |
0.8% |
7% |
False |
True |
35,277 |
| 20 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0085 |
0.8% |
6% |
False |
True |
32,141 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0073 |
0.7% |
6% |
False |
True |
27,339 |
| 60 |
1.0633 |
1.0061 |
0.0572 |
5.6% |
0.0071 |
0.7% |
38% |
False |
False |
18,557 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0067 |
0.7% |
46% |
False |
False |
13,920 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0063 |
0.6% |
46% |
False |
False |
11,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0610 |
|
2.618 |
1.0500 |
|
1.618 |
1.0433 |
|
1.000 |
1.0392 |
|
0.618 |
1.0366 |
|
HIGH |
1.0325 |
|
0.618 |
1.0299 |
|
0.500 |
1.0292 |
|
0.382 |
1.0284 |
|
LOW |
1.0258 |
|
0.618 |
1.0217 |
|
1.000 |
1.0191 |
|
1.618 |
1.0150 |
|
2.618 |
1.0083 |
|
4.250 |
0.9973 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0292 |
1.0313 |
| PP |
1.0288 |
1.0302 |
| S1 |
1.0285 |
1.0292 |
|