CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0415 |
0.0015 |
0.1% |
1.0304 |
| High |
1.0420 |
1.0461 |
0.0041 |
0.4% |
1.0461 |
| Low |
1.0359 |
1.0397 |
0.0038 |
0.4% |
1.0258 |
| Close |
1.0402 |
1.0427 |
0.0025 |
0.2% |
1.0427 |
| Range |
0.0061 |
0.0064 |
0.0003 |
4.9% |
0.0203 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
26,303 |
37,799 |
11,496 |
43.7% |
154,094 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0588 |
1.0462 |
|
| R3 |
1.0556 |
1.0524 |
1.0445 |
|
| R2 |
1.0492 |
1.0492 |
1.0439 |
|
| R1 |
1.0460 |
1.0460 |
1.0433 |
1.0476 |
| PP |
1.0428 |
1.0428 |
1.0428 |
1.0437 |
| S1 |
1.0396 |
1.0396 |
1.0421 |
1.0412 |
| S2 |
1.0364 |
1.0364 |
1.0415 |
|
| S3 |
1.0300 |
1.0332 |
1.0409 |
|
| S4 |
1.0236 |
1.0268 |
1.0392 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0912 |
1.0539 |
|
| R3 |
1.0788 |
1.0709 |
1.0483 |
|
| R2 |
1.0585 |
1.0585 |
1.0464 |
|
| R1 |
1.0506 |
1.0506 |
1.0446 |
1.0546 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0402 |
| S1 |
1.0303 |
1.0303 |
1.0408 |
1.0343 |
| S2 |
1.0179 |
1.0179 |
1.0390 |
|
| S3 |
0.9976 |
1.0100 |
1.0371 |
|
| S4 |
0.9773 |
0.9897 |
1.0315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0461 |
1.0258 |
0.0203 |
1.9% |
0.0073 |
0.7% |
83% |
True |
False |
30,818 |
| 10 |
1.0461 |
1.0258 |
0.0203 |
1.9% |
0.0072 |
0.7% |
83% |
True |
False |
32,677 |
| 20 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0087 |
0.8% |
45% |
False |
False |
33,983 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0075 |
0.7% |
45% |
False |
False |
29,156 |
| 60 |
1.0633 |
1.0257 |
0.0376 |
3.6% |
0.0071 |
0.7% |
45% |
False |
False |
20,477 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0068 |
0.7% |
69% |
False |
False |
15,362 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0064 |
0.6% |
69% |
False |
False |
12,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0733 |
|
2.618 |
1.0629 |
|
1.618 |
1.0565 |
|
1.000 |
1.0525 |
|
0.618 |
1.0501 |
|
HIGH |
1.0461 |
|
0.618 |
1.0437 |
|
0.500 |
1.0429 |
|
0.382 |
1.0421 |
|
LOW |
1.0397 |
|
0.618 |
1.0357 |
|
1.000 |
1.0333 |
|
1.618 |
1.0293 |
|
2.618 |
1.0229 |
|
4.250 |
1.0125 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0429 |
1.0410 |
| PP |
1.0428 |
1.0394 |
| S1 |
1.0428 |
1.0377 |
|