CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0303 |
-0.0005 |
0.0% |
1.0304 |
| High |
1.0328 |
1.0386 |
0.0058 |
0.6% |
1.0461 |
| Low |
1.0268 |
1.0261 |
-0.0007 |
-0.1% |
1.0258 |
| Close |
1.0298 |
1.0367 |
0.0069 |
0.7% |
1.0427 |
| Range |
0.0060 |
0.0125 |
0.0065 |
108.3% |
0.0203 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.8% |
0.0000 |
| Volume |
25,613 |
32,461 |
6,848 |
26.7% |
154,094 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0665 |
1.0436 |
|
| R3 |
1.0588 |
1.0540 |
1.0401 |
|
| R2 |
1.0463 |
1.0463 |
1.0390 |
|
| R1 |
1.0415 |
1.0415 |
1.0378 |
1.0439 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0350 |
| S1 |
1.0290 |
1.0290 |
1.0356 |
1.0314 |
| S2 |
1.0213 |
1.0213 |
1.0344 |
|
| S3 |
1.0088 |
1.0165 |
1.0333 |
|
| S4 |
0.9963 |
1.0040 |
1.0298 |
|
|
| 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 |
1.0261 |
0.0200 |
1.9% |
0.0087 |
0.8% |
53% |
False |
True |
30,417 |
| 10 |
1.0461 |
1.0258 |
0.0203 |
2.0% |
0.0083 |
0.8% |
54% |
False |
False |
30,984 |
| 20 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0091 |
0.9% |
29% |
False |
False |
34,267 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0079 |
0.8% |
29% |
False |
False |
29,793 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0072 |
0.7% |
29% |
False |
False |
21,938 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0070 |
0.7% |
59% |
False |
False |
16,462 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0066 |
0.6% |
59% |
False |
False |
13,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0917 |
|
2.618 |
1.0713 |
|
1.618 |
1.0588 |
|
1.000 |
1.0511 |
|
0.618 |
1.0463 |
|
HIGH |
1.0386 |
|
0.618 |
1.0338 |
|
0.500 |
1.0324 |
|
0.382 |
1.0309 |
|
LOW |
1.0261 |
|
0.618 |
1.0184 |
|
1.000 |
1.0136 |
|
1.618 |
1.0059 |
|
2.618 |
0.9934 |
|
4.250 |
0.9730 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0353 |
1.0358 |
| PP |
1.0338 |
1.0349 |
| S1 |
1.0324 |
1.0341 |
|