CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0379 |
1.0407 |
0.0028 |
0.3% |
1.0420 |
| High |
1.0432 |
1.0451 |
0.0019 |
0.2% |
1.0451 |
| Low |
1.0331 |
1.0360 |
0.0029 |
0.3% |
1.0261 |
| Close |
1.0414 |
1.0385 |
-0.0029 |
-0.3% |
1.0385 |
| Range |
0.0101 |
0.0091 |
-0.0010 |
-9.9% |
0.0190 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.4% |
0.0000 |
| Volume |
31,341 |
32,397 |
1,056 |
3.4% |
151,724 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0672 |
1.0619 |
1.0435 |
|
| R3 |
1.0581 |
1.0528 |
1.0410 |
|
| R2 |
1.0490 |
1.0490 |
1.0402 |
|
| R1 |
1.0437 |
1.0437 |
1.0393 |
1.0418 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0389 |
| S1 |
1.0346 |
1.0346 |
1.0377 |
1.0327 |
| S2 |
1.0308 |
1.0308 |
1.0368 |
|
| S3 |
1.0217 |
1.0255 |
1.0360 |
|
| S4 |
1.0126 |
1.0164 |
1.0335 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0936 |
1.0850 |
1.0490 |
|
| R3 |
1.0746 |
1.0660 |
1.0437 |
|
| R2 |
1.0556 |
1.0556 |
1.0420 |
|
| R1 |
1.0470 |
1.0470 |
1.0402 |
1.0418 |
| PP |
1.0366 |
1.0366 |
1.0366 |
1.0340 |
| S1 |
1.0280 |
1.0280 |
1.0368 |
1.0228 |
| S2 |
1.0176 |
1.0176 |
1.0350 |
|
| S3 |
0.9986 |
1.0090 |
1.0333 |
|
| S4 |
0.9796 |
0.9900 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0451 |
1.0261 |
0.0190 |
1.8% |
0.0100 |
1.0% |
65% |
True |
False |
30,344 |
| 10 |
1.0461 |
1.0258 |
0.0203 |
2.0% |
0.0087 |
0.8% |
63% |
False |
False |
30,581 |
| 20 |
1.0625 |
1.0258 |
0.0367 |
3.5% |
0.0087 |
0.8% |
35% |
False |
False |
33,633 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0082 |
0.8% |
34% |
False |
False |
30,617 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0074 |
0.7% |
34% |
False |
False |
22,999 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0072 |
0.7% |
62% |
False |
False |
17,259 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0067 |
0.6% |
62% |
False |
False |
13,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0838 |
|
2.618 |
1.0689 |
|
1.618 |
1.0598 |
|
1.000 |
1.0542 |
|
0.618 |
1.0507 |
|
HIGH |
1.0451 |
|
0.618 |
1.0416 |
|
0.500 |
1.0406 |
|
0.382 |
1.0395 |
|
LOW |
1.0360 |
|
0.618 |
1.0304 |
|
1.000 |
1.0269 |
|
1.618 |
1.0213 |
|
2.618 |
1.0122 |
|
4.250 |
0.9973 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0406 |
1.0375 |
| PP |
1.0399 |
1.0366 |
| S1 |
1.0392 |
1.0356 |
|