CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0407 |
1.0383 |
-0.0024 |
-0.2% |
1.0420 |
| High |
1.0451 |
1.0434 |
-0.0017 |
-0.2% |
1.0451 |
| Low |
1.0360 |
1.0343 |
-0.0017 |
-0.2% |
1.0261 |
| Close |
1.0385 |
1.0415 |
0.0030 |
0.3% |
1.0385 |
| Range |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0190 |
| ATR |
0.0086 |
0.0087 |
0.0000 |
0.4% |
0.0000 |
| Volume |
32,397 |
19,914 |
-12,483 |
-38.5% |
151,724 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0670 |
1.0634 |
1.0465 |
|
| R3 |
1.0579 |
1.0543 |
1.0440 |
|
| R2 |
1.0488 |
1.0488 |
1.0432 |
|
| R1 |
1.0452 |
1.0452 |
1.0423 |
1.0470 |
| PP |
1.0397 |
1.0397 |
1.0397 |
1.0407 |
| S1 |
1.0361 |
1.0361 |
1.0407 |
1.0379 |
| S2 |
1.0306 |
1.0306 |
1.0398 |
|
| S3 |
1.0215 |
1.0270 |
1.0390 |
|
| S4 |
1.0124 |
1.0179 |
1.0365 |
|
|
| 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% |
0.0094 |
0.9% |
81% |
False |
False |
28,345 |
| 10 |
1.0461 |
1.0258 |
0.0203 |
1.9% |
0.0092 |
0.9% |
77% |
False |
False |
30,862 |
| 20 |
1.0613 |
1.0258 |
0.0355 |
3.4% |
0.0089 |
0.9% |
44% |
False |
False |
33,303 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0083 |
0.8% |
42% |
False |
False |
30,588 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0074 |
0.7% |
42% |
False |
False |
23,328 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0072 |
0.7% |
67% |
False |
False |
17,508 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0067 |
0.6% |
67% |
False |
False |
14,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0821 |
|
2.618 |
1.0672 |
|
1.618 |
1.0581 |
|
1.000 |
1.0525 |
|
0.618 |
1.0490 |
|
HIGH |
1.0434 |
|
0.618 |
1.0399 |
|
0.500 |
1.0389 |
|
0.382 |
1.0378 |
|
LOW |
1.0343 |
|
0.618 |
1.0287 |
|
1.000 |
1.0252 |
|
1.618 |
1.0196 |
|
2.618 |
1.0105 |
|
4.250 |
0.9956 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0406 |
1.0407 |
| PP |
1.0397 |
1.0399 |
| S1 |
1.0389 |
1.0391 |
|