CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0683 |
1.0657 |
-0.0026 |
-0.2% |
1.0477 |
| High |
1.0686 |
1.0675 |
-0.0011 |
-0.1% |
1.0696 |
| Low |
1.0657 |
1.0598 |
-0.0059 |
-0.6% |
1.0456 |
| Close |
1.0670 |
1.0611 |
-0.0059 |
-0.6% |
1.0696 |
| Range |
0.0029 |
0.0077 |
0.0048 |
165.5% |
0.0240 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.1% |
0.0000 |
| Volume |
13 |
41 |
28 |
215.4% |
156 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0812 |
1.0653 |
|
| R3 |
1.0782 |
1.0735 |
1.0632 |
|
| R2 |
1.0705 |
1.0705 |
1.0625 |
|
| R1 |
1.0658 |
1.0658 |
1.0618 |
1.0643 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0621 |
| S1 |
1.0581 |
1.0581 |
1.0604 |
1.0566 |
| S2 |
1.0551 |
1.0551 |
1.0597 |
|
| S3 |
1.0474 |
1.0504 |
1.0590 |
|
| S4 |
1.0397 |
1.0427 |
1.0569 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1336 |
1.1256 |
1.0828 |
|
| R3 |
1.1096 |
1.1016 |
1.0762 |
|
| R2 |
1.0856 |
1.0856 |
1.0740 |
|
| R1 |
1.0776 |
1.0776 |
1.0718 |
1.0816 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0636 |
| S1 |
1.0536 |
1.0536 |
1.0674 |
1.0576 |
| S2 |
1.0376 |
1.0376 |
1.0652 |
|
| S3 |
1.0136 |
1.0296 |
1.0630 |
|
| S4 |
0.9896 |
1.0056 |
1.0564 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1002 |
|
2.618 |
1.0877 |
|
1.618 |
1.0800 |
|
1.000 |
1.0752 |
|
0.618 |
1.0723 |
|
HIGH |
1.0675 |
|
0.618 |
1.0646 |
|
0.500 |
1.0637 |
|
0.382 |
1.0627 |
|
LOW |
1.0598 |
|
0.618 |
1.0550 |
|
1.000 |
1.0521 |
|
1.618 |
1.0473 |
|
2.618 |
1.0396 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0637 |
1.0647 |
| PP |
1.0628 |
1.0635 |
| S1 |
1.0620 |
1.0623 |
|