CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0357 |
1.0439 |
0.0082 |
0.8% |
1.0380 |
| High |
1.0446 |
1.0490 |
0.0044 |
0.4% |
1.0517 |
| Low |
1.0322 |
1.0392 |
0.0070 |
0.7% |
1.0319 |
| Close |
1.0428 |
1.0475 |
0.0047 |
0.5% |
1.0488 |
| Range |
0.0124 |
0.0098 |
-0.0026 |
-21.0% |
0.0198 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.6% |
0.0000 |
| Volume |
63 |
78 |
15 |
23.8% |
679 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0746 |
1.0709 |
1.0529 |
|
| R3 |
1.0648 |
1.0611 |
1.0502 |
|
| R2 |
1.0550 |
1.0550 |
1.0493 |
|
| R1 |
1.0513 |
1.0513 |
1.0484 |
1.0532 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0462 |
| S1 |
1.0415 |
1.0415 |
1.0466 |
1.0434 |
| S2 |
1.0354 |
1.0354 |
1.0457 |
|
| S3 |
1.0256 |
1.0317 |
1.0448 |
|
| S4 |
1.0158 |
1.0219 |
1.0421 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0960 |
1.0597 |
|
| R3 |
1.0837 |
1.0762 |
1.0542 |
|
| R2 |
1.0639 |
1.0639 |
1.0524 |
|
| R1 |
1.0564 |
1.0564 |
1.0506 |
1.0602 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0460 |
| S1 |
1.0366 |
1.0366 |
1.0470 |
1.0404 |
| S2 |
1.0243 |
1.0243 |
1.0452 |
|
| S3 |
1.0045 |
1.0168 |
1.0434 |
|
| S4 |
0.9847 |
0.9970 |
1.0379 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0907 |
|
2.618 |
1.0747 |
|
1.618 |
1.0649 |
|
1.000 |
1.0588 |
|
0.618 |
1.0551 |
|
HIGH |
1.0490 |
|
0.618 |
1.0453 |
|
0.500 |
1.0441 |
|
0.382 |
1.0429 |
|
LOW |
1.0392 |
|
0.618 |
1.0331 |
|
1.000 |
1.0294 |
|
1.618 |
1.0233 |
|
2.618 |
1.0135 |
|
4.250 |
0.9976 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0464 |
1.0452 |
| PP |
1.0452 |
1.0429 |
| S1 |
1.0441 |
1.0406 |
|