CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0403 |
1.0435 |
0.0032 |
0.3% |
1.0461 |
| High |
1.0448 |
1.0471 |
0.0023 |
0.2% |
1.0511 |
| Low |
1.0385 |
1.0419 |
0.0034 |
0.3% |
1.0322 |
| Close |
1.0439 |
1.0430 |
-0.0009 |
-0.1% |
1.0446 |
| Range |
0.0063 |
0.0052 |
-0.0011 |
-17.5% |
0.0189 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
225 |
97 |
-128 |
-56.9% |
445 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0596 |
1.0565 |
1.0459 |
|
| R3 |
1.0544 |
1.0513 |
1.0444 |
|
| R2 |
1.0492 |
1.0492 |
1.0440 |
|
| R1 |
1.0461 |
1.0461 |
1.0435 |
1.0451 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0435 |
| S1 |
1.0409 |
1.0409 |
1.0425 |
1.0399 |
| S2 |
1.0388 |
1.0388 |
1.0420 |
|
| S3 |
1.0336 |
1.0357 |
1.0416 |
|
| S4 |
1.0284 |
1.0305 |
1.0401 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0909 |
1.0550 |
|
| R3 |
1.0804 |
1.0720 |
1.0498 |
|
| R2 |
1.0615 |
1.0615 |
1.0481 |
|
| R1 |
1.0531 |
1.0531 |
1.0463 |
1.0479 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0400 |
| S1 |
1.0342 |
1.0342 |
1.0429 |
1.0290 |
| S2 |
1.0237 |
1.0237 |
1.0411 |
|
| S3 |
1.0048 |
1.0153 |
1.0394 |
|
| S4 |
0.9859 |
0.9964 |
1.0342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0511 |
1.0385 |
0.0126 |
1.2% |
0.0073 |
0.7% |
36% |
False |
False |
110 |
| 10 |
1.0517 |
1.0322 |
0.0195 |
1.9% |
0.0081 |
0.8% |
55% |
False |
False |
118 |
| 20 |
1.0517 |
1.0319 |
0.0198 |
1.9% |
0.0076 |
0.7% |
56% |
False |
False |
81 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0076 |
0.7% |
29% |
False |
False |
50 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0063 |
0.6% |
29% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0692 |
|
2.618 |
1.0607 |
|
1.618 |
1.0555 |
|
1.000 |
1.0523 |
|
0.618 |
1.0503 |
|
HIGH |
1.0471 |
|
0.618 |
1.0451 |
|
0.500 |
1.0445 |
|
0.382 |
1.0439 |
|
LOW |
1.0419 |
|
0.618 |
1.0387 |
|
1.000 |
1.0367 |
|
1.618 |
1.0335 |
|
2.618 |
1.0283 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0445 |
1.0430 |
| PP |
1.0440 |
1.0430 |
| S1 |
1.0435 |
1.0430 |
|