CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0435 |
1.0437 |
0.0002 |
0.0% |
1.0443 |
| High |
1.0471 |
1.0568 |
0.0097 |
0.9% |
1.0568 |
| Low |
1.0419 |
1.0426 |
0.0007 |
0.1% |
1.0385 |
| Close |
1.0430 |
1.0523 |
0.0093 |
0.9% |
1.0523 |
| Range |
0.0052 |
0.0142 |
0.0090 |
173.1% |
0.0183 |
| ATR |
0.0079 |
0.0083 |
0.0005 |
5.7% |
0.0000 |
| Volume |
97 |
271 |
174 |
179.4% |
712 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0869 |
1.0601 |
|
| R3 |
1.0790 |
1.0727 |
1.0562 |
|
| R2 |
1.0648 |
1.0648 |
1.0549 |
|
| R1 |
1.0585 |
1.0585 |
1.0536 |
1.0617 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0521 |
| S1 |
1.0443 |
1.0443 |
1.0510 |
1.0475 |
| S2 |
1.0364 |
1.0364 |
1.0497 |
|
| S3 |
1.0222 |
1.0301 |
1.0484 |
|
| S4 |
1.0080 |
1.0159 |
1.0445 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1041 |
1.0965 |
1.0624 |
|
| R3 |
1.0858 |
1.0782 |
1.0573 |
|
| R2 |
1.0675 |
1.0675 |
1.0557 |
|
| R1 |
1.0599 |
1.0599 |
1.0540 |
1.0637 |
| PP |
1.0492 |
1.0492 |
1.0492 |
1.0511 |
| S1 |
1.0416 |
1.0416 |
1.0506 |
1.0454 |
| S2 |
1.0309 |
1.0309 |
1.0489 |
|
| S3 |
1.0126 |
1.0233 |
1.0473 |
|
| S4 |
0.9943 |
1.0050 |
1.0422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0568 |
1.0385 |
0.0183 |
1.7% |
0.0084 |
0.8% |
75% |
True |
False |
142 |
| 10 |
1.0568 |
1.0322 |
0.0246 |
2.3% |
0.0089 |
0.8% |
82% |
True |
False |
115 |
| 20 |
1.0568 |
1.0319 |
0.0249 |
2.4% |
0.0078 |
0.7% |
82% |
True |
False |
94 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0079 |
0.7% |
54% |
False |
False |
57 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0065 |
0.6% |
54% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1172 |
|
2.618 |
1.0940 |
|
1.618 |
1.0798 |
|
1.000 |
1.0710 |
|
0.618 |
1.0656 |
|
HIGH |
1.0568 |
|
0.618 |
1.0514 |
|
0.500 |
1.0497 |
|
0.382 |
1.0480 |
|
LOW |
1.0426 |
|
0.618 |
1.0338 |
|
1.000 |
1.0284 |
|
1.618 |
1.0196 |
|
2.618 |
1.0054 |
|
4.250 |
0.9823 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0514 |
1.0508 |
| PP |
1.0506 |
1.0492 |
| S1 |
1.0497 |
1.0477 |
|