CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0547 |
1.0578 |
0.0031 |
0.3% |
1.0443 |
| High |
1.0572 |
1.0683 |
0.0111 |
1.0% |
1.0568 |
| Low |
1.0515 |
1.0537 |
0.0022 |
0.2% |
1.0385 |
| Close |
1.0548 |
1.0560 |
0.0012 |
0.1% |
1.0523 |
| Range |
0.0057 |
0.0146 |
0.0089 |
156.1% |
0.0183 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
5.7% |
0.0000 |
| Volume |
162 |
403 |
241 |
148.8% |
712 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1031 |
1.0942 |
1.0640 |
|
| R3 |
1.0885 |
1.0796 |
1.0600 |
|
| R2 |
1.0739 |
1.0739 |
1.0587 |
|
| R1 |
1.0650 |
1.0650 |
1.0573 |
1.0622 |
| PP |
1.0593 |
1.0593 |
1.0593 |
1.0579 |
| S1 |
1.0504 |
1.0504 |
1.0547 |
1.0476 |
| S2 |
1.0447 |
1.0447 |
1.0533 |
|
| S3 |
1.0301 |
1.0358 |
1.0520 |
|
| S4 |
1.0155 |
1.0212 |
1.0480 |
|
|
| 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 |
1.0683 |
1.0385 |
0.0298 |
2.8% |
0.0092 |
0.9% |
59% |
True |
False |
231 |
| 10 |
1.0683 |
1.0322 |
0.0361 |
3.4% |
0.0093 |
0.9% |
66% |
True |
False |
152 |
| 20 |
1.0683 |
1.0319 |
0.0364 |
3.4% |
0.0082 |
0.8% |
66% |
True |
False |
121 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0081 |
0.8% |
64% |
False |
False |
71 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0068 |
0.6% |
64% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.1065 |
|
1.618 |
1.0919 |
|
1.000 |
1.0829 |
|
0.618 |
1.0773 |
|
HIGH |
1.0683 |
|
0.618 |
1.0627 |
|
0.500 |
1.0610 |
|
0.382 |
1.0593 |
|
LOW |
1.0537 |
|
0.618 |
1.0447 |
|
1.000 |
1.0391 |
|
1.618 |
1.0301 |
|
2.618 |
1.0155 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0610 |
1.0558 |
| PP |
1.0593 |
1.0556 |
| S1 |
1.0577 |
1.0555 |
|