CME Swiss Franc Future December 2017
Trading Metrics calculated at close of trading on 31-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.0546 |
1.0458 |
-0.0088 |
-0.8% |
1.0443 |
High |
1.0558 |
1.0505 |
-0.0053 |
-0.5% |
1.0568 |
Low |
1.0443 |
1.0402 |
-0.0041 |
-0.4% |
1.0385 |
Close |
1.0455 |
1.0489 |
0.0034 |
0.3% |
1.0523 |
Range |
0.0115 |
0.0103 |
-0.0012 |
-10.4% |
0.0183 |
ATR |
0.0088 |
0.0089 |
0.0001 |
1.2% |
0.0000 |
Volume |
225 |
508 |
283 |
125.8% |
712 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0774 |
1.0735 |
1.0546 |
|
R3 |
1.0671 |
1.0632 |
1.0517 |
|
R2 |
1.0568 |
1.0568 |
1.0508 |
|
R1 |
1.0529 |
1.0529 |
1.0498 |
1.0549 |
PP |
1.0465 |
1.0465 |
1.0465 |
1.0475 |
S1 |
1.0426 |
1.0426 |
1.0480 |
1.0446 |
S2 |
1.0362 |
1.0362 |
1.0470 |
|
S3 |
1.0259 |
1.0323 |
1.0461 |
|
S4 |
1.0156 |
1.0220 |
1.0432 |
|
|
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 |
1.0402 |
0.0281 |
2.7% |
0.0113 |
1.1% |
31% |
False |
True |
313 |
10 |
1.0683 |
1.0385 |
0.0298 |
2.8% |
0.0093 |
0.9% |
35% |
False |
False |
212 |
20 |
1.0683 |
1.0319 |
0.0364 |
3.5% |
0.0088 |
0.8% |
47% |
False |
False |
157 |
40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0083 |
0.8% |
45% |
False |
False |
89 |
60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0071 |
0.7% |
45% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0943 |
2.618 |
1.0775 |
1.618 |
1.0672 |
1.000 |
1.0608 |
0.618 |
1.0569 |
HIGH |
1.0505 |
0.618 |
1.0466 |
0.500 |
1.0454 |
0.382 |
1.0441 |
LOW |
1.0402 |
0.618 |
1.0338 |
1.000 |
1.0299 |
1.618 |
1.0235 |
2.618 |
1.0132 |
4.250 |
0.9964 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0477 |
1.0543 |
PP |
1.0465 |
1.0525 |
S1 |
1.0454 |
1.0507 |
|