CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0419 |
-0.0006 |
-0.1% |
1.0375 |
| High |
1.0441 |
1.0462 |
0.0021 |
0.2% |
1.0519 |
| Low |
1.0368 |
1.0397 |
0.0029 |
0.3% |
1.0324 |
| Close |
1.0409 |
1.0452 |
0.0043 |
0.4% |
1.0478 |
| Range |
0.0073 |
0.0065 |
-0.0008 |
-11.0% |
0.0195 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
| Volume |
33,075 |
20,776 |
-12,299 |
-37.2% |
162,494 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0607 |
1.0488 |
|
| R3 |
1.0567 |
1.0542 |
1.0470 |
|
| R2 |
1.0502 |
1.0502 |
1.0464 |
|
| R1 |
1.0477 |
1.0477 |
1.0458 |
1.0490 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0443 |
| S1 |
1.0412 |
1.0412 |
1.0446 |
1.0425 |
| S2 |
1.0372 |
1.0372 |
1.0440 |
|
| S3 |
1.0307 |
1.0347 |
1.0434 |
|
| S4 |
1.0242 |
1.0282 |
1.0416 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0947 |
1.0585 |
|
| R3 |
1.0830 |
1.0752 |
1.0532 |
|
| R2 |
1.0635 |
1.0635 |
1.0514 |
|
| R1 |
1.0557 |
1.0557 |
1.0496 |
1.0596 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0460 |
| S1 |
1.0362 |
1.0362 |
1.0460 |
1.0401 |
| S2 |
1.0245 |
1.0245 |
1.0442 |
|
| S3 |
1.0050 |
1.0167 |
1.0424 |
|
| S4 |
0.9855 |
0.9972 |
1.0371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0519 |
1.0368 |
0.0151 |
1.4% |
0.0060 |
0.6% |
56% |
False |
False |
25,761 |
| 10 |
1.0519 |
1.0321 |
0.0198 |
1.9% |
0.0067 |
0.6% |
66% |
False |
False |
27,300 |
| 20 |
1.0519 |
1.0296 |
0.0223 |
2.1% |
0.0060 |
0.6% |
70% |
False |
False |
20,360 |
| 40 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0063 |
0.6% |
88% |
False |
False |
10,341 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0061 |
0.6% |
88% |
False |
False |
6,897 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0058 |
0.6% |
88% |
False |
False |
5,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0738 |
|
2.618 |
1.0632 |
|
1.618 |
1.0567 |
|
1.000 |
1.0527 |
|
0.618 |
1.0502 |
|
HIGH |
1.0462 |
|
0.618 |
1.0437 |
|
0.500 |
1.0430 |
|
0.382 |
1.0422 |
|
LOW |
1.0397 |
|
0.618 |
1.0357 |
|
1.000 |
1.0332 |
|
1.618 |
1.0292 |
|
2.618 |
1.0227 |
|
4.250 |
1.0121 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0445 |
1.0443 |
| PP |
1.0437 |
1.0434 |
| S1 |
1.0430 |
1.0426 |
|