CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0397 |
1.0421 |
0.0024 |
0.2% |
1.0482 |
| High |
1.0436 |
1.0457 |
0.0021 |
0.2% |
1.0483 |
| Low |
1.0356 |
1.0394 |
0.0038 |
0.4% |
1.0368 |
| Close |
1.0431 |
1.0405 |
-0.0026 |
-0.2% |
1.0418 |
| Range |
0.0080 |
0.0063 |
-0.0017 |
-21.3% |
0.0115 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0000 |
| Volume |
24,375 |
25,521 |
1,146 |
4.7% |
93,671 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0608 |
1.0569 |
1.0440 |
|
| R3 |
1.0545 |
1.0506 |
1.0422 |
|
| R2 |
1.0482 |
1.0482 |
1.0417 |
|
| R1 |
1.0443 |
1.0443 |
1.0411 |
1.0431 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0413 |
| S1 |
1.0380 |
1.0380 |
1.0399 |
1.0368 |
| S2 |
1.0356 |
1.0356 |
1.0393 |
|
| S3 |
1.0293 |
1.0317 |
1.0388 |
|
| S4 |
1.0230 |
1.0254 |
1.0370 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0708 |
1.0481 |
|
| R3 |
1.0653 |
1.0593 |
1.0450 |
|
| R2 |
1.0538 |
1.0538 |
1.0439 |
|
| R1 |
1.0478 |
1.0478 |
1.0429 |
1.0451 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0409 |
| S1 |
1.0363 |
1.0363 |
1.0407 |
1.0336 |
| S2 |
1.0308 |
1.0308 |
1.0397 |
|
| S3 |
1.0193 |
1.0248 |
1.0386 |
|
| S4 |
1.0078 |
1.0133 |
1.0355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0462 |
1.0356 |
0.0106 |
1.0% |
0.0063 |
0.6% |
46% |
False |
False |
20,662 |
| 10 |
1.0519 |
1.0356 |
0.0163 |
1.6% |
0.0062 |
0.6% |
30% |
False |
False |
25,809 |
| 20 |
1.0519 |
1.0296 |
0.0223 |
2.1% |
0.0063 |
0.6% |
49% |
False |
False |
23,465 |
| 40 |
1.0519 |
1.0119 |
0.0400 |
3.8% |
0.0064 |
0.6% |
72% |
False |
False |
12,403 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0061 |
0.6% |
79% |
False |
False |
8,271 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0058 |
0.6% |
79% |
False |
False |
6,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0725 |
|
2.618 |
1.0622 |
|
1.618 |
1.0559 |
|
1.000 |
1.0520 |
|
0.618 |
1.0496 |
|
HIGH |
1.0457 |
|
0.618 |
1.0433 |
|
0.500 |
1.0426 |
|
0.382 |
1.0418 |
|
LOW |
1.0394 |
|
0.618 |
1.0355 |
|
1.000 |
1.0331 |
|
1.618 |
1.0292 |
|
2.618 |
1.0229 |
|
4.250 |
1.0126 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0426 |
1.0407 |
| PP |
1.0419 |
1.0406 |
| S1 |
1.0412 |
1.0406 |
|