CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0421 |
1.0399 |
-0.0022 |
-0.2% |
1.0482 |
| High |
1.0457 |
1.0441 |
-0.0016 |
-0.2% |
1.0483 |
| Low |
1.0394 |
1.0364 |
-0.0030 |
-0.3% |
1.0368 |
| Close |
1.0405 |
1.0384 |
-0.0021 |
-0.2% |
1.0418 |
| Range |
0.0063 |
0.0077 |
0.0014 |
22.2% |
0.0115 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0000 |
| Volume |
25,521 |
27,687 |
2,166 |
8.5% |
93,671 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0583 |
1.0426 |
|
| R3 |
1.0550 |
1.0506 |
1.0405 |
|
| R2 |
1.0473 |
1.0473 |
1.0398 |
|
| R1 |
1.0429 |
1.0429 |
1.0391 |
1.0413 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0388 |
| S1 |
1.0352 |
1.0352 |
1.0377 |
1.0336 |
| S2 |
1.0319 |
1.0319 |
1.0370 |
|
| S3 |
1.0242 |
1.0275 |
1.0363 |
|
| S4 |
1.0165 |
1.0198 |
1.0342 |
|
|
| 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 |
1.0461 |
1.0356 |
0.0105 |
1.0% |
0.0065 |
0.6% |
27% |
False |
False |
22,044 |
| 10 |
1.0519 |
1.0356 |
0.0163 |
1.6% |
0.0063 |
0.6% |
17% |
False |
False |
23,903 |
| 20 |
1.0519 |
1.0296 |
0.0223 |
2.1% |
0.0062 |
0.6% |
39% |
False |
False |
23,925 |
| 40 |
1.0519 |
1.0225 |
0.0294 |
2.8% |
0.0063 |
0.6% |
54% |
False |
False |
13,094 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0061 |
0.6% |
75% |
False |
False |
8,733 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0059 |
0.6% |
75% |
False |
False |
6,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0768 |
|
2.618 |
1.0643 |
|
1.618 |
1.0566 |
|
1.000 |
1.0518 |
|
0.618 |
1.0489 |
|
HIGH |
1.0441 |
|
0.618 |
1.0412 |
|
0.500 |
1.0403 |
|
0.382 |
1.0393 |
|
LOW |
1.0364 |
|
0.618 |
1.0316 |
|
1.000 |
1.0287 |
|
1.618 |
1.0239 |
|
2.618 |
1.0162 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0407 |
| PP |
1.0396 |
1.0399 |
| S1 |
1.0390 |
1.0392 |
|