CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0399 |
1.0380 |
-0.0019 |
-0.2% |
1.0421 |
| High |
1.0441 |
1.0426 |
-0.0015 |
-0.1% |
1.0457 |
| Low |
1.0364 |
1.0349 |
-0.0015 |
-0.1% |
1.0349 |
| Close |
1.0384 |
1.0416 |
0.0032 |
0.3% |
1.0416 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0108 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.4% |
0.0000 |
| Volume |
27,687 |
25,403 |
-2,284 |
-8.2% |
116,073 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0599 |
1.0458 |
|
| R3 |
1.0551 |
1.0522 |
1.0437 |
|
| R2 |
1.0474 |
1.0474 |
1.0430 |
|
| R1 |
1.0445 |
1.0445 |
1.0423 |
1.0460 |
| PP |
1.0397 |
1.0397 |
1.0397 |
1.0404 |
| S1 |
1.0368 |
1.0368 |
1.0409 |
1.0383 |
| S2 |
1.0320 |
1.0320 |
1.0402 |
|
| S3 |
1.0243 |
1.0291 |
1.0395 |
|
| S4 |
1.0166 |
1.0214 |
1.0374 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0682 |
1.0475 |
|
| R3 |
1.0623 |
1.0574 |
1.0446 |
|
| R2 |
1.0515 |
1.0515 |
1.0436 |
|
| R1 |
1.0466 |
1.0466 |
1.0426 |
1.0437 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0393 |
| S1 |
1.0358 |
1.0358 |
1.0406 |
1.0329 |
| S2 |
1.0299 |
1.0299 |
1.0396 |
|
| S3 |
1.0191 |
1.0250 |
1.0386 |
|
| S4 |
1.0083 |
1.0142 |
1.0357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0457 |
1.0349 |
0.0108 |
1.0% |
0.0069 |
0.7% |
62% |
False |
True |
23,214 |
| 10 |
1.0519 |
1.0349 |
0.0170 |
1.6% |
0.0066 |
0.6% |
39% |
False |
True |
23,499 |
| 20 |
1.0519 |
1.0299 |
0.0220 |
2.1% |
0.0062 |
0.6% |
53% |
False |
False |
24,330 |
| 40 |
1.0519 |
1.0257 |
0.0262 |
2.5% |
0.0063 |
0.6% |
61% |
False |
False |
13,725 |
| 60 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0062 |
0.6% |
81% |
False |
False |
9,156 |
| 80 |
1.0519 |
0.9977 |
0.0542 |
5.2% |
0.0059 |
0.6% |
81% |
False |
False |
6,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0753 |
|
2.618 |
1.0628 |
|
1.618 |
1.0551 |
|
1.000 |
1.0503 |
|
0.618 |
1.0474 |
|
HIGH |
1.0426 |
|
0.618 |
1.0397 |
|
0.500 |
1.0388 |
|
0.382 |
1.0378 |
|
LOW |
1.0349 |
|
0.618 |
1.0301 |
|
1.000 |
1.0272 |
|
1.618 |
1.0224 |
|
2.618 |
1.0147 |
|
4.250 |
1.0022 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0412 |
| PP |
1.0397 |
1.0407 |
| S1 |
1.0388 |
1.0403 |
|