CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0515 |
1.0506 |
-0.0009 |
-0.1% |
1.0421 |
| High |
1.0534 |
1.0573 |
0.0039 |
0.4% |
1.0457 |
| Low |
1.0500 |
1.0387 |
-0.0113 |
-1.1% |
1.0349 |
| Close |
1.0509 |
1.0547 |
0.0038 |
0.4% |
1.0416 |
| Range |
0.0034 |
0.0186 |
0.0152 |
447.1% |
0.0108 |
| ATR |
0.0067 |
0.0076 |
0.0008 |
12.7% |
0.0000 |
| Volume |
23,803 |
48,986 |
25,183 |
105.8% |
116,073 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.0990 |
1.0649 |
|
| R3 |
1.0874 |
1.0804 |
1.0598 |
|
| R2 |
1.0688 |
1.0688 |
1.0581 |
|
| R1 |
1.0618 |
1.0618 |
1.0564 |
1.0653 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0520 |
| S1 |
1.0432 |
1.0432 |
1.0530 |
1.0467 |
| S2 |
1.0316 |
1.0316 |
1.0513 |
|
| S3 |
1.0130 |
1.0246 |
1.0496 |
|
| S4 |
0.9944 |
1.0060 |
1.0445 |
|
|
| 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 |
1.0573 |
1.0349 |
0.0224 |
2.1% |
0.0098 |
0.9% |
88% |
True |
False |
31,340 |
| 10 |
1.0573 |
1.0349 |
0.0224 |
2.1% |
0.0082 |
0.8% |
88% |
True |
False |
26,692 |
| 20 |
1.0573 |
1.0321 |
0.0252 |
2.4% |
0.0074 |
0.7% |
90% |
True |
False |
26,996 |
| 40 |
1.0573 |
1.0269 |
0.0304 |
2.9% |
0.0066 |
0.6% |
91% |
True |
False |
16,998 |
| 60 |
1.0573 |
0.9977 |
0.0596 |
5.7% |
0.0066 |
0.6% |
96% |
True |
False |
11,344 |
| 80 |
1.0573 |
0.9977 |
0.0596 |
5.7% |
0.0062 |
0.6% |
96% |
True |
False |
8,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1364 |
|
2.618 |
1.1060 |
|
1.618 |
1.0874 |
|
1.000 |
1.0759 |
|
0.618 |
1.0688 |
|
HIGH |
1.0573 |
|
0.618 |
1.0502 |
|
0.500 |
1.0480 |
|
0.382 |
1.0458 |
|
LOW |
1.0387 |
|
0.618 |
1.0272 |
|
1.000 |
1.0201 |
|
1.618 |
1.0086 |
|
2.618 |
0.9900 |
|
4.250 |
0.9597 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0525 |
1.0525 |
| PP |
1.0502 |
1.0502 |
| S1 |
1.0480 |
1.0480 |
|