CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0506 |
1.0551 |
0.0045 |
0.4% |
1.0418 |
| High |
1.0573 |
1.0633 |
0.0060 |
0.6% |
1.0633 |
| Low |
1.0387 |
1.0539 |
0.0152 |
1.5% |
1.0387 |
| Close |
1.0547 |
1.0631 |
0.0084 |
0.8% |
1.0631 |
| Range |
0.0186 |
0.0094 |
-0.0092 |
-49.5% |
0.0246 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.7% |
0.0000 |
| Volume |
48,986 |
27,425 |
-21,561 |
-44.0% |
158,723 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0851 |
1.0683 |
|
| R3 |
1.0789 |
1.0757 |
1.0657 |
|
| R2 |
1.0695 |
1.0695 |
1.0648 |
|
| R1 |
1.0663 |
1.0663 |
1.0640 |
1.0679 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0609 |
| S1 |
1.0569 |
1.0569 |
1.0622 |
1.0585 |
| S2 |
1.0507 |
1.0507 |
1.0614 |
|
| S3 |
1.0413 |
1.0475 |
1.0605 |
|
| S4 |
1.0319 |
1.0381 |
1.0579 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1206 |
1.0766 |
|
| R3 |
1.1042 |
1.0960 |
1.0699 |
|
| R2 |
1.0796 |
1.0796 |
1.0676 |
|
| R1 |
1.0714 |
1.0714 |
1.0654 |
1.0755 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0571 |
| S1 |
1.0468 |
1.0468 |
1.0608 |
1.0509 |
| S2 |
1.0304 |
1.0304 |
1.0586 |
|
| S3 |
1.0058 |
1.0222 |
1.0563 |
|
| S4 |
0.9812 |
0.9976 |
1.0496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0633 |
1.0387 |
0.0246 |
2.3% |
0.0102 |
1.0% |
99% |
True |
False |
31,744 |
| 10 |
1.0633 |
1.0349 |
0.0284 |
2.7% |
0.0085 |
0.8% |
99% |
True |
False |
27,479 |
| 20 |
1.0633 |
1.0324 |
0.0309 |
2.9% |
0.0077 |
0.7% |
99% |
True |
False |
27,601 |
| 40 |
1.0633 |
1.0269 |
0.0364 |
3.4% |
0.0067 |
0.6% |
99% |
True |
False |
17,682 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0067 |
0.6% |
100% |
True |
False |
11,801 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0062 |
0.6% |
100% |
True |
False |
8,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1033 |
|
2.618 |
1.0879 |
|
1.618 |
1.0785 |
|
1.000 |
1.0727 |
|
0.618 |
1.0691 |
|
HIGH |
1.0633 |
|
0.618 |
1.0597 |
|
0.500 |
1.0586 |
|
0.382 |
1.0575 |
|
LOW |
1.0539 |
|
0.618 |
1.0481 |
|
1.000 |
1.0445 |
|
1.618 |
1.0387 |
|
2.618 |
1.0293 |
|
4.250 |
1.0140 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0616 |
1.0591 |
| PP |
1.0601 |
1.0550 |
| S1 |
1.0586 |
1.0510 |
|