CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0619 |
1.0597 |
-0.0022 |
-0.2% |
1.0418 |
| High |
1.0625 |
1.0613 |
-0.0012 |
-0.1% |
1.0633 |
| Low |
1.0591 |
1.0534 |
-0.0057 |
-0.5% |
1.0387 |
| Close |
1.0606 |
1.0548 |
-0.0058 |
-0.5% |
1.0631 |
| Range |
0.0034 |
0.0079 |
0.0045 |
132.4% |
0.0246 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
26,520 |
26,193 |
-327 |
-1.2% |
158,723 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0754 |
1.0591 |
|
| R3 |
1.0723 |
1.0675 |
1.0570 |
|
| R2 |
1.0644 |
1.0644 |
1.0562 |
|
| R1 |
1.0596 |
1.0596 |
1.0555 |
1.0581 |
| PP |
1.0565 |
1.0565 |
1.0565 |
1.0557 |
| S1 |
1.0517 |
1.0517 |
1.0541 |
1.0502 |
| S2 |
1.0486 |
1.0486 |
1.0534 |
|
| S3 |
1.0407 |
1.0438 |
1.0526 |
|
| S4 |
1.0328 |
1.0359 |
1.0505 |
|
|
| 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% |
0.0085 |
0.8% |
65% |
False |
False |
30,585 |
| 10 |
1.0633 |
1.0349 |
0.0284 |
2.7% |
0.0084 |
0.8% |
70% |
False |
False |
29,004 |
| 20 |
1.0633 |
1.0330 |
0.0303 |
2.9% |
0.0078 |
0.7% |
72% |
False |
False |
27,982 |
| 40 |
1.0633 |
1.0269 |
0.0364 |
3.5% |
0.0067 |
0.6% |
77% |
False |
False |
18,994 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0067 |
0.6% |
87% |
False |
False |
12,679 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0062 |
0.6% |
87% |
False |
False |
9,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0949 |
|
2.618 |
1.0820 |
|
1.618 |
1.0741 |
|
1.000 |
1.0692 |
|
0.618 |
1.0662 |
|
HIGH |
1.0613 |
|
0.618 |
1.0583 |
|
0.500 |
1.0574 |
|
0.382 |
1.0564 |
|
LOW |
1.0534 |
|
0.618 |
1.0485 |
|
1.000 |
1.0455 |
|
1.618 |
1.0406 |
|
2.618 |
1.0327 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0574 |
1.0584 |
| PP |
1.0565 |
1.0572 |
| S1 |
1.0557 |
1.0560 |
|