CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0597 |
1.0537 |
-0.0060 |
-0.6% |
1.0418 |
| High |
1.0613 |
1.0563 |
-0.0050 |
-0.5% |
1.0633 |
| Low |
1.0534 |
1.0458 |
-0.0076 |
-0.7% |
1.0387 |
| Close |
1.0548 |
1.0528 |
-0.0020 |
-0.2% |
1.0631 |
| Range |
0.0079 |
0.0105 |
0.0026 |
32.9% |
0.0246 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.9% |
0.0000 |
| Volume |
26,193 |
41,524 |
15,331 |
58.5% |
158,723 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0785 |
1.0586 |
|
| R3 |
1.0726 |
1.0680 |
1.0557 |
|
| R2 |
1.0621 |
1.0621 |
1.0547 |
|
| R1 |
1.0575 |
1.0575 |
1.0538 |
1.0546 |
| PP |
1.0516 |
1.0516 |
1.0516 |
1.0502 |
| S1 |
1.0470 |
1.0470 |
1.0518 |
1.0441 |
| S2 |
1.0411 |
1.0411 |
1.0509 |
|
| S3 |
1.0306 |
1.0365 |
1.0499 |
|
| S4 |
1.0201 |
1.0260 |
1.0470 |
|
|
| 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% |
0.0100 |
0.9% |
57% |
False |
False |
34,129 |
| 10 |
1.0633 |
1.0349 |
0.0284 |
2.7% |
0.0088 |
0.8% |
63% |
False |
False |
30,605 |
| 20 |
1.0633 |
1.0349 |
0.0284 |
2.7% |
0.0075 |
0.7% |
63% |
False |
False |
28,207 |
| 40 |
1.0633 |
1.0296 |
0.0337 |
3.2% |
0.0068 |
0.6% |
69% |
False |
False |
20,028 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0068 |
0.6% |
84% |
False |
False |
13,371 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0063 |
0.6% |
84% |
False |
False |
10,032 |
| 100 |
1.0633 |
0.9962 |
0.0671 |
6.4% |
0.0059 |
0.6% |
84% |
False |
False |
8,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1009 |
|
2.618 |
1.0838 |
|
1.618 |
1.0733 |
|
1.000 |
1.0668 |
|
0.618 |
1.0628 |
|
HIGH |
1.0563 |
|
0.618 |
1.0523 |
|
0.500 |
1.0511 |
|
0.382 |
1.0498 |
|
LOW |
1.0458 |
|
0.618 |
1.0393 |
|
1.000 |
1.0353 |
|
1.618 |
1.0288 |
|
2.618 |
1.0183 |
|
4.250 |
1.0012 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0522 |
1.0542 |
| PP |
1.0516 |
1.0537 |
| S1 |
1.0511 |
1.0533 |
|