CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0391 |
-0.0165 |
-1.6% |
1.0619 |
| High |
1.0571 |
1.0414 |
-0.0157 |
-1.5% |
1.0625 |
| Low |
1.0382 |
1.0312 |
-0.0070 |
-0.7% |
1.0312 |
| Close |
1.0403 |
1.0362 |
-0.0041 |
-0.4% |
1.0362 |
| Range |
0.0189 |
0.0102 |
-0.0087 |
-46.0% |
0.0313 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.5% |
0.0000 |
| Volume |
47,270 |
52,662 |
5,392 |
11.4% |
194,169 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0669 |
1.0617 |
1.0418 |
|
| R3 |
1.0567 |
1.0515 |
1.0390 |
|
| R2 |
1.0465 |
1.0465 |
1.0381 |
|
| R1 |
1.0413 |
1.0413 |
1.0371 |
1.0388 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0350 |
| S1 |
1.0311 |
1.0311 |
1.0353 |
1.0286 |
| S2 |
1.0261 |
1.0261 |
1.0343 |
|
| S3 |
1.0159 |
1.0209 |
1.0334 |
|
| S4 |
1.0057 |
1.0107 |
1.0306 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1180 |
1.0534 |
|
| R3 |
1.1059 |
1.0867 |
1.0448 |
|
| R2 |
1.0746 |
1.0746 |
1.0419 |
|
| R1 |
1.0554 |
1.0554 |
1.0391 |
1.0494 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0403 |
| S1 |
1.0241 |
1.0241 |
1.0333 |
1.0181 |
| S2 |
1.0120 |
1.0120 |
1.0305 |
|
| S3 |
0.9807 |
0.9928 |
1.0276 |
|
| S4 |
0.9494 |
0.9615 |
1.0190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0625 |
1.0312 |
0.0313 |
3.0% |
0.0102 |
1.0% |
16% |
False |
True |
38,833 |
| 10 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0102 |
1.0% |
16% |
False |
True |
35,289 |
| 20 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0084 |
0.8% |
16% |
False |
True |
29,394 |
| 40 |
1.0633 |
1.0296 |
0.0337 |
3.3% |
0.0072 |
0.7% |
20% |
False |
False |
22,465 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
59% |
False |
False |
15,037 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0066 |
0.6% |
59% |
False |
False |
11,279 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0062 |
0.6% |
59% |
False |
False |
9,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0848 |
|
2.618 |
1.0681 |
|
1.618 |
1.0579 |
|
1.000 |
1.0516 |
|
0.618 |
1.0477 |
|
HIGH |
1.0414 |
|
0.618 |
1.0375 |
|
0.500 |
1.0363 |
|
0.382 |
1.0351 |
|
LOW |
1.0312 |
|
0.618 |
1.0249 |
|
1.000 |
1.0210 |
|
1.618 |
1.0147 |
|
2.618 |
1.0045 |
|
4.250 |
0.9879 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0363 |
1.0442 |
| PP |
1.0363 |
1.0415 |
| S1 |
1.0362 |
1.0389 |
|