CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0391 |
1.0345 |
-0.0046 |
-0.4% |
1.0619 |
| High |
1.0414 |
1.0408 |
-0.0006 |
-0.1% |
1.0625 |
| Low |
1.0312 |
1.0326 |
0.0014 |
0.1% |
1.0312 |
| Close |
1.0362 |
1.0374 |
0.0012 |
0.1% |
1.0362 |
| Range |
0.0102 |
0.0082 |
-0.0020 |
-19.6% |
0.0313 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
52,662 |
40,280 |
-12,382 |
-23.5% |
194,169 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0577 |
1.0419 |
|
| R3 |
1.0533 |
1.0495 |
1.0397 |
|
| R2 |
1.0451 |
1.0451 |
1.0389 |
|
| R1 |
1.0413 |
1.0413 |
1.0382 |
1.0432 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0379 |
| S1 |
1.0331 |
1.0331 |
1.0366 |
1.0350 |
| S2 |
1.0287 |
1.0287 |
1.0359 |
|
| S3 |
1.0205 |
1.0249 |
1.0351 |
|
| S4 |
1.0123 |
1.0167 |
1.0329 |
|
|
| 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 |
1.0613 |
1.0312 |
0.0301 |
2.9% |
0.0111 |
1.1% |
21% |
False |
False |
41,585 |
| 10 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0103 |
1.0% |
19% |
False |
False |
36,890 |
| 20 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0085 |
0.8% |
19% |
False |
False |
30,145 |
| 40 |
1.0633 |
1.0296 |
0.0337 |
3.2% |
0.0071 |
0.7% |
23% |
False |
False |
23,454 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
61% |
False |
False |
15,708 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0066 |
0.6% |
61% |
False |
False |
11,783 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0062 |
0.6% |
61% |
False |
False |
9,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0757 |
|
2.618 |
1.0623 |
|
1.618 |
1.0541 |
|
1.000 |
1.0490 |
|
0.618 |
1.0459 |
|
HIGH |
1.0408 |
|
0.618 |
1.0377 |
|
0.500 |
1.0367 |
|
0.382 |
1.0357 |
|
LOW |
1.0326 |
|
0.618 |
1.0275 |
|
1.000 |
1.0244 |
|
1.618 |
1.0193 |
|
2.618 |
1.0111 |
|
4.250 |
0.9978 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0372 |
1.0442 |
| PP |
1.0369 |
1.0419 |
| S1 |
1.0367 |
1.0397 |
|