CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0373 |
1.0388 |
0.0015 |
0.1% |
1.0619 |
| High |
1.0413 |
1.0394 |
-0.0019 |
-0.2% |
1.0625 |
| Low |
1.0358 |
1.0325 |
-0.0033 |
-0.3% |
1.0312 |
| Close |
1.0381 |
1.0338 |
-0.0043 |
-0.4% |
1.0362 |
| Range |
0.0055 |
0.0069 |
0.0014 |
25.5% |
0.0313 |
| ATR |
0.0084 |
0.0082 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
31,087 |
33,548 |
2,461 |
7.9% |
194,169 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0559 |
1.0518 |
1.0376 |
|
| R3 |
1.0490 |
1.0449 |
1.0357 |
|
| R2 |
1.0421 |
1.0421 |
1.0351 |
|
| R1 |
1.0380 |
1.0380 |
1.0344 |
1.0366 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0346 |
| S1 |
1.0311 |
1.0311 |
1.0332 |
1.0297 |
| S2 |
1.0283 |
1.0283 |
1.0325 |
|
| S3 |
1.0214 |
1.0242 |
1.0319 |
|
| S4 |
1.0145 |
1.0173 |
1.0300 |
|
|
| 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 |
1.0571 |
1.0312 |
0.0259 |
2.5% |
0.0099 |
1.0% |
10% |
False |
False |
40,969 |
| 10 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0100 |
1.0% |
8% |
False |
False |
37,549 |
| 20 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0085 |
0.8% |
8% |
False |
False |
30,710 |
| 40 |
1.0633 |
1.0296 |
0.0337 |
3.3% |
0.0072 |
0.7% |
12% |
False |
False |
25,034 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
55% |
False |
False |
16,784 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0066 |
0.6% |
55% |
False |
False |
12,591 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0063 |
0.6% |
55% |
False |
False |
10,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0687 |
|
2.618 |
1.0575 |
|
1.618 |
1.0506 |
|
1.000 |
1.0463 |
|
0.618 |
1.0437 |
|
HIGH |
1.0394 |
|
0.618 |
1.0368 |
|
0.500 |
1.0360 |
|
0.382 |
1.0351 |
|
LOW |
1.0325 |
|
0.618 |
1.0282 |
|
1.000 |
1.0256 |
|
1.618 |
1.0213 |
|
2.618 |
1.0144 |
|
4.250 |
1.0032 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0360 |
1.0369 |
| PP |
1.0352 |
1.0359 |
| S1 |
1.0345 |
1.0348 |
|