CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0388 |
1.0334 |
-0.0054 |
-0.5% |
1.0619 |
| High |
1.0394 |
1.0367 |
-0.0027 |
-0.3% |
1.0625 |
| Low |
1.0325 |
1.0317 |
-0.0008 |
-0.1% |
1.0312 |
| Close |
1.0338 |
1.0344 |
0.0006 |
0.1% |
1.0362 |
| Range |
0.0069 |
0.0050 |
-0.0019 |
-27.5% |
0.0313 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
33,548 |
31,435 |
-2,113 |
-6.3% |
194,169 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0468 |
1.0372 |
|
| R3 |
1.0443 |
1.0418 |
1.0358 |
|
| R2 |
1.0393 |
1.0393 |
1.0353 |
|
| R1 |
1.0368 |
1.0368 |
1.0349 |
1.0381 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0349 |
| S1 |
1.0318 |
1.0318 |
1.0339 |
1.0331 |
| S2 |
1.0293 |
1.0293 |
1.0335 |
|
| S3 |
1.0243 |
1.0268 |
1.0330 |
|
| S4 |
1.0193 |
1.0218 |
1.0317 |
|
|
| 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 |
1.0414 |
1.0312 |
0.0102 |
1.0% |
0.0072 |
0.7% |
31% |
False |
False |
37,802 |
| 10 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0086 |
0.8% |
10% |
False |
False |
35,794 |
| 20 |
1.0633 |
1.0312 |
0.0321 |
3.1% |
0.0084 |
0.8% |
10% |
False |
False |
31,243 |
| 40 |
1.0633 |
1.0296 |
0.0337 |
3.3% |
0.0072 |
0.7% |
14% |
False |
False |
25,801 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0070 |
0.7% |
56% |
False |
False |
17,308 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0066 |
0.6% |
56% |
False |
False |
12,983 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0063 |
0.6% |
56% |
False |
False |
10,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0580 |
|
2.618 |
1.0498 |
|
1.618 |
1.0448 |
|
1.000 |
1.0417 |
|
0.618 |
1.0398 |
|
HIGH |
1.0367 |
|
0.618 |
1.0348 |
|
0.500 |
1.0342 |
|
0.382 |
1.0336 |
|
LOW |
1.0317 |
|
0.618 |
1.0286 |
|
1.000 |
1.0267 |
|
1.618 |
1.0236 |
|
2.618 |
1.0186 |
|
4.250 |
1.0105 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0343 |
1.0365 |
| PP |
1.0343 |
1.0358 |
| S1 |
1.0342 |
1.0351 |
|