CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0334 |
1.0353 |
0.0019 |
0.2% |
1.0345 |
| High |
1.0367 |
1.0368 |
0.0001 |
0.0% |
1.0413 |
| Low |
1.0317 |
1.0268 |
-0.0049 |
-0.5% |
1.0268 |
| Close |
1.0344 |
1.0304 |
-0.0040 |
-0.4% |
1.0304 |
| Range |
0.0050 |
0.0100 |
0.0050 |
100.0% |
0.0145 |
| ATR |
0.0080 |
0.0082 |
0.0001 |
1.8% |
0.0000 |
| Volume |
31,435 |
36,334 |
4,899 |
15.6% |
172,684 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0559 |
1.0359 |
|
| R3 |
1.0513 |
1.0459 |
1.0332 |
|
| R2 |
1.0413 |
1.0413 |
1.0322 |
|
| R1 |
1.0359 |
1.0359 |
1.0313 |
1.0336 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0302 |
| S1 |
1.0259 |
1.0259 |
1.0295 |
1.0236 |
| S2 |
1.0213 |
1.0213 |
1.0286 |
|
| S3 |
1.0113 |
1.0159 |
1.0277 |
|
| S4 |
1.0013 |
1.0059 |
1.0249 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0679 |
1.0384 |
|
| R3 |
1.0618 |
1.0534 |
1.0344 |
|
| R2 |
1.0473 |
1.0473 |
1.0331 |
|
| R1 |
1.0389 |
1.0389 |
1.0317 |
1.0359 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0313 |
| S1 |
1.0244 |
1.0244 |
1.0291 |
1.0214 |
| S2 |
1.0183 |
1.0183 |
1.0277 |
|
| S3 |
1.0038 |
1.0099 |
1.0264 |
|
| S4 |
0.9893 |
0.9954 |
1.0224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0413 |
1.0268 |
0.0145 |
1.4% |
0.0071 |
0.7% |
25% |
False |
True |
34,536 |
| 10 |
1.0625 |
1.0268 |
0.0357 |
3.5% |
0.0087 |
0.8% |
10% |
False |
True |
36,685 |
| 20 |
1.0633 |
1.0268 |
0.0365 |
3.5% |
0.0086 |
0.8% |
10% |
False |
True |
32,082 |
| 40 |
1.0633 |
1.0268 |
0.0365 |
3.5% |
0.0073 |
0.7% |
10% |
False |
True |
26,690 |
| 60 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0071 |
0.7% |
50% |
False |
False |
17,913 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0067 |
0.7% |
50% |
False |
False |
13,437 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0064 |
0.6% |
50% |
False |
False |
10,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0630 |
|
1.618 |
1.0530 |
|
1.000 |
1.0468 |
|
0.618 |
1.0430 |
|
HIGH |
1.0368 |
|
0.618 |
1.0330 |
|
0.500 |
1.0318 |
|
0.382 |
1.0306 |
|
LOW |
1.0268 |
|
0.618 |
1.0206 |
|
1.000 |
1.0168 |
|
1.618 |
1.0106 |
|
2.618 |
1.0006 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0318 |
1.0331 |
| PP |
1.0313 |
1.0322 |
| S1 |
1.0309 |
1.0313 |
|