CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0353 |
1.0304 |
-0.0049 |
-0.5% |
1.0345 |
| High |
1.0368 |
1.0323 |
-0.0045 |
-0.4% |
1.0413 |
| Low |
1.0268 |
1.0286 |
0.0018 |
0.2% |
1.0268 |
| Close |
1.0304 |
1.0302 |
-0.0002 |
0.0% |
1.0304 |
| Range |
0.0100 |
0.0037 |
-0.0063 |
-63.0% |
0.0145 |
| ATR |
0.0082 |
0.0078 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
36,334 |
17,103 |
-19,231 |
-52.9% |
172,684 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0395 |
1.0322 |
|
| R3 |
1.0378 |
1.0358 |
1.0312 |
|
| R2 |
1.0341 |
1.0341 |
1.0309 |
|
| R1 |
1.0321 |
1.0321 |
1.0305 |
1.0313 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0299 |
| S1 |
1.0284 |
1.0284 |
1.0299 |
1.0276 |
| S2 |
1.0267 |
1.0267 |
1.0295 |
|
| S3 |
1.0230 |
1.0247 |
1.0292 |
|
| S4 |
1.0193 |
1.0210 |
1.0282 |
|
|
| 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% |
0.0062 |
0.6% |
23% |
False |
False |
29,901 |
| 10 |
1.0613 |
1.0268 |
0.0345 |
3.3% |
0.0087 |
0.8% |
10% |
False |
False |
35,743 |
| 20 |
1.0633 |
1.0268 |
0.0365 |
3.5% |
0.0085 |
0.8% |
9% |
False |
False |
32,283 |
| 40 |
1.0633 |
1.0268 |
0.0365 |
3.5% |
0.0072 |
0.7% |
9% |
False |
False |
27,088 |
| 60 |
1.0633 |
0.9995 |
0.0638 |
6.2% |
0.0071 |
0.7% |
48% |
False |
False |
18,198 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0067 |
0.7% |
50% |
False |
False |
13,651 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0063 |
0.6% |
50% |
False |
False |
10,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0480 |
|
2.618 |
1.0420 |
|
1.618 |
1.0383 |
|
1.000 |
1.0360 |
|
0.618 |
1.0346 |
|
HIGH |
1.0323 |
|
0.618 |
1.0309 |
|
0.500 |
1.0305 |
|
0.382 |
1.0300 |
|
LOW |
1.0286 |
|
0.618 |
1.0263 |
|
1.000 |
1.0249 |
|
1.618 |
1.0226 |
|
2.618 |
1.0189 |
|
4.250 |
1.0129 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0305 |
1.0318 |
| PP |
1.0304 |
1.0313 |
| S1 |
1.0303 |
1.0307 |
|