CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0296 |
-0.0005 |
0.0% |
1.0345 |
| High |
1.0325 |
1.0430 |
0.0105 |
1.0% |
1.0413 |
| Low |
1.0258 |
1.0293 |
0.0035 |
0.3% |
1.0268 |
| Close |
1.0281 |
1.0403 |
0.0122 |
1.2% |
1.0304 |
| Range |
0.0067 |
0.0137 |
0.0070 |
104.5% |
0.0145 |
| ATR |
0.0078 |
0.0083 |
0.0005 |
6.6% |
0.0000 |
| Volume |
21,535 |
51,354 |
29,819 |
138.5% |
172,684 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0786 |
1.0732 |
1.0478 |
|
| R3 |
1.0649 |
1.0595 |
1.0441 |
|
| R2 |
1.0512 |
1.0512 |
1.0428 |
|
| R1 |
1.0458 |
1.0458 |
1.0416 |
1.0485 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0389 |
| S1 |
1.0321 |
1.0321 |
1.0390 |
1.0348 |
| S2 |
1.0238 |
1.0238 |
1.0378 |
|
| S3 |
1.0101 |
1.0184 |
1.0365 |
|
| S4 |
0.9964 |
1.0047 |
1.0328 |
|
|
| 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 |
1.0430 |
1.0258 |
0.0172 |
1.7% |
0.0078 |
0.8% |
84% |
True |
False |
31,552 |
| 10 |
1.0571 |
1.0258 |
0.0313 |
3.0% |
0.0089 |
0.9% |
46% |
False |
False |
36,260 |
| 20 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0088 |
0.8% |
39% |
False |
False |
33,432 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0076 |
0.7% |
39% |
False |
False |
28,449 |
| 60 |
1.0633 |
1.0119 |
0.0514 |
4.9% |
0.0072 |
0.7% |
55% |
False |
False |
19,413 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0068 |
0.7% |
65% |
False |
False |
14,562 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0064 |
0.6% |
65% |
False |
False |
11,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1012 |
|
2.618 |
1.0789 |
|
1.618 |
1.0652 |
|
1.000 |
1.0567 |
|
0.618 |
1.0515 |
|
HIGH |
1.0430 |
|
0.618 |
1.0378 |
|
0.500 |
1.0362 |
|
0.382 |
1.0345 |
|
LOW |
1.0293 |
|
0.618 |
1.0208 |
|
1.000 |
1.0156 |
|
1.618 |
1.0071 |
|
2.618 |
0.9934 |
|
4.250 |
0.9711 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0389 |
1.0383 |
| PP |
1.0375 |
1.0364 |
| S1 |
1.0362 |
1.0344 |
|