CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0400 |
0.0104 |
1.0% |
1.0345 |
| High |
1.0430 |
1.0420 |
-0.0010 |
-0.1% |
1.0413 |
| Low |
1.0293 |
1.0359 |
0.0066 |
0.6% |
1.0268 |
| Close |
1.0403 |
1.0402 |
-0.0001 |
0.0% |
1.0304 |
| Range |
0.0137 |
0.0061 |
-0.0076 |
-55.5% |
0.0145 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
51,354 |
26,303 |
-25,051 |
-48.8% |
172,684 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0577 |
1.0550 |
1.0436 |
|
| R3 |
1.0516 |
1.0489 |
1.0419 |
|
| R2 |
1.0455 |
1.0455 |
1.0413 |
|
| R1 |
1.0428 |
1.0428 |
1.0408 |
1.0442 |
| PP |
1.0394 |
1.0394 |
1.0394 |
1.0400 |
| S1 |
1.0367 |
1.0367 |
1.0396 |
1.0381 |
| S2 |
1.0333 |
1.0333 |
1.0391 |
|
| S3 |
1.0272 |
1.0306 |
1.0385 |
|
| S4 |
1.0211 |
1.0245 |
1.0368 |
|
|
| 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% |
0.0080 |
0.8% |
84% |
False |
False |
30,525 |
| 10 |
1.0430 |
1.0258 |
0.0172 |
1.7% |
0.0076 |
0.7% |
84% |
False |
False |
34,164 |
| 20 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0088 |
0.8% |
38% |
False |
False |
33,363 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0075 |
0.7% |
38% |
False |
False |
28,644 |
| 60 |
1.0633 |
1.0225 |
0.0408 |
3.9% |
0.0071 |
0.7% |
43% |
False |
False |
19,850 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0068 |
0.7% |
65% |
False |
False |
14,890 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0065 |
0.6% |
65% |
False |
False |
11,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0679 |
|
2.618 |
1.0580 |
|
1.618 |
1.0519 |
|
1.000 |
1.0481 |
|
0.618 |
1.0458 |
|
HIGH |
1.0420 |
|
0.618 |
1.0397 |
|
0.500 |
1.0390 |
|
0.382 |
1.0382 |
|
LOW |
1.0359 |
|
0.618 |
1.0321 |
|
1.000 |
1.0298 |
|
1.618 |
1.0260 |
|
2.618 |
1.0199 |
|
4.250 |
1.0100 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0398 |
1.0383 |
| PP |
1.0394 |
1.0363 |
| S1 |
1.0390 |
1.0344 |
|