CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0415 |
1.0420 |
0.0005 |
0.0% |
1.0304 |
| High |
1.0461 |
1.0420 |
-0.0041 |
-0.4% |
1.0461 |
| Low |
1.0397 |
1.0296 |
-0.0101 |
-1.0% |
1.0258 |
| Close |
1.0427 |
1.0309 |
-0.0118 |
-1.1% |
1.0427 |
| Range |
0.0064 |
0.0124 |
0.0060 |
93.8% |
0.0203 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
4.6% |
0.0000 |
| Volume |
37,799 |
29,912 |
-7,887 |
-20.9% |
154,094 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0635 |
1.0377 |
|
| R3 |
1.0590 |
1.0511 |
1.0343 |
|
| R2 |
1.0466 |
1.0466 |
1.0332 |
|
| R1 |
1.0387 |
1.0387 |
1.0320 |
1.0365 |
| PP |
1.0342 |
1.0342 |
1.0342 |
1.0330 |
| S1 |
1.0263 |
1.0263 |
1.0298 |
1.0241 |
| S2 |
1.0218 |
1.0218 |
1.0286 |
|
| S3 |
1.0094 |
1.0139 |
1.0275 |
|
| S4 |
0.9970 |
1.0015 |
1.0241 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0912 |
1.0539 |
|
| R3 |
1.0788 |
1.0709 |
1.0483 |
|
| R2 |
1.0585 |
1.0585 |
1.0464 |
|
| R1 |
1.0506 |
1.0506 |
1.0446 |
1.0546 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0402 |
| S1 |
1.0303 |
1.0303 |
1.0408 |
1.0343 |
| S2 |
1.0179 |
1.0179 |
1.0390 |
|
| S3 |
0.9976 |
1.0100 |
1.0371 |
|
| S4 |
0.9773 |
0.9897 |
1.0315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0461 |
1.0258 |
0.0203 |
2.0% |
0.0091 |
0.9% |
25% |
False |
False |
33,380 |
| 10 |
1.0461 |
1.0258 |
0.0203 |
2.0% |
0.0076 |
0.7% |
25% |
False |
False |
31,641 |
| 20 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0090 |
0.9% |
14% |
False |
False |
34,265 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0077 |
0.7% |
14% |
False |
False |
29,319 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0072 |
0.7% |
14% |
False |
False |
20,974 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0069 |
0.7% |
51% |
False |
False |
15,736 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0065 |
0.6% |
51% |
False |
False |
12,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0947 |
|
2.618 |
1.0745 |
|
1.618 |
1.0621 |
|
1.000 |
1.0544 |
|
0.618 |
1.0497 |
|
HIGH |
1.0420 |
|
0.618 |
1.0373 |
|
0.500 |
1.0358 |
|
0.382 |
1.0343 |
|
LOW |
1.0296 |
|
0.618 |
1.0219 |
|
1.000 |
1.0172 |
|
1.618 |
1.0095 |
|
2.618 |
0.9971 |
|
4.250 |
0.9769 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0358 |
1.0379 |
| PP |
1.0342 |
1.0355 |
| S1 |
1.0325 |
1.0332 |
|