CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0420 |
1.0308 |
-0.0112 |
-1.1% |
1.0304 |
| High |
1.0420 |
1.0328 |
-0.0092 |
-0.9% |
1.0461 |
| Low |
1.0296 |
1.0268 |
-0.0028 |
-0.3% |
1.0258 |
| Close |
1.0309 |
1.0298 |
-0.0011 |
-0.1% |
1.0427 |
| Range |
0.0124 |
0.0060 |
-0.0064 |
-51.6% |
0.0203 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
29,912 |
25,613 |
-4,299 |
-14.4% |
154,094 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0448 |
1.0331 |
|
| R3 |
1.0418 |
1.0388 |
1.0315 |
|
| R2 |
1.0358 |
1.0358 |
1.0309 |
|
| R1 |
1.0328 |
1.0328 |
1.0304 |
1.0313 |
| PP |
1.0298 |
1.0298 |
1.0298 |
1.0291 |
| S1 |
1.0268 |
1.0268 |
1.0293 |
1.0253 |
| S2 |
1.0238 |
1.0238 |
1.0287 |
|
| S3 |
1.0178 |
1.0208 |
1.0282 |
|
| S4 |
1.0118 |
1.0148 |
1.0265 |
|
|
| 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 |
1.0268 |
0.0193 |
1.9% |
0.0089 |
0.9% |
16% |
False |
True |
34,196 |
| 10 |
1.0461 |
1.0258 |
0.0203 |
2.0% |
0.0077 |
0.7% |
20% |
False |
False |
31,093 |
| 20 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0086 |
0.8% |
11% |
False |
False |
33,834 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0077 |
0.7% |
11% |
False |
False |
29,455 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0071 |
0.7% |
11% |
False |
False |
21,399 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0070 |
0.7% |
49% |
False |
False |
16,056 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.4% |
0.0065 |
0.6% |
49% |
False |
False |
12,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0583 |
|
2.618 |
1.0485 |
|
1.618 |
1.0425 |
|
1.000 |
1.0388 |
|
0.618 |
1.0365 |
|
HIGH |
1.0328 |
|
0.618 |
1.0305 |
|
0.500 |
1.0298 |
|
0.382 |
1.0291 |
|
LOW |
1.0268 |
|
0.618 |
1.0231 |
|
1.000 |
1.0208 |
|
1.618 |
1.0171 |
|
2.618 |
1.0111 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0298 |
1.0365 |
| PP |
1.0298 |
1.0342 |
| S1 |
1.0298 |
1.0320 |
|