CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0303 |
1.0379 |
0.0076 |
0.7% |
1.0304 |
| High |
1.0386 |
1.0432 |
0.0046 |
0.4% |
1.0461 |
| Low |
1.0261 |
1.0331 |
0.0070 |
0.7% |
1.0258 |
| Close |
1.0367 |
1.0414 |
0.0047 |
0.5% |
1.0427 |
| Range |
0.0125 |
0.0101 |
-0.0024 |
-19.2% |
0.0203 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.3% |
0.0000 |
| Volume |
32,461 |
31,341 |
-1,120 |
-3.5% |
154,094 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0695 |
1.0656 |
1.0470 |
|
| R3 |
1.0594 |
1.0555 |
1.0442 |
|
| R2 |
1.0493 |
1.0493 |
1.0433 |
|
| R1 |
1.0454 |
1.0454 |
1.0423 |
1.0474 |
| PP |
1.0392 |
1.0392 |
1.0392 |
1.0402 |
| S1 |
1.0353 |
1.0353 |
1.0405 |
1.0373 |
| S2 |
1.0291 |
1.0291 |
1.0395 |
|
| S3 |
1.0190 |
1.0252 |
1.0386 |
|
| S4 |
1.0089 |
1.0151 |
1.0358 |
|
|
| 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 |
1.0261 |
0.0200 |
1.9% |
0.0095 |
0.9% |
77% |
False |
False |
31,425 |
| 10 |
1.0461 |
1.0258 |
0.0203 |
1.9% |
0.0088 |
0.8% |
77% |
False |
False |
30,975 |
| 20 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0087 |
0.8% |
42% |
False |
False |
33,384 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0080 |
0.8% |
42% |
False |
False |
30,190 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0073 |
0.7% |
42% |
False |
False |
22,460 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
67% |
False |
False |
16,854 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0067 |
0.6% |
67% |
False |
False |
13,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0861 |
|
2.618 |
1.0696 |
|
1.618 |
1.0595 |
|
1.000 |
1.0533 |
|
0.618 |
1.0494 |
|
HIGH |
1.0432 |
|
0.618 |
1.0393 |
|
0.500 |
1.0382 |
|
0.382 |
1.0370 |
|
LOW |
1.0331 |
|
0.618 |
1.0269 |
|
1.000 |
1.0230 |
|
1.618 |
1.0168 |
|
2.618 |
1.0067 |
|
4.250 |
0.9902 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0392 |
| PP |
1.0392 |
1.0369 |
| S1 |
1.0382 |
1.0347 |
|