CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0383 |
1.0416 |
0.0033 |
0.3% |
1.0420 |
| High |
1.0434 |
1.0416 |
-0.0018 |
-0.2% |
1.0451 |
| Low |
1.0343 |
1.0338 |
-0.0005 |
0.0% |
1.0261 |
| Close |
1.0415 |
1.0342 |
-0.0073 |
-0.7% |
1.0385 |
| Range |
0.0091 |
0.0078 |
-0.0013 |
-14.3% |
0.0190 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
19,914 |
18,482 |
-1,432 |
-7.2% |
151,724 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0549 |
1.0385 |
|
| R3 |
1.0521 |
1.0471 |
1.0363 |
|
| R2 |
1.0443 |
1.0443 |
1.0356 |
|
| R1 |
1.0393 |
1.0393 |
1.0349 |
1.0379 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0359 |
| S1 |
1.0315 |
1.0315 |
1.0335 |
1.0301 |
| S2 |
1.0287 |
1.0287 |
1.0328 |
|
| S3 |
1.0209 |
1.0237 |
1.0321 |
|
| S4 |
1.0131 |
1.0159 |
1.0299 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0936 |
1.0850 |
1.0490 |
|
| R3 |
1.0746 |
1.0660 |
1.0437 |
|
| R2 |
1.0556 |
1.0556 |
1.0420 |
|
| R1 |
1.0470 |
1.0470 |
1.0402 |
1.0418 |
| PP |
1.0366 |
1.0366 |
1.0366 |
1.0340 |
| S1 |
1.0280 |
1.0280 |
1.0368 |
1.0228 |
| S2 |
1.0176 |
1.0176 |
1.0350 |
|
| S3 |
0.9986 |
1.0090 |
1.0333 |
|
| S4 |
0.9796 |
0.9900 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0451 |
1.0261 |
0.0190 |
1.8% |
0.0097 |
0.9% |
43% |
False |
False |
26,919 |
| 10 |
1.0461 |
1.0261 |
0.0200 |
1.9% |
0.0093 |
0.9% |
41% |
False |
False |
30,557 |
| 20 |
1.0571 |
1.0258 |
0.0313 |
3.0% |
0.0089 |
0.9% |
27% |
False |
False |
32,917 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0083 |
0.8% |
22% |
False |
False |
30,450 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0075 |
0.7% |
22% |
False |
False |
23,635 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0072 |
0.7% |
56% |
False |
False |
17,739 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0067 |
0.6% |
56% |
False |
False |
14,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0748 |
|
2.618 |
1.0620 |
|
1.618 |
1.0542 |
|
1.000 |
1.0494 |
|
0.618 |
1.0464 |
|
HIGH |
1.0416 |
|
0.618 |
1.0386 |
|
0.500 |
1.0377 |
|
0.382 |
1.0368 |
|
LOW |
1.0338 |
|
0.618 |
1.0290 |
|
1.000 |
1.0260 |
|
1.618 |
1.0212 |
|
2.618 |
1.0134 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0377 |
1.0395 |
| PP |
1.0365 |
1.0377 |
| S1 |
1.0354 |
1.0360 |
|