CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0416 |
1.0345 |
-0.0071 |
-0.7% |
1.0420 |
| High |
1.0416 |
1.0389 |
-0.0027 |
-0.3% |
1.0451 |
| Low |
1.0338 |
1.0324 |
-0.0014 |
-0.1% |
1.0261 |
| Close |
1.0342 |
1.0378 |
0.0036 |
0.3% |
1.0385 |
| Range |
0.0078 |
0.0065 |
-0.0013 |
-16.7% |
0.0190 |
| ATR |
0.0086 |
0.0085 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
18,482 |
23,920 |
5,438 |
29.4% |
151,724 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0559 |
1.0533 |
1.0414 |
|
| R3 |
1.0494 |
1.0468 |
1.0396 |
|
| R2 |
1.0429 |
1.0429 |
1.0390 |
|
| R1 |
1.0403 |
1.0403 |
1.0384 |
1.0416 |
| PP |
1.0364 |
1.0364 |
1.0364 |
1.0370 |
| S1 |
1.0338 |
1.0338 |
1.0372 |
1.0351 |
| S2 |
1.0299 |
1.0299 |
1.0366 |
|
| S3 |
1.0234 |
1.0273 |
1.0360 |
|
| S4 |
1.0169 |
1.0208 |
1.0342 |
|
|
| 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 |
1.0324 |
0.0127 |
1.2% |
0.0085 |
0.8% |
43% |
False |
True |
25,210 |
| 10 |
1.0461 |
1.0261 |
0.0200 |
1.9% |
0.0086 |
0.8% |
59% |
False |
False |
27,814 |
| 20 |
1.0571 |
1.0258 |
0.0313 |
3.0% |
0.0087 |
0.8% |
38% |
False |
False |
32,037 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0081 |
0.8% |
32% |
False |
False |
30,122 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0074 |
0.7% |
32% |
False |
False |
24,031 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0073 |
0.7% |
61% |
False |
False |
18,038 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0068 |
0.7% |
61% |
False |
False |
14,433 |
| 120 |
1.0633 |
0.9962 |
0.0671 |
6.5% |
0.0064 |
0.6% |
62% |
False |
False |
12,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0665 |
|
2.618 |
1.0559 |
|
1.618 |
1.0494 |
|
1.000 |
1.0454 |
|
0.618 |
1.0429 |
|
HIGH |
1.0389 |
|
0.618 |
1.0364 |
|
0.500 |
1.0357 |
|
0.382 |
1.0349 |
|
LOW |
1.0324 |
|
0.618 |
1.0284 |
|
1.000 |
1.0259 |
|
1.618 |
1.0219 |
|
2.618 |
1.0154 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0371 |
1.0379 |
| PP |
1.0364 |
1.0379 |
| S1 |
1.0357 |
1.0378 |
|