CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0464 |
1.0482 |
0.0018 |
0.2% |
1.0535 |
| High |
1.0517 |
1.0501 |
-0.0016 |
-0.2% |
1.0543 |
| Low |
1.0458 |
1.0427 |
-0.0031 |
-0.3% |
1.0433 |
| Close |
1.0467 |
1.0446 |
-0.0021 |
-0.2% |
1.0480 |
| Range |
0.0059 |
0.0074 |
0.0015 |
25.4% |
0.0110 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.7% |
0.0000 |
| Volume |
2 |
8 |
6 |
300.0% |
35 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0680 |
1.0637 |
1.0487 |
|
| R3 |
1.0606 |
1.0563 |
1.0466 |
|
| R2 |
1.0532 |
1.0532 |
1.0460 |
|
| R1 |
1.0489 |
1.0489 |
1.0453 |
1.0474 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0450 |
| S1 |
1.0415 |
1.0415 |
1.0439 |
1.0400 |
| S2 |
1.0384 |
1.0384 |
1.0432 |
|
| S3 |
1.0310 |
1.0341 |
1.0426 |
|
| S4 |
1.0236 |
1.0267 |
1.0405 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0758 |
1.0541 |
|
| R3 |
1.0705 |
1.0648 |
1.0510 |
|
| R2 |
1.0595 |
1.0595 |
1.0500 |
|
| R1 |
1.0538 |
1.0538 |
1.0490 |
1.0512 |
| PP |
1.0485 |
1.0485 |
1.0485 |
1.0472 |
| S1 |
1.0428 |
1.0428 |
1.0470 |
1.0402 |
| S2 |
1.0375 |
1.0375 |
1.0460 |
|
| S3 |
1.0265 |
1.0318 |
1.0450 |
|
| S4 |
1.0155 |
1.0208 |
1.0420 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0816 |
|
2.618 |
1.0695 |
|
1.618 |
1.0621 |
|
1.000 |
1.0575 |
|
0.618 |
1.0547 |
|
HIGH |
1.0501 |
|
0.618 |
1.0473 |
|
0.500 |
1.0464 |
|
0.382 |
1.0455 |
|
LOW |
1.0427 |
|
0.618 |
1.0381 |
|
1.000 |
1.0353 |
|
1.618 |
1.0307 |
|
2.618 |
1.0233 |
|
4.250 |
1.0113 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0464 |
1.0469 |
| PP |
1.0458 |
1.0461 |
| S1 |
1.0452 |
1.0454 |
|