CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0420 |
-0.0062 |
-0.6% |
1.0466 |
| High |
1.0501 |
1.0485 |
-0.0016 |
-0.2% |
1.0517 |
| Low |
1.0427 |
1.0411 |
-0.0016 |
-0.2% |
1.0411 |
| Close |
1.0446 |
1.0477 |
0.0031 |
0.3% |
1.0477 |
| Range |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0106 |
| ATR |
0.0055 |
0.0057 |
0.0001 |
2.4% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
19 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0680 |
1.0652 |
1.0518 |
|
| R3 |
1.0606 |
1.0578 |
1.0497 |
|
| R2 |
1.0532 |
1.0532 |
1.0491 |
|
| R1 |
1.0504 |
1.0504 |
1.0484 |
1.0518 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0465 |
| S1 |
1.0430 |
1.0430 |
1.0470 |
1.0444 |
| S2 |
1.0384 |
1.0384 |
1.0463 |
|
| S3 |
1.0310 |
1.0356 |
1.0457 |
|
| S4 |
1.0236 |
1.0282 |
1.0436 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0786 |
1.0738 |
1.0535 |
|
| R3 |
1.0680 |
1.0632 |
1.0506 |
|
| R2 |
1.0574 |
1.0574 |
1.0496 |
|
| R1 |
1.0526 |
1.0526 |
1.0487 |
1.0550 |
| PP |
1.0468 |
1.0468 |
1.0468 |
1.0481 |
| S1 |
1.0420 |
1.0420 |
1.0467 |
1.0444 |
| S2 |
1.0362 |
1.0362 |
1.0458 |
|
| S3 |
1.0256 |
1.0314 |
1.0448 |
|
| S4 |
1.0150 |
1.0208 |
1.0419 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0800 |
|
2.618 |
1.0679 |
|
1.618 |
1.0605 |
|
1.000 |
1.0559 |
|
0.618 |
1.0531 |
|
HIGH |
1.0485 |
|
0.618 |
1.0457 |
|
0.500 |
1.0448 |
|
0.382 |
1.0439 |
|
LOW |
1.0411 |
|
0.618 |
1.0365 |
|
1.000 |
1.0337 |
|
1.618 |
1.0291 |
|
2.618 |
1.0217 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0473 |
| PP |
1.0458 |
1.0468 |
| S1 |
1.0448 |
1.0464 |
|