CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0420 |
1.0477 |
0.0057 |
0.5% |
1.0466 |
| High |
1.0485 |
1.0524 |
0.0039 |
0.4% |
1.0517 |
| Low |
1.0411 |
1.0456 |
0.0045 |
0.4% |
1.0411 |
| Close |
1.0477 |
1.0498 |
0.0021 |
0.2% |
1.0477 |
| Range |
0.0074 |
0.0068 |
-0.0006 |
-8.1% |
0.0106 |
| ATR |
0.0057 |
0.0057 |
0.0001 |
1.5% |
0.0000 |
| Volume |
8 |
11 |
3 |
37.5% |
19 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0665 |
1.0535 |
|
| R3 |
1.0629 |
1.0597 |
1.0517 |
|
| R2 |
1.0561 |
1.0561 |
1.0510 |
|
| R1 |
1.0529 |
1.0529 |
1.0504 |
1.0545 |
| PP |
1.0493 |
1.0493 |
1.0493 |
1.0501 |
| S1 |
1.0461 |
1.0461 |
1.0492 |
1.0477 |
| S2 |
1.0425 |
1.0425 |
1.0486 |
|
| S3 |
1.0357 |
1.0393 |
1.0479 |
|
| S4 |
1.0289 |
1.0325 |
1.0461 |
|
|
| 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 |
1.0813 |
|
2.618 |
1.0702 |
|
1.618 |
1.0634 |
|
1.000 |
1.0592 |
|
0.618 |
1.0566 |
|
HIGH |
1.0524 |
|
0.618 |
1.0498 |
|
0.500 |
1.0490 |
|
0.382 |
1.0482 |
|
LOW |
1.0456 |
|
0.618 |
1.0414 |
|
1.000 |
1.0388 |
|
1.618 |
1.0346 |
|
2.618 |
1.0278 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0495 |
1.0488 |
| PP |
1.0493 |
1.0478 |
| S1 |
1.0490 |
1.0468 |
|