CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0477 |
1.0520 |
0.0043 |
0.4% |
1.0466 |
| High |
1.0524 |
1.0602 |
0.0078 |
0.7% |
1.0517 |
| Low |
1.0456 |
1.0483 |
0.0027 |
0.3% |
1.0411 |
| Close |
1.0498 |
1.0580 |
0.0082 |
0.8% |
1.0477 |
| Range |
0.0068 |
0.0119 |
0.0051 |
75.0% |
0.0106 |
| ATR |
0.0057 |
0.0062 |
0.0004 |
7.7% |
0.0000 |
| Volume |
11 |
31 |
20 |
181.8% |
19 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0912 |
1.0865 |
1.0645 |
|
| R3 |
1.0793 |
1.0746 |
1.0613 |
|
| R2 |
1.0674 |
1.0674 |
1.0602 |
|
| R1 |
1.0627 |
1.0627 |
1.0591 |
1.0651 |
| PP |
1.0555 |
1.0555 |
1.0555 |
1.0567 |
| S1 |
1.0508 |
1.0508 |
1.0569 |
1.0532 |
| S2 |
1.0436 |
1.0436 |
1.0558 |
|
| S3 |
1.0317 |
1.0389 |
1.0547 |
|
| S4 |
1.0198 |
1.0270 |
1.0515 |
|
|
| 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 |
1.1108 |
|
2.618 |
1.0914 |
|
1.618 |
1.0795 |
|
1.000 |
1.0721 |
|
0.618 |
1.0676 |
|
HIGH |
1.0602 |
|
0.618 |
1.0557 |
|
0.500 |
1.0543 |
|
0.382 |
1.0528 |
|
LOW |
1.0483 |
|
0.618 |
1.0409 |
|
1.000 |
1.0364 |
|
1.618 |
1.0290 |
|
2.618 |
1.0171 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0568 |
1.0556 |
| PP |
1.0555 |
1.0531 |
| S1 |
1.0543 |
1.0507 |
|