CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0520 |
1.0571 |
0.0051 |
0.5% |
1.0466 |
| High |
1.0602 |
1.0595 |
-0.0007 |
-0.1% |
1.0517 |
| Low |
1.0483 |
1.0564 |
0.0081 |
0.8% |
1.0411 |
| Close |
1.0580 |
1.0571 |
-0.0009 |
-0.1% |
1.0477 |
| Range |
0.0119 |
0.0031 |
-0.0088 |
-73.9% |
0.0106 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
31 |
0 |
-31 |
-100.0% |
19 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0670 |
1.0651 |
1.0588 |
|
| R3 |
1.0639 |
1.0620 |
1.0580 |
|
| R2 |
1.0608 |
1.0608 |
1.0577 |
|
| R1 |
1.0589 |
1.0589 |
1.0574 |
1.0587 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0575 |
| S1 |
1.0558 |
1.0558 |
1.0568 |
1.0556 |
| S2 |
1.0546 |
1.0546 |
1.0565 |
|
| S3 |
1.0515 |
1.0527 |
1.0562 |
|
| S4 |
1.0484 |
1.0496 |
1.0554 |
|
|
| 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 |
1.0727 |
|
2.618 |
1.0676 |
|
1.618 |
1.0645 |
|
1.000 |
1.0626 |
|
0.618 |
1.0614 |
|
HIGH |
1.0595 |
|
0.618 |
1.0583 |
|
0.500 |
1.0580 |
|
0.382 |
1.0576 |
|
LOW |
1.0564 |
|
0.618 |
1.0545 |
|
1.000 |
1.0533 |
|
1.618 |
1.0514 |
|
2.618 |
1.0483 |
|
4.250 |
1.0432 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0580 |
1.0557 |
| PP |
1.0577 |
1.0543 |
| S1 |
1.0574 |
1.0529 |
|