CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0571 |
1.0557 |
-0.0014 |
-0.1% |
1.0466 |
| High |
1.0595 |
1.0632 |
0.0037 |
0.3% |
1.0517 |
| Low |
1.0564 |
1.0466 |
-0.0098 |
-0.9% |
1.0411 |
| Close |
1.0571 |
1.0609 |
0.0038 |
0.4% |
1.0477 |
| Range |
0.0031 |
0.0166 |
0.0135 |
435.5% |
0.0106 |
| ATR |
0.0060 |
0.0067 |
0.0008 |
12.8% |
0.0000 |
| Volume |
0 |
100 |
100 |
|
19 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.1004 |
1.0700 |
|
| R3 |
1.0901 |
1.0838 |
1.0655 |
|
| R2 |
1.0735 |
1.0735 |
1.0639 |
|
| R1 |
1.0672 |
1.0672 |
1.0624 |
1.0704 |
| PP |
1.0569 |
1.0569 |
1.0569 |
1.0585 |
| S1 |
1.0506 |
1.0506 |
1.0594 |
1.0538 |
| S2 |
1.0403 |
1.0403 |
1.0579 |
|
| S3 |
1.0237 |
1.0340 |
1.0563 |
|
| S4 |
1.0071 |
1.0174 |
1.0518 |
|
|
| 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 |
1.1338 |
|
2.618 |
1.1067 |
|
1.618 |
1.0901 |
|
1.000 |
1.0798 |
|
0.618 |
1.0735 |
|
HIGH |
1.0632 |
|
0.618 |
1.0569 |
|
0.500 |
1.0549 |
|
0.382 |
1.0529 |
|
LOW |
1.0466 |
|
0.618 |
1.0363 |
|
1.000 |
1.0300 |
|
1.618 |
1.0197 |
|
2.618 |
1.0031 |
|
4.250 |
0.9761 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0589 |
1.0589 |
| PP |
1.0569 |
1.0569 |
| S1 |
1.0549 |
1.0549 |
|