CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0557 |
1.0609 |
0.0052 |
0.5% |
1.0477 |
| High |
1.0632 |
1.0696 |
0.0064 |
0.6% |
1.0696 |
| Low |
1.0466 |
1.0604 |
0.0138 |
1.3% |
1.0456 |
| Close |
1.0609 |
1.0696 |
0.0087 |
0.8% |
1.0696 |
| Range |
0.0166 |
0.0092 |
-0.0074 |
-44.6% |
0.0240 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.6% |
0.0000 |
| Volume |
100 |
14 |
-86 |
-86.0% |
156 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0911 |
1.0747 |
|
| R3 |
1.0849 |
1.0819 |
1.0721 |
|
| R2 |
1.0757 |
1.0757 |
1.0713 |
|
| R1 |
1.0727 |
1.0727 |
1.0704 |
1.0742 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0673 |
| S1 |
1.0635 |
1.0635 |
1.0688 |
1.0650 |
| S2 |
1.0573 |
1.0573 |
1.0679 |
|
| S3 |
1.0481 |
1.0543 |
1.0671 |
|
| S4 |
1.0389 |
1.0451 |
1.0645 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1336 |
1.1256 |
1.0828 |
|
| R3 |
1.1096 |
1.1016 |
1.0762 |
|
| R2 |
1.0856 |
1.0856 |
1.0740 |
|
| R1 |
1.0776 |
1.0776 |
1.0718 |
1.0816 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0636 |
| S1 |
1.0536 |
1.0536 |
1.0674 |
1.0576 |
| S2 |
1.0376 |
1.0376 |
1.0652 |
|
| S3 |
1.0136 |
1.0296 |
1.0630 |
|
| S4 |
0.9896 |
1.0056 |
1.0564 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1087 |
|
2.618 |
1.0937 |
|
1.618 |
1.0845 |
|
1.000 |
1.0788 |
|
0.618 |
1.0753 |
|
HIGH |
1.0696 |
|
0.618 |
1.0661 |
|
0.500 |
1.0650 |
|
0.382 |
1.0639 |
|
LOW |
1.0604 |
|
0.618 |
1.0547 |
|
1.000 |
1.0512 |
|
1.618 |
1.0455 |
|
2.618 |
1.0363 |
|
4.250 |
1.0213 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0658 |
| PP |
1.0665 |
1.0619 |
| S1 |
1.0650 |
1.0581 |
|