CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0609 |
1.0683 |
0.0074 |
0.7% |
1.0477 |
| High |
1.0696 |
1.0686 |
-0.0010 |
-0.1% |
1.0696 |
| Low |
1.0604 |
1.0657 |
0.0053 |
0.5% |
1.0456 |
| Close |
1.0696 |
1.0670 |
-0.0026 |
-0.2% |
1.0696 |
| Range |
0.0092 |
0.0029 |
-0.0063 |
-68.5% |
0.0240 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
14 |
13 |
-1 |
-7.1% |
156 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0743 |
1.0686 |
|
| R3 |
1.0729 |
1.0714 |
1.0678 |
|
| R2 |
1.0700 |
1.0700 |
1.0675 |
|
| R1 |
1.0685 |
1.0685 |
1.0673 |
1.0678 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0668 |
| S1 |
1.0656 |
1.0656 |
1.0667 |
1.0649 |
| S2 |
1.0642 |
1.0642 |
1.0665 |
|
| S3 |
1.0613 |
1.0627 |
1.0662 |
|
| S4 |
1.0584 |
1.0598 |
1.0654 |
|
|
| 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 |
1.0809 |
|
2.618 |
1.0762 |
|
1.618 |
1.0733 |
|
1.000 |
1.0715 |
|
0.618 |
1.0704 |
|
HIGH |
1.0686 |
|
0.618 |
1.0675 |
|
0.500 |
1.0672 |
|
0.382 |
1.0668 |
|
LOW |
1.0657 |
|
0.618 |
1.0639 |
|
1.000 |
1.0628 |
|
1.618 |
1.0610 |
|
2.618 |
1.0581 |
|
4.250 |
1.0534 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0672 |
1.0640 |
| PP |
1.0671 |
1.0611 |
| S1 |
1.0671 |
1.0581 |
|