CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0623 |
1.0399 |
-0.0224 |
-2.1% |
1.0683 |
| High |
1.0630 |
1.0473 |
-0.0157 |
-1.5% |
1.0686 |
| Low |
1.0446 |
1.0375 |
-0.0071 |
-0.7% |
1.0375 |
| Close |
1.0465 |
1.0423 |
-0.0042 |
-0.4% |
1.0423 |
| Range |
0.0184 |
0.0098 |
-0.0086 |
-46.7% |
0.0311 |
| ATR |
0.0078 |
0.0080 |
0.0001 |
1.8% |
0.0000 |
| Volume |
106 |
19 |
-87 |
-82.1% |
210 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0718 |
1.0668 |
1.0477 |
|
| R3 |
1.0620 |
1.0570 |
1.0450 |
|
| R2 |
1.0522 |
1.0522 |
1.0441 |
|
| R1 |
1.0472 |
1.0472 |
1.0432 |
1.0497 |
| PP |
1.0424 |
1.0424 |
1.0424 |
1.0436 |
| S1 |
1.0374 |
1.0374 |
1.0414 |
1.0399 |
| S2 |
1.0326 |
1.0326 |
1.0405 |
|
| S3 |
1.0228 |
1.0276 |
1.0396 |
|
| S4 |
1.0130 |
1.0178 |
1.0369 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1236 |
1.0594 |
|
| R3 |
1.1117 |
1.0925 |
1.0509 |
|
| R2 |
1.0806 |
1.0806 |
1.0480 |
|
| R1 |
1.0614 |
1.0614 |
1.0452 |
1.0555 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0465 |
| S1 |
1.0303 |
1.0303 |
1.0394 |
1.0244 |
| S2 |
1.0184 |
1.0184 |
1.0366 |
|
| S3 |
0.9873 |
0.9992 |
1.0337 |
|
| S4 |
0.9562 |
0.9681 |
1.0252 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0730 |
|
1.618 |
1.0632 |
|
1.000 |
1.0571 |
|
0.618 |
1.0534 |
|
HIGH |
1.0473 |
|
0.618 |
1.0436 |
|
0.500 |
1.0424 |
|
0.382 |
1.0412 |
|
LOW |
1.0375 |
|
0.618 |
1.0314 |
|
1.000 |
1.0277 |
|
1.618 |
1.0216 |
|
2.618 |
1.0118 |
|
4.250 |
0.9959 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0424 |
1.0503 |
| PP |
1.0424 |
1.0476 |
| S1 |
1.0423 |
1.0450 |
|