CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0399 |
1.0424 |
0.0025 |
0.2% |
1.0683 |
| High |
1.0473 |
1.0467 |
-0.0006 |
-0.1% |
1.0686 |
| Low |
1.0375 |
1.0390 |
0.0015 |
0.1% |
1.0375 |
| Close |
1.0423 |
1.0436 |
0.0013 |
0.1% |
1.0423 |
| Range |
0.0098 |
0.0077 |
-0.0021 |
-21.4% |
0.0311 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
19 |
13 |
-6 |
-31.6% |
210 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0662 |
1.0626 |
1.0478 |
|
| R3 |
1.0585 |
1.0549 |
1.0457 |
|
| R2 |
1.0508 |
1.0508 |
1.0450 |
|
| R1 |
1.0472 |
1.0472 |
1.0443 |
1.0490 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0440 |
| S1 |
1.0395 |
1.0395 |
1.0429 |
1.0413 |
| S2 |
1.0354 |
1.0354 |
1.0422 |
|
| S3 |
1.0277 |
1.0318 |
1.0415 |
|
| S4 |
1.0200 |
1.0241 |
1.0394 |
|
|
| 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 |
1.0794 |
|
2.618 |
1.0669 |
|
1.618 |
1.0592 |
|
1.000 |
1.0544 |
|
0.618 |
1.0515 |
|
HIGH |
1.0467 |
|
0.618 |
1.0438 |
|
0.500 |
1.0429 |
|
0.382 |
1.0419 |
|
LOW |
1.0390 |
|
0.618 |
1.0342 |
|
1.000 |
1.0313 |
|
1.618 |
1.0265 |
|
2.618 |
1.0188 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0503 |
| PP |
1.0431 |
1.0480 |
| S1 |
1.0429 |
1.0458 |
|