CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0447 |
1.0440 |
-0.0007 |
-0.1% |
1.0683 |
| High |
1.0472 |
1.0454 |
-0.0018 |
-0.2% |
1.0686 |
| Low |
1.0422 |
1.0388 |
-0.0034 |
-0.3% |
1.0375 |
| Close |
1.0443 |
1.0400 |
-0.0043 |
-0.4% |
1.0423 |
| Range |
0.0050 |
0.0066 |
0.0016 |
32.0% |
0.0311 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
13 |
8 |
-5 |
-38.5% |
210 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0572 |
1.0436 |
|
| R3 |
1.0546 |
1.0506 |
1.0418 |
|
| R2 |
1.0480 |
1.0480 |
1.0412 |
|
| R1 |
1.0440 |
1.0440 |
1.0406 |
1.0427 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0408 |
| S1 |
1.0374 |
1.0374 |
1.0394 |
1.0361 |
| S2 |
1.0348 |
1.0348 |
1.0388 |
|
| S3 |
1.0282 |
1.0308 |
1.0382 |
|
| S4 |
1.0216 |
1.0242 |
1.0364 |
|
|
| 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 |
1.0735 |
|
2.618 |
1.0627 |
|
1.618 |
1.0561 |
|
1.000 |
1.0520 |
|
0.618 |
1.0495 |
|
HIGH |
1.0454 |
|
0.618 |
1.0429 |
|
0.500 |
1.0421 |
|
0.382 |
1.0413 |
|
LOW |
1.0388 |
|
0.618 |
1.0347 |
|
1.000 |
1.0322 |
|
1.618 |
1.0281 |
|
2.618 |
1.0215 |
|
4.250 |
1.0108 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0421 |
1.0430 |
| PP |
1.0414 |
1.0420 |
| S1 |
1.0407 |
1.0410 |
|