CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0440 |
1.0405 |
-0.0035 |
-0.3% |
1.0683 |
| High |
1.0454 |
1.0426 |
-0.0028 |
-0.3% |
1.0686 |
| Low |
1.0388 |
1.0381 |
-0.0007 |
-0.1% |
1.0375 |
| Close |
1.0400 |
1.0405 |
0.0005 |
0.0% |
1.0423 |
| Range |
0.0066 |
0.0045 |
-0.0021 |
-31.8% |
0.0311 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
8 |
0 |
-8 |
-100.0% |
210 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0517 |
1.0430 |
|
| R3 |
1.0494 |
1.0472 |
1.0417 |
|
| R2 |
1.0449 |
1.0449 |
1.0413 |
|
| R1 |
1.0427 |
1.0427 |
1.0409 |
1.0428 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0404 |
| S1 |
1.0382 |
1.0382 |
1.0401 |
1.0383 |
| S2 |
1.0359 |
1.0359 |
1.0397 |
|
| S3 |
1.0314 |
1.0337 |
1.0393 |
|
| S4 |
1.0269 |
1.0292 |
1.0380 |
|
|
| 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 |
1.0617 |
|
2.618 |
1.0544 |
|
1.618 |
1.0499 |
|
1.000 |
1.0471 |
|
0.618 |
1.0454 |
|
HIGH |
1.0426 |
|
0.618 |
1.0409 |
|
0.500 |
1.0404 |
|
0.382 |
1.0398 |
|
LOW |
1.0381 |
|
0.618 |
1.0353 |
|
1.000 |
1.0336 |
|
1.618 |
1.0308 |
|
2.618 |
1.0263 |
|
4.250 |
1.0190 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0405 |
1.0427 |
| PP |
1.0404 |
1.0419 |
| S1 |
1.0404 |
1.0412 |
|