CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0405 |
1.0414 |
0.0009 |
0.1% |
1.0424 |
| High |
1.0426 |
1.0427 |
0.0001 |
0.0% |
1.0472 |
| Low |
1.0381 |
1.0330 |
-0.0051 |
-0.5% |
1.0330 |
| Close |
1.0405 |
1.0365 |
-0.0040 |
-0.4% |
1.0365 |
| Range |
0.0045 |
0.0097 |
0.0052 |
115.6% |
0.0142 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.2% |
0.0000 |
| Volume |
0 |
14 |
14 |
|
48 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0665 |
1.0612 |
1.0418 |
|
| R3 |
1.0568 |
1.0515 |
1.0392 |
|
| R2 |
1.0471 |
1.0471 |
1.0383 |
|
| R1 |
1.0418 |
1.0418 |
1.0374 |
1.0396 |
| PP |
1.0374 |
1.0374 |
1.0374 |
1.0363 |
| S1 |
1.0321 |
1.0321 |
1.0356 |
1.0299 |
| S2 |
1.0277 |
1.0277 |
1.0347 |
|
| S3 |
1.0180 |
1.0224 |
1.0338 |
|
| S4 |
1.0083 |
1.0127 |
1.0312 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0732 |
1.0443 |
|
| R3 |
1.0673 |
1.0590 |
1.0404 |
|
| R2 |
1.0531 |
1.0531 |
1.0391 |
|
| R1 |
1.0448 |
1.0448 |
1.0378 |
1.0419 |
| PP |
1.0389 |
1.0389 |
1.0389 |
1.0374 |
| S1 |
1.0306 |
1.0306 |
1.0352 |
1.0277 |
| S2 |
1.0247 |
1.0247 |
1.0339 |
|
| S3 |
1.0105 |
1.0164 |
1.0326 |
|
| S4 |
0.9963 |
1.0022 |
1.0287 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0681 |
|
1.618 |
1.0584 |
|
1.000 |
1.0524 |
|
0.618 |
1.0487 |
|
HIGH |
1.0427 |
|
0.618 |
1.0390 |
|
0.500 |
1.0379 |
|
0.382 |
1.0367 |
|
LOW |
1.0330 |
|
0.618 |
1.0270 |
|
1.000 |
1.0233 |
|
1.618 |
1.0173 |
|
2.618 |
1.0076 |
|
4.250 |
0.9918 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0379 |
1.0392 |
| PP |
1.0374 |
1.0383 |
| S1 |
1.0370 |
1.0374 |
|