CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0380 |
-0.0034 |
-0.3% |
1.0424 |
| High |
1.0427 |
1.0381 |
-0.0046 |
-0.4% |
1.0472 |
| Low |
1.0330 |
1.0347 |
0.0017 |
0.2% |
1.0330 |
| Close |
1.0365 |
1.0363 |
-0.0002 |
0.0% |
1.0365 |
| Range |
0.0097 |
0.0034 |
-0.0063 |
-64.9% |
0.0142 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
14 |
23 |
9 |
64.3% |
48 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0448 |
1.0382 |
|
| R3 |
1.0432 |
1.0414 |
1.0372 |
|
| R2 |
1.0398 |
1.0398 |
1.0369 |
|
| R1 |
1.0380 |
1.0380 |
1.0366 |
1.0372 |
| PP |
1.0364 |
1.0364 |
1.0364 |
1.0360 |
| S1 |
1.0346 |
1.0346 |
1.0360 |
1.0338 |
| S2 |
1.0330 |
1.0330 |
1.0357 |
|
| S3 |
1.0296 |
1.0312 |
1.0354 |
|
| S4 |
1.0262 |
1.0278 |
1.0344 |
|
|
| 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 |
1.0526 |
|
2.618 |
1.0470 |
|
1.618 |
1.0436 |
|
1.000 |
1.0415 |
|
0.618 |
1.0402 |
|
HIGH |
1.0381 |
|
0.618 |
1.0368 |
|
0.500 |
1.0364 |
|
0.382 |
1.0360 |
|
LOW |
1.0347 |
|
0.618 |
1.0326 |
|
1.000 |
1.0313 |
|
1.618 |
1.0292 |
|
2.618 |
1.0258 |
|
4.250 |
1.0203 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0379 |
| PP |
1.0364 |
1.0373 |
| S1 |
1.0363 |
1.0368 |
|