CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0380 |
1.0356 |
-0.0024 |
-0.2% |
1.0424 |
| High |
1.0381 |
1.0383 |
0.0002 |
0.0% |
1.0472 |
| Low |
1.0347 |
1.0319 |
-0.0028 |
-0.3% |
1.0330 |
| Close |
1.0363 |
1.0341 |
-0.0022 |
-0.2% |
1.0365 |
| Range |
0.0034 |
0.0064 |
0.0030 |
88.2% |
0.0142 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
23 |
12 |
-11 |
-47.8% |
48 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0504 |
1.0376 |
|
| R3 |
1.0476 |
1.0440 |
1.0359 |
|
| R2 |
1.0412 |
1.0412 |
1.0353 |
|
| R1 |
1.0376 |
1.0376 |
1.0347 |
1.0362 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0341 |
| S1 |
1.0312 |
1.0312 |
1.0335 |
1.0298 |
| S2 |
1.0284 |
1.0284 |
1.0329 |
|
| S3 |
1.0220 |
1.0248 |
1.0323 |
|
| S4 |
1.0156 |
1.0184 |
1.0306 |
|
|
| 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 |
1.0655 |
|
2.618 |
1.0551 |
|
1.618 |
1.0487 |
|
1.000 |
1.0447 |
|
0.618 |
1.0423 |
|
HIGH |
1.0383 |
|
0.618 |
1.0359 |
|
0.500 |
1.0351 |
|
0.382 |
1.0343 |
|
LOW |
1.0319 |
|
0.618 |
1.0279 |
|
1.000 |
1.0255 |
|
1.618 |
1.0215 |
|
2.618 |
1.0151 |
|
4.250 |
1.0047 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0351 |
1.0373 |
| PP |
1.0348 |
1.0362 |
| S1 |
1.0344 |
1.0352 |
|