CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0356 |
1.0363 |
0.0007 |
0.1% |
1.0424 |
| High |
1.0383 |
1.0489 |
0.0106 |
1.0% |
1.0472 |
| Low |
1.0319 |
1.0359 |
0.0040 |
0.4% |
1.0330 |
| Close |
1.0341 |
1.0465 |
0.0124 |
1.2% |
1.0365 |
| Range |
0.0064 |
0.0130 |
0.0066 |
103.1% |
0.0142 |
| ATR |
0.0072 |
0.0078 |
0.0005 |
7.5% |
0.0000 |
| Volume |
12 |
213 |
201 |
1,675.0% |
48 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0776 |
1.0537 |
|
| R3 |
1.0698 |
1.0646 |
1.0501 |
|
| R2 |
1.0568 |
1.0568 |
1.0489 |
|
| R1 |
1.0516 |
1.0516 |
1.0477 |
1.0542 |
| PP |
1.0438 |
1.0438 |
1.0438 |
1.0451 |
| S1 |
1.0386 |
1.0386 |
1.0453 |
1.0412 |
| S2 |
1.0308 |
1.0308 |
1.0441 |
|
| S3 |
1.0178 |
1.0256 |
1.0429 |
|
| S4 |
1.0048 |
1.0126 |
1.0394 |
|
|
| 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 |
1.1042 |
|
2.618 |
1.0829 |
|
1.618 |
1.0699 |
|
1.000 |
1.0619 |
|
0.618 |
1.0569 |
|
HIGH |
1.0489 |
|
0.618 |
1.0439 |
|
0.500 |
1.0424 |
|
0.382 |
1.0409 |
|
LOW |
1.0359 |
|
0.618 |
1.0279 |
|
1.000 |
1.0229 |
|
1.618 |
1.0149 |
|
2.618 |
1.0019 |
|
4.250 |
0.9807 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0451 |
1.0445 |
| PP |
1.0438 |
1.0424 |
| S1 |
1.0424 |
1.0404 |
|