CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0442 |
0.0079 |
0.8% |
1.0424 |
| High |
1.0489 |
1.0480 |
-0.0009 |
-0.1% |
1.0472 |
| Low |
1.0359 |
1.0421 |
0.0062 |
0.6% |
1.0330 |
| Close |
1.0465 |
1.0464 |
-0.0001 |
0.0% |
1.0365 |
| Range |
0.0130 |
0.0059 |
-0.0071 |
-54.6% |
0.0142 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
213 |
134 |
-79 |
-37.1% |
48 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0607 |
1.0496 |
|
| R3 |
1.0573 |
1.0548 |
1.0480 |
|
| R2 |
1.0514 |
1.0514 |
1.0475 |
|
| R1 |
1.0489 |
1.0489 |
1.0469 |
1.0502 |
| PP |
1.0455 |
1.0455 |
1.0455 |
1.0461 |
| S1 |
1.0430 |
1.0430 |
1.0459 |
1.0443 |
| S2 |
1.0396 |
1.0396 |
1.0453 |
|
| S3 |
1.0337 |
1.0371 |
1.0448 |
|
| S4 |
1.0278 |
1.0312 |
1.0432 |
|
|
| 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 |
1.0731 |
|
2.618 |
1.0634 |
|
1.618 |
1.0575 |
|
1.000 |
1.0539 |
|
0.618 |
1.0516 |
|
HIGH |
1.0480 |
|
0.618 |
1.0457 |
|
0.500 |
1.0451 |
|
0.382 |
1.0444 |
|
LOW |
1.0421 |
|
0.618 |
1.0385 |
|
1.000 |
1.0362 |
|
1.618 |
1.0326 |
|
2.618 |
1.0267 |
|
4.250 |
1.0170 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0460 |
1.0444 |
| PP |
1.0455 |
1.0424 |
| S1 |
1.0451 |
1.0404 |
|