CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0442 |
1.0499 |
0.0057 |
0.5% |
1.0380 |
| High |
1.0480 |
1.0517 |
0.0037 |
0.4% |
1.0517 |
| Low |
1.0421 |
1.0461 |
0.0040 |
0.4% |
1.0319 |
| Close |
1.0464 |
1.0488 |
0.0024 |
0.2% |
1.0488 |
| Range |
0.0059 |
0.0056 |
-0.0003 |
-5.1% |
0.0198 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
134 |
297 |
163 |
121.6% |
679 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0657 |
1.0628 |
1.0519 |
|
| R3 |
1.0601 |
1.0572 |
1.0503 |
|
| R2 |
1.0545 |
1.0545 |
1.0498 |
|
| R1 |
1.0516 |
1.0516 |
1.0493 |
1.0503 |
| PP |
1.0489 |
1.0489 |
1.0489 |
1.0482 |
| S1 |
1.0460 |
1.0460 |
1.0483 |
1.0447 |
| S2 |
1.0433 |
1.0433 |
1.0478 |
|
| S3 |
1.0377 |
1.0404 |
1.0473 |
|
| S4 |
1.0321 |
1.0348 |
1.0457 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0960 |
1.0597 |
|
| R3 |
1.0837 |
1.0762 |
1.0542 |
|
| R2 |
1.0639 |
1.0639 |
1.0524 |
|
| R1 |
1.0564 |
1.0564 |
1.0506 |
1.0602 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0460 |
| S1 |
1.0366 |
1.0366 |
1.0470 |
1.0404 |
| S2 |
1.0243 |
1.0243 |
1.0452 |
|
| S3 |
1.0045 |
1.0168 |
1.0434 |
|
| S4 |
0.9847 |
0.9970 |
1.0379 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0755 |
|
2.618 |
1.0664 |
|
1.618 |
1.0608 |
|
1.000 |
1.0573 |
|
0.618 |
1.0552 |
|
HIGH |
1.0517 |
|
0.618 |
1.0496 |
|
0.500 |
1.0489 |
|
0.382 |
1.0482 |
|
LOW |
1.0461 |
|
0.618 |
1.0426 |
|
1.000 |
1.0405 |
|
1.618 |
1.0370 |
|
2.618 |
1.0314 |
|
4.250 |
1.0223 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0489 |
1.0471 |
| PP |
1.0489 |
1.0455 |
| S1 |
1.0488 |
1.0438 |
|