CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0499 |
1.0461 |
-0.0038 |
-0.4% |
1.0380 |
| High |
1.0517 |
1.0463 |
-0.0054 |
-0.5% |
1.0517 |
| Low |
1.0461 |
1.0359 |
-0.0102 |
-1.0% |
1.0319 |
| Close |
1.0488 |
1.0370 |
-0.0118 |
-1.1% |
1.0488 |
| Range |
0.0056 |
0.0104 |
0.0048 |
85.7% |
0.0198 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.2% |
0.0000 |
| Volume |
297 |
140 |
-157 |
-52.9% |
679 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0644 |
1.0427 |
|
| R3 |
1.0605 |
1.0540 |
1.0399 |
|
| R2 |
1.0501 |
1.0501 |
1.0389 |
|
| R1 |
1.0436 |
1.0436 |
1.0380 |
1.0417 |
| PP |
1.0397 |
1.0397 |
1.0397 |
1.0388 |
| S1 |
1.0332 |
1.0332 |
1.0360 |
1.0313 |
| S2 |
1.0293 |
1.0293 |
1.0351 |
|
| S3 |
1.0189 |
1.0228 |
1.0341 |
|
| S4 |
1.0085 |
1.0124 |
1.0313 |
|
|
| 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 |
1.0905 |
|
2.618 |
1.0735 |
|
1.618 |
1.0631 |
|
1.000 |
1.0567 |
|
0.618 |
1.0527 |
|
HIGH |
1.0463 |
|
0.618 |
1.0423 |
|
0.500 |
1.0411 |
|
0.382 |
1.0399 |
|
LOW |
1.0359 |
|
0.618 |
1.0295 |
|
1.000 |
1.0255 |
|
1.618 |
1.0191 |
|
2.618 |
1.0087 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0411 |
1.0438 |
| PP |
1.0397 |
1.0415 |
| S1 |
1.0384 |
1.0393 |
|