CME Swiss Franc Future December 2017
Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.0461 |
1.0346 |
-0.0115 |
-1.1% |
1.0380 |
High |
1.0463 |
1.0388 |
-0.0075 |
-0.7% |
1.0517 |
Low |
1.0359 |
1.0331 |
-0.0028 |
-0.3% |
1.0319 |
Close |
1.0370 |
1.0359 |
-0.0011 |
-0.1% |
1.0488 |
Range |
0.0104 |
0.0057 |
-0.0047 |
-45.2% |
0.0198 |
ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
140 |
53 |
-87 |
-62.1% |
679 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0530 |
1.0502 |
1.0390 |
|
R3 |
1.0473 |
1.0445 |
1.0375 |
|
R2 |
1.0416 |
1.0416 |
1.0369 |
|
R1 |
1.0388 |
1.0388 |
1.0364 |
1.0402 |
PP |
1.0359 |
1.0359 |
1.0359 |
1.0367 |
S1 |
1.0331 |
1.0331 |
1.0354 |
1.0345 |
S2 |
1.0302 |
1.0302 |
1.0349 |
|
S3 |
1.0245 |
1.0274 |
1.0343 |
|
S4 |
1.0188 |
1.0217 |
1.0328 |
|
|
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 |
1.0630 |
2.618 |
1.0537 |
1.618 |
1.0480 |
1.000 |
1.0445 |
0.618 |
1.0423 |
HIGH |
1.0388 |
0.618 |
1.0366 |
0.500 |
1.0360 |
0.382 |
1.0353 |
LOW |
1.0331 |
0.618 |
1.0296 |
1.000 |
1.0274 |
1.618 |
1.0239 |
2.618 |
1.0182 |
4.250 |
1.0089 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0360 |
1.0424 |
PP |
1.0359 |
1.0402 |
S1 |
1.0359 |
1.0381 |
|