CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0439 |
1.0468 |
0.0029 |
0.3% |
1.0461 |
| High |
1.0490 |
1.0511 |
0.0021 |
0.2% |
1.0511 |
| Low |
1.0392 |
1.0422 |
0.0030 |
0.3% |
1.0322 |
| Close |
1.0475 |
1.0446 |
-0.0029 |
-0.3% |
1.0446 |
| Range |
0.0098 |
0.0089 |
-0.0009 |
-9.2% |
0.0189 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
0.6% |
0.0000 |
| Volume |
78 |
111 |
33 |
42.3% |
445 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0675 |
1.0495 |
|
| R3 |
1.0638 |
1.0586 |
1.0470 |
|
| R2 |
1.0549 |
1.0549 |
1.0462 |
|
| R1 |
1.0497 |
1.0497 |
1.0454 |
1.0479 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0450 |
| S1 |
1.0408 |
1.0408 |
1.0438 |
1.0390 |
| S2 |
1.0371 |
1.0371 |
1.0430 |
|
| S3 |
1.0282 |
1.0319 |
1.0422 |
|
| S4 |
1.0193 |
1.0230 |
1.0397 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0909 |
1.0550 |
|
| R3 |
1.0804 |
1.0720 |
1.0498 |
|
| R2 |
1.0615 |
1.0615 |
1.0481 |
|
| R1 |
1.0531 |
1.0531 |
1.0463 |
1.0479 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0400 |
| S1 |
1.0342 |
1.0342 |
1.0429 |
1.0290 |
| S2 |
1.0237 |
1.0237 |
1.0411 |
|
| S3 |
1.0048 |
1.0153 |
1.0394 |
|
| S4 |
0.9859 |
0.9964 |
1.0342 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0889 |
|
2.618 |
1.0744 |
|
1.618 |
1.0655 |
|
1.000 |
1.0600 |
|
0.618 |
1.0566 |
|
HIGH |
1.0511 |
|
0.618 |
1.0477 |
|
0.500 |
1.0467 |
|
0.382 |
1.0456 |
|
LOW |
1.0422 |
|
0.618 |
1.0367 |
|
1.000 |
1.0333 |
|
1.618 |
1.0278 |
|
2.618 |
1.0189 |
|
4.250 |
1.0044 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0436 |
| PP |
1.0460 |
1.0426 |
| S1 |
1.0453 |
1.0417 |
|