CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0468 |
1.0443 |
-0.0025 |
-0.2% |
1.0461 |
| High |
1.0511 |
1.0494 |
-0.0017 |
-0.2% |
1.0511 |
| Low |
1.0422 |
1.0405 |
-0.0017 |
-0.2% |
1.0322 |
| Close |
1.0446 |
1.0476 |
0.0030 |
0.3% |
1.0446 |
| Range |
0.0089 |
0.0089 |
0.0000 |
0.0% |
0.0189 |
| ATR |
0.0082 |
0.0083 |
0.0000 |
0.6% |
0.0000 |
| Volume |
111 |
92 |
-19 |
-17.1% |
445 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0725 |
1.0690 |
1.0525 |
|
| R3 |
1.0636 |
1.0601 |
1.0500 |
|
| R2 |
1.0547 |
1.0547 |
1.0492 |
|
| R1 |
1.0512 |
1.0512 |
1.0484 |
1.0530 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0467 |
| S1 |
1.0423 |
1.0423 |
1.0468 |
1.0441 |
| S2 |
1.0369 |
1.0369 |
1.0460 |
|
| S3 |
1.0280 |
1.0334 |
1.0452 |
|
| S4 |
1.0191 |
1.0245 |
1.0427 |
|
|
| 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 |
1.0872 |
|
2.618 |
1.0727 |
|
1.618 |
1.0638 |
|
1.000 |
1.0583 |
|
0.618 |
1.0549 |
|
HIGH |
1.0494 |
|
0.618 |
1.0460 |
|
0.500 |
1.0450 |
|
0.382 |
1.0439 |
|
LOW |
1.0405 |
|
0.618 |
1.0350 |
|
1.000 |
1.0316 |
|
1.618 |
1.0261 |
|
2.618 |
1.0172 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0468 |
| PP |
1.0458 |
1.0460 |
| S1 |
1.0450 |
1.0452 |
|