CME Swiss Franc Future December 2017
Trading Metrics calculated at close of trading on 30-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.0578 |
1.0546 |
-0.0032 |
-0.3% |
1.0443 |
High |
1.0683 |
1.0558 |
-0.0125 |
-1.2% |
1.0568 |
Low |
1.0537 |
1.0443 |
-0.0094 |
-0.9% |
1.0385 |
Close |
1.0560 |
1.0455 |
-0.0105 |
-1.0% |
1.0523 |
Range |
0.0146 |
0.0115 |
-0.0031 |
-21.2% |
0.0183 |
ATR |
0.0086 |
0.0088 |
0.0002 |
2.6% |
0.0000 |
Volume |
403 |
225 |
-178 |
-44.2% |
712 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0830 |
1.0758 |
1.0518 |
|
R3 |
1.0715 |
1.0643 |
1.0487 |
|
R2 |
1.0600 |
1.0600 |
1.0476 |
|
R1 |
1.0528 |
1.0528 |
1.0466 |
1.0507 |
PP |
1.0485 |
1.0485 |
1.0485 |
1.0475 |
S1 |
1.0413 |
1.0413 |
1.0444 |
1.0392 |
S2 |
1.0370 |
1.0370 |
1.0434 |
|
S3 |
1.0255 |
1.0298 |
1.0423 |
|
S4 |
1.0140 |
1.0183 |
1.0392 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1041 |
1.0965 |
1.0624 |
|
R3 |
1.0858 |
1.0782 |
1.0573 |
|
R2 |
1.0675 |
1.0675 |
1.0557 |
|
R1 |
1.0599 |
1.0599 |
1.0540 |
1.0637 |
PP |
1.0492 |
1.0492 |
1.0492 |
1.0511 |
S1 |
1.0416 |
1.0416 |
1.0506 |
1.0454 |
S2 |
1.0309 |
1.0309 |
1.0489 |
|
S3 |
1.0126 |
1.0233 |
1.0473 |
|
S4 |
0.9943 |
1.0050 |
1.0422 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0683 |
1.0419 |
0.0264 |
2.5% |
0.0102 |
1.0% |
14% |
False |
False |
231 |
10 |
1.0683 |
1.0385 |
0.0298 |
2.9% |
0.0092 |
0.9% |
23% |
False |
False |
169 |
20 |
1.0683 |
1.0319 |
0.0364 |
3.5% |
0.0085 |
0.8% |
37% |
False |
False |
132 |
40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0082 |
0.8% |
36% |
False |
False |
76 |
60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0070 |
0.7% |
36% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1047 |
2.618 |
1.0859 |
1.618 |
1.0744 |
1.000 |
1.0673 |
0.618 |
1.0629 |
HIGH |
1.0558 |
0.618 |
1.0514 |
0.500 |
1.0501 |
0.382 |
1.0487 |
LOW |
1.0443 |
0.618 |
1.0372 |
1.000 |
1.0328 |
1.618 |
1.0257 |
2.618 |
1.0142 |
4.250 |
0.9954 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0501 |
1.0563 |
PP |
1.0485 |
1.0527 |
S1 |
1.0470 |
1.0491 |
|