CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0376 |
1.0374 |
-0.0002 |
0.0% |
1.0383 |
| High |
1.0411 |
1.0508 |
0.0097 |
0.9% |
1.0508 |
| Low |
1.0358 |
1.0363 |
0.0005 |
0.0% |
1.0324 |
| Close |
1.0368 |
1.0461 |
0.0093 |
0.9% |
1.0461 |
| Range |
0.0053 |
0.0145 |
0.0092 |
173.6% |
0.0184 |
| ATR |
0.0082 |
0.0087 |
0.0004 |
5.4% |
0.0000 |
| Volume |
17,425 |
30,474 |
13,049 |
74.9% |
110,215 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0879 |
1.0815 |
1.0541 |
|
| R3 |
1.0734 |
1.0670 |
1.0501 |
|
| R2 |
1.0589 |
1.0589 |
1.0488 |
|
| R1 |
1.0525 |
1.0525 |
1.0474 |
1.0557 |
| PP |
1.0444 |
1.0444 |
1.0444 |
1.0460 |
| S1 |
1.0380 |
1.0380 |
1.0448 |
1.0412 |
| S2 |
1.0299 |
1.0299 |
1.0434 |
|
| S3 |
1.0154 |
1.0235 |
1.0421 |
|
| S4 |
1.0009 |
1.0090 |
1.0381 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0906 |
1.0562 |
|
| R3 |
1.0799 |
1.0722 |
1.0512 |
|
| R2 |
1.0615 |
1.0615 |
1.0495 |
|
| R1 |
1.0538 |
1.0538 |
1.0478 |
1.0577 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0450 |
| S1 |
1.0354 |
1.0354 |
1.0444 |
1.0393 |
| S2 |
1.0247 |
1.0247 |
1.0427 |
|
| S3 |
1.0063 |
1.0170 |
1.0410 |
|
| S4 |
0.9879 |
0.9986 |
1.0360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0508 |
1.0324 |
0.0184 |
1.8% |
0.0086 |
0.8% |
74% |
True |
False |
22,043 |
| 10 |
1.0508 |
1.0261 |
0.0247 |
2.4% |
0.0093 |
0.9% |
81% |
True |
False |
26,193 |
| 20 |
1.0508 |
1.0258 |
0.0250 |
2.4% |
0.0083 |
0.8% |
81% |
True |
False |
29,435 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0083 |
0.8% |
54% |
False |
False |
29,415 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0075 |
0.7% |
54% |
False |
False |
24,789 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0074 |
0.7% |
74% |
False |
False |
18,636 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0069 |
0.7% |
74% |
False |
False |
14,911 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0065 |
0.6% |
74% |
False |
False |
12,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1124 |
|
2.618 |
1.0888 |
|
1.618 |
1.0743 |
|
1.000 |
1.0653 |
|
0.618 |
1.0598 |
|
HIGH |
1.0508 |
|
0.618 |
1.0453 |
|
0.500 |
1.0436 |
|
0.382 |
1.0418 |
|
LOW |
1.0363 |
|
0.618 |
1.0273 |
|
1.000 |
1.0218 |
|
1.618 |
1.0128 |
|
2.618 |
0.9983 |
|
4.250 |
0.9747 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0453 |
1.0446 |
| PP |
1.0444 |
1.0431 |
| S1 |
1.0436 |
1.0416 |
|