CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0374 |
1.0482 |
0.0108 |
1.0% |
1.0383 |
| High |
1.0508 |
1.0511 |
0.0003 |
0.0% |
1.0508 |
| Low |
1.0363 |
1.0451 |
0.0088 |
0.8% |
1.0324 |
| Close |
1.0461 |
1.0486 |
0.0025 |
0.2% |
1.0461 |
| Range |
0.0145 |
0.0060 |
-0.0085 |
-58.6% |
0.0184 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
30,474 |
22,201 |
-8,273 |
-27.1% |
110,215 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0663 |
1.0634 |
1.0519 |
|
| R3 |
1.0603 |
1.0574 |
1.0503 |
|
| R2 |
1.0543 |
1.0543 |
1.0497 |
|
| R1 |
1.0514 |
1.0514 |
1.0492 |
1.0529 |
| PP |
1.0483 |
1.0483 |
1.0483 |
1.0490 |
| S1 |
1.0454 |
1.0454 |
1.0481 |
1.0469 |
| S2 |
1.0423 |
1.0423 |
1.0475 |
|
| S3 |
1.0363 |
1.0394 |
1.0470 |
|
| S4 |
1.0303 |
1.0334 |
1.0453 |
|
|
| 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 |
1.0511 |
1.0324 |
0.0187 |
1.8% |
0.0080 |
0.8% |
87% |
True |
False |
22,500 |
| 10 |
1.0511 |
1.0261 |
0.0250 |
2.4% |
0.0087 |
0.8% |
90% |
True |
False |
25,422 |
| 20 |
1.0511 |
1.0258 |
0.0253 |
2.4% |
0.0082 |
0.8% |
90% |
True |
False |
28,531 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0083 |
0.8% |
61% |
False |
False |
29,338 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0075 |
0.7% |
61% |
False |
False |
25,146 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0074 |
0.7% |
78% |
False |
False |
18,914 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0069 |
0.7% |
78% |
False |
False |
15,133 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0066 |
0.6% |
78% |
False |
False |
12,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0766 |
|
2.618 |
1.0668 |
|
1.618 |
1.0608 |
|
1.000 |
1.0571 |
|
0.618 |
1.0548 |
|
HIGH |
1.0511 |
|
0.618 |
1.0488 |
|
0.500 |
1.0481 |
|
0.382 |
1.0474 |
|
LOW |
1.0451 |
|
0.618 |
1.0414 |
|
1.000 |
1.0391 |
|
1.618 |
1.0354 |
|
2.618 |
1.0294 |
|
4.250 |
1.0196 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0469 |
| PP |
1.0483 |
1.0452 |
| S1 |
1.0481 |
1.0435 |
|