CME Swiss Franc Future September 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 |
1.0516 |
1.0484 |
-0.0032 |
-0.3% |
1.0383 |
| High |
1.0622 |
1.0496 |
-0.0126 |
-1.2% |
1.0508 |
| Low |
1.0472 |
1.0380 |
-0.0092 |
-0.9% |
1.0324 |
| Close |
1.0497 |
1.0393 |
-0.0104 |
-1.0% |
1.0461 |
| Range |
0.0150 |
0.0116 |
-0.0034 |
-22.7% |
0.0184 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.2% |
0.0000 |
| Volume |
40,901 |
36,181 |
-4,720 |
-11.5% |
110,215 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0698 |
1.0457 |
|
| R3 |
1.0655 |
1.0582 |
1.0425 |
|
| R2 |
1.0539 |
1.0539 |
1.0414 |
|
| R1 |
1.0466 |
1.0466 |
1.0404 |
1.0445 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0412 |
| S1 |
1.0350 |
1.0350 |
1.0382 |
1.0329 |
| S2 |
1.0307 |
1.0307 |
1.0372 |
|
| S3 |
1.0191 |
1.0234 |
1.0361 |
|
| S4 |
1.0075 |
1.0118 |
1.0329 |
|
|
| 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 |
1.0622 |
1.0358 |
0.0264 |
2.5% |
0.0105 |
1.0% |
13% |
False |
False |
29,436 |
| 10 |
1.0622 |
1.0324 |
0.0298 |
2.9% |
0.0095 |
0.9% |
23% |
False |
False |
27,323 |
| 20 |
1.0622 |
1.0258 |
0.0364 |
3.5% |
0.0089 |
0.9% |
37% |
False |
False |
29,154 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0087 |
0.8% |
36% |
False |
False |
29,932 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0078 |
0.7% |
36% |
False |
False |
26,407 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0076 |
0.7% |
63% |
False |
False |
19,877 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
63% |
False |
False |
15,903 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0067 |
0.6% |
63% |
False |
False |
13,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0989 |
|
2.618 |
1.0800 |
|
1.618 |
1.0684 |
|
1.000 |
1.0612 |
|
0.618 |
1.0568 |
|
HIGH |
1.0496 |
|
0.618 |
1.0452 |
|
0.500 |
1.0438 |
|
0.382 |
1.0424 |
|
LOW |
1.0380 |
|
0.618 |
1.0308 |
|
1.000 |
1.0264 |
|
1.618 |
1.0192 |
|
2.618 |
1.0076 |
|
4.250 |
0.9887 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0438 |
1.0501 |
| PP |
1.0423 |
1.0465 |
| S1 |
1.0408 |
1.0429 |
|