CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0484 |
1.0397 |
-0.0087 |
-0.8% |
1.0383 |
| High |
1.0496 |
1.0445 |
-0.0051 |
-0.5% |
1.0508 |
| Low |
1.0380 |
1.0340 |
-0.0040 |
-0.4% |
1.0324 |
| Close |
1.0393 |
1.0428 |
0.0035 |
0.3% |
1.0461 |
| Range |
0.0116 |
0.0105 |
-0.0011 |
-9.5% |
0.0184 |
| ATR |
0.0092 |
0.0092 |
0.0001 |
1.1% |
0.0000 |
| Volume |
36,181 |
36,924 |
743 |
2.1% |
110,215 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0719 |
1.0679 |
1.0486 |
|
| R3 |
1.0614 |
1.0574 |
1.0457 |
|
| R2 |
1.0509 |
1.0509 |
1.0447 |
|
| R1 |
1.0469 |
1.0469 |
1.0438 |
1.0489 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0415 |
| S1 |
1.0364 |
1.0364 |
1.0418 |
1.0384 |
| S2 |
1.0299 |
1.0299 |
1.0409 |
|
| S3 |
1.0194 |
1.0259 |
1.0399 |
|
| S4 |
1.0089 |
1.0154 |
1.0370 |
|
|
| 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 |
1.0340 |
0.0282 |
2.7% |
0.0115 |
1.1% |
31% |
False |
True |
33,336 |
| 10 |
1.0622 |
1.0324 |
0.0298 |
2.9% |
0.0095 |
0.9% |
35% |
False |
False |
27,881 |
| 20 |
1.0622 |
1.0258 |
0.0364 |
3.5% |
0.0092 |
0.9% |
47% |
False |
False |
29,428 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0088 |
0.8% |
45% |
False |
False |
30,336 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0078 |
0.8% |
45% |
False |
False |
27,010 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0076 |
0.7% |
69% |
False |
False |
20,338 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
69% |
False |
False |
16,272 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0068 |
0.7% |
69% |
False |
False |
13,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0891 |
|
2.618 |
1.0720 |
|
1.618 |
1.0615 |
|
1.000 |
1.0550 |
|
0.618 |
1.0510 |
|
HIGH |
1.0445 |
|
0.618 |
1.0405 |
|
0.500 |
1.0393 |
|
0.382 |
1.0380 |
|
LOW |
1.0340 |
|
0.618 |
1.0275 |
|
1.000 |
1.0235 |
|
1.618 |
1.0170 |
|
2.618 |
1.0065 |
|
4.250 |
0.9894 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0481 |
| PP |
1.0404 |
1.0463 |
| S1 |
1.0393 |
1.0446 |
|