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CME Swiss Franc Future September 2017


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Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 1.0444 1.0422 -0.0022 -0.2% 1.0482
High 1.0487 1.0498 0.0011 0.1% 1.0622
Low 1.0369 1.0406 0.0037 0.4% 1.0340
Close 1.0373 1.0486 0.0113 1.1% 1.0373
Range 0.0118 0.0092 -0.0026 -22.0% 0.0282
ATR 0.0094 0.0097 0.0002 2.3% 0.0000
Volume 34,738 57,979 23,241 66.9% 170,945
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.0739 1.0705 1.0537
R3 1.0647 1.0613 1.0511
R2 1.0555 1.0555 1.0503
R1 1.0521 1.0521 1.0494 1.0538
PP 1.0463 1.0463 1.0463 1.0472
S1 1.0429 1.0429 1.0478 1.0446
S2 1.0371 1.0371 1.0469
S3 1.0279 1.0337 1.0461
S4 1.0187 1.0245 1.0435
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.1291 1.1114 1.0528
R3 1.1009 1.0832 1.0451
R2 1.0727 1.0727 1.0425
R1 1.0550 1.0550 1.0399 1.0498
PP 1.0445 1.0445 1.0445 1.0419
S1 1.0268 1.0268 1.0347 1.0216
S2 1.0163 1.0163 1.0321
S3 0.9881 0.9986 1.0295
S4 0.9599 0.9704 1.0218
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% 0.0116 1.1% 52% False False 41,344
10 1.0622 1.0324 0.0298 2.8% 0.0098 0.9% 54% False False 31,922
20 1.0622 1.0258 0.0364 3.5% 0.0095 0.9% 63% False False 31,392
40 1.0633 1.0258 0.0375 3.6% 0.0090 0.9% 61% False False 31,837
60 1.0633 1.0258 0.0375 3.6% 0.0080 0.8% 61% False False 28,523
80 1.0633 0.9995 0.0638 6.1% 0.0077 0.7% 77% False False 21,497
100 1.0633 0.9977 0.0656 6.3% 0.0073 0.7% 78% False False 17,199
120 1.0633 0.9977 0.0656 6.3% 0.0068 0.7% 78% False False 14,334
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0889
2.618 1.0739
1.618 1.0647
1.000 1.0590
0.618 1.0555
HIGH 1.0498
0.618 1.0463
0.500 1.0452
0.382 1.0441
LOW 1.0406
0.618 1.0349
1.000 1.0314
1.618 1.0257
2.618 1.0165
4.250 1.0015
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 1.0475 1.0464
PP 1.0463 1.0441
S1 1.0452 1.0419

These figures are updated between 7pm and 10pm EST after a trading day.

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