CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0524 |
1.0570 |
0.0046 |
0.4% |
1.0422 |
| High |
1.0620 |
1.0571 |
-0.0049 |
-0.5% |
1.0620 |
| Low |
1.0523 |
1.0455 |
-0.0068 |
-0.6% |
1.0406 |
| Close |
1.0587 |
1.0483 |
-0.0104 |
-1.0% |
1.0587 |
| Range |
0.0097 |
0.0116 |
0.0019 |
19.6% |
0.0214 |
| ATR |
0.0097 |
0.0100 |
0.0002 |
2.5% |
0.0000 |
| Volume |
35,773 |
31,951 |
-3,822 |
-10.7% |
170,634 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0851 |
1.0783 |
1.0547 |
|
| R3 |
1.0735 |
1.0667 |
1.0515 |
|
| R2 |
1.0619 |
1.0619 |
1.0504 |
|
| R1 |
1.0551 |
1.0551 |
1.0494 |
1.0527 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0491 |
| S1 |
1.0435 |
1.0435 |
1.0472 |
1.0411 |
| S2 |
1.0387 |
1.0387 |
1.0462 |
|
| S3 |
1.0271 |
1.0319 |
1.0451 |
|
| S4 |
1.0155 |
1.0203 |
1.0419 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1180 |
1.1097 |
1.0705 |
|
| R3 |
1.0966 |
1.0883 |
1.0646 |
|
| R2 |
1.0752 |
1.0752 |
1.0626 |
|
| R1 |
1.0669 |
1.0669 |
1.0607 |
1.0711 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0558 |
| S1 |
1.0455 |
1.0455 |
1.0567 |
1.0497 |
| S2 |
1.0324 |
1.0324 |
1.0548 |
|
| S3 |
1.0110 |
1.0241 |
1.0528 |
|
| S4 |
0.9896 |
1.0027 |
1.0469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0620 |
1.0406 |
0.0214 |
2.0% |
0.0098 |
0.9% |
36% |
False |
False |
40,517 |
| 10 |
1.0622 |
1.0340 |
0.0282 |
2.7% |
0.0104 |
1.0% |
51% |
False |
False |
37,353 |
| 20 |
1.0622 |
1.0261 |
0.0361 |
3.4% |
0.0099 |
0.9% |
61% |
False |
False |
31,773 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0093 |
0.9% |
60% |
False |
False |
32,878 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0083 |
0.8% |
60% |
False |
False |
30,029 |
| 80 |
1.0633 |
1.0257 |
0.0376 |
3.6% |
0.0078 |
0.7% |
60% |
False |
False |
23,301 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0074 |
0.7% |
77% |
False |
False |
18,645 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0070 |
0.7% |
77% |
False |
False |
15,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1064 |
|
2.618 |
1.0875 |
|
1.618 |
1.0759 |
|
1.000 |
1.0687 |
|
0.618 |
1.0643 |
|
HIGH |
1.0571 |
|
0.618 |
1.0527 |
|
0.500 |
1.0513 |
|
0.382 |
1.0499 |
|
LOW |
1.0455 |
|
0.618 |
1.0383 |
|
1.000 |
1.0339 |
|
1.618 |
1.0267 |
|
2.618 |
1.0151 |
|
4.250 |
0.9962 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0513 |
1.0517 |
| PP |
1.0503 |
1.0506 |
| S1 |
1.0493 |
1.0494 |
|