CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0372 |
-0.0045 |
-0.4% |
1.0422 |
| High |
1.0437 |
1.0400 |
-0.0037 |
-0.4% |
1.0620 |
| Low |
1.0354 |
1.0305 |
-0.0049 |
-0.5% |
1.0406 |
| Close |
1.0355 |
1.0377 |
0.0022 |
0.2% |
1.0587 |
| Range |
0.0083 |
0.0095 |
0.0012 |
14.5% |
0.0214 |
| ATR |
0.0098 |
0.0097 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
46,154 |
47,891 |
1,737 |
3.8% |
170,634 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0646 |
1.0606 |
1.0429 |
|
| R3 |
1.0551 |
1.0511 |
1.0403 |
|
| R2 |
1.0456 |
1.0456 |
1.0394 |
|
| R1 |
1.0416 |
1.0416 |
1.0386 |
1.0436 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0371 |
| S1 |
1.0321 |
1.0321 |
1.0368 |
1.0341 |
| S2 |
1.0266 |
1.0266 |
1.0360 |
|
| S3 |
1.0171 |
1.0226 |
1.0351 |
|
| S4 |
1.0076 |
1.0131 |
1.0325 |
|
|
| 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 |
1.0305 |
0.0315 |
3.0% |
0.0094 |
0.9% |
23% |
False |
True |
40,603 |
| 10 |
1.0620 |
1.0305 |
0.0315 |
3.0% |
0.0097 |
0.9% |
23% |
False |
True |
40,953 |
| 20 |
1.0622 |
1.0305 |
0.0317 |
3.1% |
0.0096 |
0.9% |
23% |
False |
True |
34,138 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0093 |
0.9% |
32% |
False |
False |
34,202 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0085 |
0.8% |
32% |
False |
False |
31,242 |
| 80 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0078 |
0.8% |
32% |
False |
False |
24,988 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0075 |
0.7% |
61% |
False |
False |
19,997 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
61% |
False |
False |
16,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0804 |
|
2.618 |
1.0649 |
|
1.618 |
1.0554 |
|
1.000 |
1.0495 |
|
0.618 |
1.0459 |
|
HIGH |
1.0400 |
|
0.618 |
1.0364 |
|
0.500 |
1.0353 |
|
0.382 |
1.0341 |
|
LOW |
1.0305 |
|
0.618 |
1.0246 |
|
1.000 |
1.0210 |
|
1.618 |
1.0151 |
|
2.618 |
1.0056 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0369 |
1.0392 |
| PP |
1.0361 |
1.0387 |
| S1 |
1.0353 |
1.0382 |
|