CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0372 |
1.0383 |
0.0011 |
0.1% |
1.0570 |
| High |
1.0400 |
1.0455 |
0.0055 |
0.5% |
1.0571 |
| Low |
1.0305 |
1.0367 |
0.0062 |
0.6% |
1.0305 |
| Close |
1.0377 |
1.0427 |
0.0050 |
0.5% |
1.0427 |
| Range |
0.0095 |
0.0088 |
-0.0007 |
-7.4% |
0.0266 |
| ATR |
0.0097 |
0.0097 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
47,891 |
8,081 |
-39,810 |
-83.1% |
175,324 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0680 |
1.0642 |
1.0475 |
|
| R3 |
1.0592 |
1.0554 |
1.0451 |
|
| R2 |
1.0504 |
1.0504 |
1.0443 |
|
| R1 |
1.0466 |
1.0466 |
1.0435 |
1.0485 |
| PP |
1.0416 |
1.0416 |
1.0416 |
1.0426 |
| S1 |
1.0378 |
1.0378 |
1.0419 |
1.0397 |
| S2 |
1.0328 |
1.0328 |
1.0411 |
|
| S3 |
1.0240 |
1.0290 |
1.0403 |
|
| S4 |
1.0152 |
1.0202 |
1.0379 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1096 |
1.0573 |
|
| R3 |
1.0966 |
1.0830 |
1.0500 |
|
| R2 |
1.0700 |
1.0700 |
1.0476 |
|
| R1 |
1.0564 |
1.0564 |
1.0451 |
1.0499 |
| PP |
1.0434 |
1.0434 |
1.0434 |
1.0402 |
| S1 |
1.0298 |
1.0298 |
1.0403 |
1.0233 |
| S2 |
1.0168 |
1.0168 |
1.0378 |
|
| S3 |
0.9902 |
1.0032 |
1.0354 |
|
| S4 |
0.9636 |
0.9766 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0571 |
1.0305 |
0.0266 |
2.6% |
0.0092 |
0.9% |
46% |
False |
False |
35,064 |
| 10 |
1.0620 |
1.0305 |
0.0315 |
3.0% |
0.0095 |
0.9% |
39% |
False |
False |
38,069 |
| 20 |
1.0622 |
1.0305 |
0.0317 |
3.0% |
0.0095 |
0.9% |
38% |
False |
False |
32,975 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0091 |
0.9% |
45% |
False |
False |
33,180 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0085 |
0.8% |
45% |
False |
False |
31,119 |
| 80 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0078 |
0.8% |
45% |
False |
False |
25,089 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0076 |
0.7% |
69% |
False |
False |
20,078 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0072 |
0.7% |
69% |
False |
False |
16,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0829 |
|
2.618 |
1.0685 |
|
1.618 |
1.0597 |
|
1.000 |
1.0543 |
|
0.618 |
1.0509 |
|
HIGH |
1.0455 |
|
0.618 |
1.0421 |
|
0.500 |
1.0411 |
|
0.382 |
1.0401 |
|
LOW |
1.0367 |
|
0.618 |
1.0313 |
|
1.000 |
1.0279 |
|
1.618 |
1.0225 |
|
2.618 |
1.0137 |
|
4.250 |
0.9993 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0411 |
| PP |
1.0416 |
1.0396 |
| S1 |
1.0411 |
1.0380 |
|