CME Swiss Franc Future September 2017


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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
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0022
Narrowest range in 2 trading days
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

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

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