CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0383 |
1.0409 |
0.0026 |
0.3% |
1.0570 |
| High |
1.0455 |
1.0437 |
-0.0018 |
-0.2% |
1.0571 |
| Low |
1.0367 |
1.0396 |
0.0029 |
0.3% |
1.0305 |
| Close |
1.0427 |
1.0425 |
-0.0002 |
0.0% |
1.0427 |
| Range |
0.0088 |
0.0041 |
-0.0047 |
-53.4% |
0.0266 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
8,081 |
764 |
-7,317 |
-90.5% |
175,324 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0525 |
1.0448 |
|
| R3 |
1.0501 |
1.0484 |
1.0436 |
|
| R2 |
1.0460 |
1.0460 |
1.0433 |
|
| R1 |
1.0443 |
1.0443 |
1.0429 |
1.0452 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0424 |
| S1 |
1.0402 |
1.0402 |
1.0421 |
1.0411 |
| S2 |
1.0378 |
1.0378 |
1.0417 |
|
| S3 |
1.0337 |
1.0361 |
1.0414 |
|
| S4 |
1.0296 |
1.0320 |
1.0402 |
|
|
| 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 |
1.0479 |
1.0305 |
0.0174 |
1.7% |
0.0077 |
0.7% |
69% |
False |
False |
28,827 |
| 10 |
1.0620 |
1.0305 |
0.0315 |
3.0% |
0.0088 |
0.8% |
38% |
False |
False |
34,672 |
| 20 |
1.0622 |
1.0305 |
0.0317 |
3.0% |
0.0093 |
0.9% |
38% |
False |
False |
31,394 |
| 40 |
1.0625 |
1.0258 |
0.0367 |
3.5% |
0.0090 |
0.9% |
46% |
False |
False |
32,513 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0086 |
0.8% |
45% |
False |
False |
30,876 |
| 80 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0078 |
0.8% |
45% |
False |
False |
25,098 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0076 |
0.7% |
68% |
False |
False |
20,086 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
68% |
False |
False |
16,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0611 |
|
2.618 |
1.0544 |
|
1.618 |
1.0503 |
|
1.000 |
1.0478 |
|
0.618 |
1.0462 |
|
HIGH |
1.0437 |
|
0.618 |
1.0421 |
|
0.500 |
1.0417 |
|
0.382 |
1.0412 |
|
LOW |
1.0396 |
|
0.618 |
1.0371 |
|
1.000 |
1.0355 |
|
1.618 |
1.0330 |
|
2.618 |
1.0289 |
|
4.250 |
1.0222 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0410 |
| PP |
1.0419 |
1.0395 |
| S1 |
1.0417 |
1.0380 |
|