CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0634 |
1.0527 |
-0.0107 |
-1.0% |
1.0481 |
| High |
1.0634 |
1.0539 |
-0.0095 |
-0.9% |
1.0681 |
| Low |
1.0517 |
1.0462 |
-0.0055 |
-0.5% |
1.0468 |
| Close |
1.0544 |
1.0475 |
-0.0069 |
-0.7% |
1.0648 |
| Range |
0.0117 |
0.0077 |
-0.0040 |
-34.2% |
0.0213 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
6,440 |
10,122 |
3,682 |
57.2% |
5,726 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0723 |
1.0676 |
1.0517 |
|
| R3 |
1.0646 |
1.0599 |
1.0496 |
|
| R2 |
1.0569 |
1.0569 |
1.0489 |
|
| R1 |
1.0522 |
1.0522 |
1.0482 |
1.0507 |
| PP |
1.0492 |
1.0492 |
1.0492 |
1.0485 |
| S1 |
1.0445 |
1.0445 |
1.0468 |
1.0430 |
| S2 |
1.0415 |
1.0415 |
1.0461 |
|
| S3 |
1.0338 |
1.0368 |
1.0454 |
|
| S4 |
1.0261 |
1.0291 |
1.0433 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1156 |
1.0765 |
|
| R3 |
1.1025 |
1.0943 |
1.0707 |
|
| R2 |
1.0812 |
1.0812 |
1.0687 |
|
| R1 |
1.0730 |
1.0730 |
1.0668 |
1.0771 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0620 |
| S1 |
1.0517 |
1.0517 |
1.0628 |
1.0558 |
| S2 |
1.0386 |
1.0386 |
1.0609 |
|
| S3 |
1.0173 |
1.0304 |
1.0589 |
|
| S4 |
0.9960 |
1.0091 |
1.0531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0681 |
1.0462 |
0.0219 |
2.1% |
0.0093 |
0.9% |
6% |
False |
True |
4,175 |
| 10 |
1.0683 |
1.0402 |
0.0281 |
2.7% |
0.0103 |
1.0% |
26% |
False |
False |
2,392 |
| 20 |
1.0683 |
1.0322 |
0.0361 |
3.4% |
0.0094 |
0.9% |
42% |
False |
False |
1,255 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0089 |
0.8% |
41% |
False |
False |
658 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0078 |
0.7% |
41% |
False |
False |
441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0741 |
|
1.618 |
1.0664 |
|
1.000 |
1.0616 |
|
0.618 |
1.0587 |
|
HIGH |
1.0539 |
|
0.618 |
1.0510 |
|
0.500 |
1.0501 |
|
0.382 |
1.0491 |
|
LOW |
1.0462 |
|
0.618 |
1.0414 |
|
1.000 |
1.0385 |
|
1.618 |
1.0337 |
|
2.618 |
1.0260 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0501 |
1.0572 |
| PP |
1.0492 |
1.0539 |
| S1 |
1.0484 |
1.0507 |
|