CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0527 |
1.0476 |
-0.0051 |
-0.5% |
1.0481 |
| High |
1.0539 |
1.0497 |
-0.0042 |
-0.4% |
1.0681 |
| Low |
1.0462 |
1.0414 |
-0.0048 |
-0.5% |
1.0468 |
| Close |
1.0475 |
1.0416 |
-0.0059 |
-0.6% |
1.0648 |
| Range |
0.0077 |
0.0083 |
0.0006 |
7.8% |
0.0213 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
10,122 |
20,685 |
10,563 |
104.4% |
5,726 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0637 |
1.0462 |
|
| R3 |
1.0608 |
1.0554 |
1.0439 |
|
| R2 |
1.0525 |
1.0525 |
1.0431 |
|
| R1 |
1.0471 |
1.0471 |
1.0424 |
1.0457 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0435 |
| S1 |
1.0388 |
1.0388 |
1.0408 |
1.0374 |
| S2 |
1.0359 |
1.0359 |
1.0401 |
|
| S3 |
1.0276 |
1.0305 |
1.0393 |
|
| S4 |
1.0193 |
1.0222 |
1.0370 |
|
|
| 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 |
1.0414 |
0.0267 |
2.6% |
0.0098 |
0.9% |
1% |
False |
True |
8,112 |
| 10 |
1.0681 |
1.0402 |
0.0279 |
2.7% |
0.0097 |
0.9% |
5% |
False |
False |
4,421 |
| 20 |
1.0683 |
1.0322 |
0.0361 |
3.5% |
0.0095 |
0.9% |
26% |
False |
False |
2,287 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0088 |
0.8% |
26% |
False |
False |
1,174 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0079 |
0.8% |
26% |
False |
False |
785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0850 |
|
2.618 |
1.0714 |
|
1.618 |
1.0631 |
|
1.000 |
1.0580 |
|
0.618 |
1.0548 |
|
HIGH |
1.0497 |
|
0.618 |
1.0465 |
|
0.500 |
1.0456 |
|
0.382 |
1.0446 |
|
LOW |
1.0414 |
|
0.618 |
1.0363 |
|
1.000 |
1.0331 |
|
1.618 |
1.0280 |
|
2.618 |
1.0197 |
|
4.250 |
1.0061 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0524 |
| PP |
1.0442 |
1.0488 |
| S1 |
1.0429 |
1.0452 |
|