CME Swiss Franc Future December 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 |
1.0439 |
1.0470 |
0.0031 |
0.3% |
1.0634 |
| High |
1.0515 |
1.0499 |
-0.0016 |
-0.2% |
1.0634 |
| Low |
1.0426 |
1.0432 |
0.0006 |
0.1% |
1.0365 |
| Close |
1.0487 |
1.0462 |
-0.0025 |
-0.2% |
1.0487 |
| Range |
0.0089 |
0.0067 |
-0.0022 |
-24.7% |
0.0269 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
31,370 |
24,140 |
-7,230 |
-23.0% |
89,688 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0665 |
1.0631 |
1.0499 |
|
| R3 |
1.0598 |
1.0564 |
1.0480 |
|
| R2 |
1.0531 |
1.0531 |
1.0474 |
|
| R1 |
1.0497 |
1.0497 |
1.0468 |
1.0481 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0456 |
| S1 |
1.0430 |
1.0430 |
1.0456 |
1.0414 |
| S2 |
1.0397 |
1.0397 |
1.0450 |
|
| S3 |
1.0330 |
1.0363 |
1.0444 |
|
| S4 |
1.0263 |
1.0296 |
1.0425 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1164 |
1.0635 |
|
| R3 |
1.1033 |
1.0895 |
1.0561 |
|
| R2 |
1.0764 |
1.0764 |
1.0536 |
|
| R1 |
1.0626 |
1.0626 |
1.0512 |
1.0561 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0463 |
| S1 |
1.0357 |
1.0357 |
1.0462 |
1.0292 |
| S2 |
1.0226 |
1.0226 |
1.0438 |
|
| S3 |
0.9957 |
1.0088 |
1.0413 |
|
| S4 |
0.9688 |
0.9819 |
1.0339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0539 |
1.0365 |
0.0174 |
1.7% |
0.0082 |
0.8% |
56% |
False |
False |
21,477 |
| 10 |
1.0681 |
1.0365 |
0.0316 |
3.0% |
0.0089 |
0.8% |
31% |
False |
False |
11,955 |
| 20 |
1.0683 |
1.0365 |
0.0318 |
3.0% |
0.0092 |
0.9% |
31% |
False |
False |
6,103 |
| 40 |
1.0686 |
1.0319 |
0.0367 |
3.5% |
0.0087 |
0.8% |
39% |
False |
False |
3,086 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0082 |
0.8% |
38% |
False |
False |
2,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0784 |
|
2.618 |
1.0674 |
|
1.618 |
1.0607 |
|
1.000 |
1.0566 |
|
0.618 |
1.0540 |
|
HIGH |
1.0499 |
|
0.618 |
1.0473 |
|
0.500 |
1.0466 |
|
0.382 |
1.0458 |
|
LOW |
1.0432 |
|
0.618 |
1.0391 |
|
1.000 |
1.0365 |
|
1.618 |
1.0324 |
|
2.618 |
1.0257 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0466 |
1.0455 |
| PP |
1.0464 |
1.0447 |
| S1 |
1.0463 |
1.0440 |
|