CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0362 |
1.0402 |
0.0040 |
0.4% |
1.0470 |
| High |
1.0428 |
1.0416 |
-0.0012 |
-0.1% |
1.0499 |
| Low |
1.0311 |
1.0336 |
0.0025 |
0.2% |
1.0314 |
| Close |
1.0401 |
1.0375 |
-0.0026 |
-0.2% |
1.0364 |
| Range |
0.0117 |
0.0080 |
-0.0037 |
-31.6% |
0.0185 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
33,693 |
32,579 |
-1,114 |
-3.3% |
145,748 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0616 |
1.0575 |
1.0419 |
|
| R3 |
1.0536 |
1.0495 |
1.0397 |
|
| R2 |
1.0456 |
1.0456 |
1.0390 |
|
| R1 |
1.0415 |
1.0415 |
1.0382 |
1.0396 |
| PP |
1.0376 |
1.0376 |
1.0376 |
1.0366 |
| S1 |
1.0335 |
1.0335 |
1.0368 |
1.0316 |
| S2 |
1.0296 |
1.0296 |
1.0360 |
|
| S3 |
1.0216 |
1.0255 |
1.0353 |
|
| S4 |
1.0136 |
1.0175 |
1.0331 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0841 |
1.0466 |
|
| R3 |
1.0762 |
1.0656 |
1.0415 |
|
| R2 |
1.0577 |
1.0577 |
1.0398 |
|
| R1 |
1.0471 |
1.0471 |
1.0381 |
1.0432 |
| PP |
1.0392 |
1.0392 |
1.0392 |
1.0373 |
| S1 |
1.0286 |
1.0286 |
1.0347 |
1.0247 |
| S2 |
1.0207 |
1.0207 |
1.0330 |
|
| S3 |
1.0022 |
1.0101 |
1.0313 |
|
| S4 |
0.9837 |
0.9916 |
1.0262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0488 |
1.0311 |
0.0177 |
1.7% |
0.0090 |
0.9% |
36% |
False |
False |
32,884 |
| 10 |
1.0515 |
1.0311 |
0.0204 |
2.0% |
0.0084 |
0.8% |
31% |
False |
False |
28,514 |
| 20 |
1.0683 |
1.0311 |
0.0372 |
3.6% |
0.0094 |
0.9% |
17% |
False |
False |
15,453 |
| 40 |
1.0683 |
1.0311 |
0.0372 |
3.6% |
0.0086 |
0.8% |
17% |
False |
False |
7,777 |
| 60 |
1.0696 |
1.0311 |
0.0385 |
3.7% |
0.0084 |
0.8% |
17% |
False |
False |
5,192 |
| 80 |
1.0696 |
1.0311 |
0.0385 |
3.7% |
0.0073 |
0.7% |
17% |
False |
False |
3,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0756 |
|
2.618 |
1.0625 |
|
1.618 |
1.0545 |
|
1.000 |
1.0496 |
|
0.618 |
1.0465 |
|
HIGH |
1.0416 |
|
0.618 |
1.0385 |
|
0.500 |
1.0376 |
|
0.382 |
1.0367 |
|
LOW |
1.0336 |
|
0.618 |
1.0287 |
|
1.000 |
1.0256 |
|
1.618 |
1.0207 |
|
2.618 |
1.0127 |
|
4.250 |
0.9996 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0373 |
| PP |
1.0376 |
1.0371 |
| S1 |
1.0375 |
1.0370 |
|