CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0402 |
1.0376 |
-0.0026 |
-0.2% |
1.0470 |
| High |
1.0416 |
1.0377 |
-0.0039 |
-0.4% |
1.0499 |
| Low |
1.0336 |
1.0290 |
-0.0046 |
-0.4% |
1.0314 |
| Close |
1.0375 |
1.0351 |
-0.0024 |
-0.2% |
1.0364 |
| Range |
0.0080 |
0.0087 |
0.0007 |
8.8% |
0.0185 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
32,579 |
34,049 |
1,470 |
4.5% |
145,748 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0600 |
1.0563 |
1.0399 |
|
| R3 |
1.0513 |
1.0476 |
1.0375 |
|
| R2 |
1.0426 |
1.0426 |
1.0367 |
|
| R1 |
1.0389 |
1.0389 |
1.0359 |
1.0364 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0327 |
| S1 |
1.0302 |
1.0302 |
1.0343 |
1.0277 |
| S2 |
1.0252 |
1.0252 |
1.0335 |
|
| S3 |
1.0165 |
1.0215 |
1.0327 |
|
| S4 |
1.0078 |
1.0128 |
1.0303 |
|
|
| 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 |
1.0428 |
1.0290 |
0.0138 |
1.3% |
0.0079 |
0.8% |
44% |
False |
True |
32,051 |
| 10 |
1.0515 |
1.0290 |
0.0225 |
2.2% |
0.0084 |
0.8% |
27% |
False |
True |
29,851 |
| 20 |
1.0681 |
1.0290 |
0.0391 |
3.8% |
0.0091 |
0.9% |
16% |
False |
True |
17,136 |
| 40 |
1.0683 |
1.0290 |
0.0393 |
3.8% |
0.0086 |
0.8% |
16% |
False |
True |
8,628 |
| 60 |
1.0696 |
1.0290 |
0.0406 |
3.9% |
0.0084 |
0.8% |
15% |
False |
True |
5,759 |
| 80 |
1.0696 |
1.0290 |
0.0406 |
3.9% |
0.0074 |
0.7% |
15% |
False |
True |
4,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0747 |
|
2.618 |
1.0605 |
|
1.618 |
1.0518 |
|
1.000 |
1.0464 |
|
0.618 |
1.0431 |
|
HIGH |
1.0377 |
|
0.618 |
1.0344 |
|
0.500 |
1.0334 |
|
0.382 |
1.0323 |
|
LOW |
1.0290 |
|
0.618 |
1.0236 |
|
1.000 |
1.0203 |
|
1.618 |
1.0149 |
|
2.618 |
1.0062 |
|
4.250 |
0.9920 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0345 |
1.0359 |
| PP |
1.0339 |
1.0356 |
| S1 |
1.0334 |
1.0354 |
|