CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0374 |
1.0309 |
-0.0065 |
-0.6% |
1.0362 |
| High |
1.0379 |
1.0328 |
-0.0051 |
-0.5% |
1.0428 |
| Low |
1.0302 |
1.0267 |
-0.0035 |
-0.3% |
1.0290 |
| Close |
1.0311 |
1.0319 |
0.0008 |
0.1% |
1.0378 |
| Range |
0.0077 |
0.0061 |
-0.0016 |
-20.8% |
0.0138 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
26,213 |
22,588 |
-3,625 |
-13.8% |
149,557 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0464 |
1.0353 |
|
| R3 |
1.0427 |
1.0403 |
1.0336 |
|
| R2 |
1.0366 |
1.0366 |
1.0330 |
|
| R1 |
1.0342 |
1.0342 |
1.0325 |
1.0354 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0311 |
| S1 |
1.0281 |
1.0281 |
1.0313 |
1.0293 |
| S2 |
1.0244 |
1.0244 |
1.0308 |
|
| S3 |
1.0183 |
1.0220 |
1.0302 |
|
| S4 |
1.0122 |
1.0159 |
1.0285 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0779 |
1.0717 |
1.0454 |
|
| R3 |
1.0641 |
1.0579 |
1.0416 |
|
| R2 |
1.0503 |
1.0503 |
1.0403 |
|
| R1 |
1.0441 |
1.0441 |
1.0391 |
1.0472 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0381 |
| S1 |
1.0303 |
1.0303 |
1.0365 |
1.0334 |
| S2 |
1.0227 |
1.0227 |
1.0353 |
|
| S3 |
1.0089 |
1.0165 |
1.0340 |
|
| S4 |
0.9951 |
1.0027 |
1.0302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0392 |
1.0267 |
0.0125 |
1.2% |
0.0069 |
0.7% |
42% |
False |
True |
26,417 |
| 10 |
1.0488 |
1.0267 |
0.0221 |
2.1% |
0.0079 |
0.8% |
24% |
False |
True |
29,650 |
| 20 |
1.0681 |
1.0267 |
0.0414 |
4.0% |
0.0082 |
0.8% |
13% |
False |
True |
21,905 |
| 40 |
1.0683 |
1.0267 |
0.0416 |
4.0% |
0.0087 |
0.8% |
13% |
False |
True |
11,078 |
| 60 |
1.0696 |
1.0267 |
0.0429 |
4.2% |
0.0085 |
0.8% |
12% |
False |
True |
7,393 |
| 80 |
1.0696 |
1.0267 |
0.0429 |
4.2% |
0.0076 |
0.7% |
12% |
False |
True |
5,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0587 |
|
2.618 |
1.0488 |
|
1.618 |
1.0427 |
|
1.000 |
1.0389 |
|
0.618 |
1.0366 |
|
HIGH |
1.0328 |
|
0.618 |
1.0305 |
|
0.500 |
1.0298 |
|
0.382 |
1.0290 |
|
LOW |
1.0267 |
|
0.618 |
1.0229 |
|
1.000 |
1.0206 |
|
1.618 |
1.0168 |
|
2.618 |
1.0107 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0312 |
1.0330 |
| PP |
1.0305 |
1.0326 |
| S1 |
1.0298 |
1.0323 |
|