CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0267 |
-0.0033 |
-0.3% |
1.0374 |
| High |
1.0310 |
1.0280 |
-0.0030 |
-0.3% |
1.0379 |
| Low |
1.0253 |
1.0199 |
-0.0054 |
-0.5% |
1.0199 |
| Close |
1.0262 |
1.0267 |
0.0005 |
0.0% |
1.0267 |
| Range |
0.0057 |
0.0081 |
0.0024 |
42.1% |
0.0180 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.1% |
0.0000 |
| Volume |
17,486 |
24,832 |
7,346 |
42.0% |
108,232 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0460 |
1.0312 |
|
| R3 |
1.0411 |
1.0379 |
1.0289 |
|
| R2 |
1.0330 |
1.0330 |
1.0282 |
|
| R1 |
1.0298 |
1.0298 |
1.0274 |
1.0308 |
| PP |
1.0249 |
1.0249 |
1.0249 |
1.0253 |
| S1 |
1.0217 |
1.0217 |
1.0260 |
1.0227 |
| S2 |
1.0168 |
1.0168 |
1.0252 |
|
| S3 |
1.0087 |
1.0136 |
1.0245 |
|
| S4 |
1.0006 |
1.0055 |
1.0222 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0724 |
1.0366 |
|
| R3 |
1.0642 |
1.0544 |
1.0317 |
|
| R2 |
1.0462 |
1.0462 |
1.0300 |
|
| R1 |
1.0364 |
1.0364 |
1.0284 |
1.0323 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0261 |
| S1 |
1.0184 |
1.0184 |
1.0251 |
1.0143 |
| S2 |
1.0102 |
1.0102 |
1.0234 |
|
| S3 |
0.9922 |
1.0004 |
1.0218 |
|
| S4 |
0.9742 |
0.9824 |
1.0168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0379 |
1.0199 |
0.0180 |
1.8% |
0.0066 |
0.6% |
38% |
False |
True |
21,646 |
| 10 |
1.0428 |
1.0199 |
0.0229 |
2.2% |
0.0073 |
0.7% |
30% |
False |
True |
25,778 |
| 20 |
1.0634 |
1.0199 |
0.0435 |
4.2% |
0.0079 |
0.8% |
16% |
False |
True |
24,661 |
| 40 |
1.0683 |
1.0199 |
0.0484 |
4.7% |
0.0085 |
0.8% |
14% |
False |
True |
12,555 |
| 60 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0085 |
0.8% |
14% |
False |
True |
8,383 |
| 80 |
1.0696 |
1.0199 |
0.0497 |
4.8% |
0.0077 |
0.7% |
14% |
False |
True |
6,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0624 |
|
2.618 |
1.0492 |
|
1.618 |
1.0411 |
|
1.000 |
1.0361 |
|
0.618 |
1.0330 |
|
HIGH |
1.0280 |
|
0.618 |
1.0249 |
|
0.500 |
1.0240 |
|
0.382 |
1.0230 |
|
LOW |
1.0199 |
|
0.618 |
1.0149 |
|
1.000 |
1.0118 |
|
1.618 |
1.0068 |
|
2.618 |
0.9987 |
|
4.250 |
0.9855 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0273 |
| PP |
1.0249 |
1.0271 |
| S1 |
1.0240 |
1.0269 |
|