CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0516 |
0.0034 |
0.3% |
1.0383 |
| High |
1.0511 |
1.0622 |
0.0111 |
1.1% |
1.0508 |
| Low |
1.0451 |
1.0472 |
0.0021 |
0.2% |
1.0324 |
| Close |
1.0486 |
1.0497 |
0.0011 |
0.1% |
1.0461 |
| Range |
0.0060 |
0.0150 |
0.0090 |
150.0% |
0.0184 |
| ATR |
0.0085 |
0.0090 |
0.0005 |
5.5% |
0.0000 |
| Volume |
22,201 |
40,901 |
18,700 |
84.2% |
110,215 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0889 |
1.0580 |
|
| R3 |
1.0830 |
1.0739 |
1.0538 |
|
| R2 |
1.0680 |
1.0680 |
1.0525 |
|
| R1 |
1.0589 |
1.0589 |
1.0511 |
1.0560 |
| PP |
1.0530 |
1.0530 |
1.0530 |
1.0516 |
| S1 |
1.0439 |
1.0439 |
1.0483 |
1.0410 |
| S2 |
1.0380 |
1.0380 |
1.0470 |
|
| S3 |
1.0230 |
1.0289 |
1.0456 |
|
| S4 |
1.0080 |
1.0139 |
1.0415 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0906 |
1.0562 |
|
| R3 |
1.0799 |
1.0722 |
1.0512 |
|
| R2 |
1.0615 |
1.0615 |
1.0495 |
|
| R1 |
1.0538 |
1.0538 |
1.0478 |
1.0577 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0450 |
| S1 |
1.0354 |
1.0354 |
1.0444 |
1.0393 |
| S2 |
1.0247 |
1.0247 |
1.0427 |
|
| S3 |
1.0063 |
1.0170 |
1.0410 |
|
| S4 |
0.9879 |
0.9986 |
1.0360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0622 |
1.0324 |
0.0298 |
2.8% |
0.0095 |
0.9% |
58% |
True |
False |
26,984 |
| 10 |
1.0622 |
1.0261 |
0.0361 |
3.4% |
0.0096 |
0.9% |
65% |
True |
False |
26,951 |
| 20 |
1.0622 |
1.0258 |
0.0364 |
3.5% |
0.0086 |
0.8% |
66% |
True |
False |
29,022 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0086 |
0.8% |
64% |
False |
False |
29,854 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0076 |
0.7% |
64% |
False |
False |
25,823 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0075 |
0.7% |
79% |
False |
False |
19,425 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0070 |
0.7% |
79% |
False |
False |
15,542 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0066 |
0.6% |
79% |
False |
False |
12,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1260 |
|
2.618 |
1.1015 |
|
1.618 |
1.0865 |
|
1.000 |
1.0772 |
|
0.618 |
1.0715 |
|
HIGH |
1.0622 |
|
0.618 |
1.0565 |
|
0.500 |
1.0547 |
|
0.382 |
1.0529 |
|
LOW |
1.0472 |
|
0.618 |
1.0379 |
|
1.000 |
1.0322 |
|
1.618 |
1.0229 |
|
2.618 |
1.0079 |
|
4.250 |
0.9835 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0547 |
1.0496 |
| PP |
1.0530 |
1.0494 |
| S1 |
1.0514 |
1.0493 |
|