CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0397 |
1.0444 |
0.0047 |
0.5% |
1.0482 |
| High |
1.0445 |
1.0487 |
0.0042 |
0.4% |
1.0622 |
| Low |
1.0340 |
1.0369 |
0.0029 |
0.3% |
1.0340 |
| Close |
1.0428 |
1.0373 |
-0.0055 |
-0.5% |
1.0373 |
| Range |
0.0105 |
0.0118 |
0.0013 |
12.4% |
0.0282 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.0% |
0.0000 |
| Volume |
36,924 |
34,738 |
-2,186 |
-5.9% |
170,945 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0764 |
1.0686 |
1.0438 |
|
| R3 |
1.0646 |
1.0568 |
1.0405 |
|
| R2 |
1.0528 |
1.0528 |
1.0395 |
|
| R1 |
1.0450 |
1.0450 |
1.0384 |
1.0430 |
| PP |
1.0410 |
1.0410 |
1.0410 |
1.0400 |
| S1 |
1.0332 |
1.0332 |
1.0362 |
1.0312 |
| S2 |
1.0292 |
1.0292 |
1.0351 |
|
| S3 |
1.0174 |
1.0214 |
1.0341 |
|
| S4 |
1.0056 |
1.0096 |
1.0308 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1114 |
1.0528 |
|
| R3 |
1.1009 |
1.0832 |
1.0451 |
|
| R2 |
1.0727 |
1.0727 |
1.0425 |
|
| R1 |
1.0550 |
1.0550 |
1.0399 |
1.0498 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0419 |
| S1 |
1.0268 |
1.0268 |
1.0347 |
1.0216 |
| S2 |
1.0163 |
1.0163 |
1.0321 |
|
| S3 |
0.9881 |
0.9986 |
1.0295 |
|
| S4 |
0.9599 |
0.9704 |
1.0218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0622 |
1.0340 |
0.0282 |
2.7% |
0.0110 |
1.1% |
12% |
False |
False |
34,189 |
| 10 |
1.0622 |
1.0324 |
0.0298 |
2.9% |
0.0098 |
0.9% |
16% |
False |
False |
28,116 |
| 20 |
1.0622 |
1.0258 |
0.0364 |
3.5% |
0.0092 |
0.9% |
32% |
False |
False |
29,348 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0089 |
0.9% |
31% |
False |
False |
30,715 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0079 |
0.8% |
31% |
False |
False |
27,576 |
| 80 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0076 |
0.7% |
60% |
False |
False |
20,772 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0072 |
0.7% |
60% |
False |
False |
16,620 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0069 |
0.7% |
60% |
False |
False |
13,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0989 |
|
2.618 |
1.0796 |
|
1.618 |
1.0678 |
|
1.000 |
1.0605 |
|
0.618 |
1.0560 |
|
HIGH |
1.0487 |
|
0.618 |
1.0442 |
|
0.500 |
1.0428 |
|
0.382 |
1.0414 |
|
LOW |
1.0369 |
|
0.618 |
1.0296 |
|
1.000 |
1.0251 |
|
1.618 |
1.0178 |
|
2.618 |
1.0060 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0428 |
1.0418 |
| PP |
1.0410 |
1.0403 |
| S1 |
1.0391 |
1.0388 |
|