CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0444 |
1.0422 |
-0.0022 |
-0.2% |
1.0482 |
| High |
1.0487 |
1.0498 |
0.0011 |
0.1% |
1.0622 |
| Low |
1.0369 |
1.0406 |
0.0037 |
0.4% |
1.0340 |
| Close |
1.0373 |
1.0486 |
0.0113 |
1.1% |
1.0373 |
| Range |
0.0118 |
0.0092 |
-0.0026 |
-22.0% |
0.0282 |
| ATR |
0.0094 |
0.0097 |
0.0002 |
2.3% |
0.0000 |
| Volume |
34,738 |
57,979 |
23,241 |
66.9% |
170,945 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0705 |
1.0537 |
|
| R3 |
1.0647 |
1.0613 |
1.0511 |
|
| R2 |
1.0555 |
1.0555 |
1.0503 |
|
| R1 |
1.0521 |
1.0521 |
1.0494 |
1.0538 |
| PP |
1.0463 |
1.0463 |
1.0463 |
1.0472 |
| S1 |
1.0429 |
1.0429 |
1.0478 |
1.0446 |
| S2 |
1.0371 |
1.0371 |
1.0469 |
|
| S3 |
1.0279 |
1.0337 |
1.0461 |
|
| S4 |
1.0187 |
1.0245 |
1.0435 |
|
|
| 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% |
0.0116 |
1.1% |
52% |
False |
False |
41,344 |
| 10 |
1.0622 |
1.0324 |
0.0298 |
2.8% |
0.0098 |
0.9% |
54% |
False |
False |
31,922 |
| 20 |
1.0622 |
1.0258 |
0.0364 |
3.5% |
0.0095 |
0.9% |
63% |
False |
False |
31,392 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0090 |
0.9% |
61% |
False |
False |
31,837 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0080 |
0.8% |
61% |
False |
False |
28,523 |
| 80 |
1.0633 |
0.9995 |
0.0638 |
6.1% |
0.0077 |
0.7% |
77% |
False |
False |
21,497 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0073 |
0.7% |
78% |
False |
False |
17,199 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0068 |
0.7% |
78% |
False |
False |
14,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0889 |
|
2.618 |
1.0739 |
|
1.618 |
1.0647 |
|
1.000 |
1.0590 |
|
0.618 |
1.0555 |
|
HIGH |
1.0498 |
|
0.618 |
1.0463 |
|
0.500 |
1.0452 |
|
0.382 |
1.0441 |
|
LOW |
1.0406 |
|
0.618 |
1.0349 |
|
1.000 |
1.0314 |
|
1.618 |
1.0257 |
|
2.618 |
1.0165 |
|
4.250 |
1.0015 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0475 |
1.0464 |
| PP |
1.0463 |
1.0441 |
| S1 |
1.0452 |
1.0419 |
|