CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0422 |
1.0479 |
0.0057 |
0.5% |
1.0482 |
| High |
1.0498 |
1.0503 |
0.0005 |
0.0% |
1.0622 |
| Low |
1.0406 |
1.0444 |
0.0038 |
0.4% |
1.0340 |
| Close |
1.0486 |
1.0456 |
-0.0030 |
-0.3% |
1.0373 |
| Range |
0.0092 |
0.0059 |
-0.0033 |
-35.9% |
0.0282 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
57,979 |
33,702 |
-24,277 |
-41.9% |
170,945 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0645 |
1.0609 |
1.0488 |
|
| R3 |
1.0586 |
1.0550 |
1.0472 |
|
| R2 |
1.0527 |
1.0527 |
1.0467 |
|
| R1 |
1.0491 |
1.0491 |
1.0461 |
1.0480 |
| PP |
1.0468 |
1.0468 |
1.0468 |
1.0462 |
| S1 |
1.0432 |
1.0432 |
1.0451 |
1.0421 |
| S2 |
1.0409 |
1.0409 |
1.0445 |
|
| S3 |
1.0350 |
1.0373 |
1.0440 |
|
| S4 |
1.0291 |
1.0314 |
1.0424 |
|
|
| 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 |
1.0503 |
1.0340 |
0.0163 |
1.6% |
0.0098 |
0.9% |
71% |
True |
False |
39,904 |
| 10 |
1.0622 |
1.0324 |
0.0298 |
2.9% |
0.0096 |
0.9% |
44% |
False |
False |
33,444 |
| 20 |
1.0622 |
1.0261 |
0.0361 |
3.5% |
0.0095 |
0.9% |
54% |
False |
False |
32,001 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0090 |
0.9% |
53% |
False |
False |
32,071 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0081 |
0.8% |
53% |
False |
False |
28,893 |
| 80 |
1.0633 |
1.0061 |
0.0572 |
5.5% |
0.0077 |
0.7% |
69% |
False |
False |
21,918 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0073 |
0.7% |
73% |
False |
False |
17,536 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0068 |
0.7% |
73% |
False |
False |
14,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0754 |
|
2.618 |
1.0657 |
|
1.618 |
1.0598 |
|
1.000 |
1.0562 |
|
0.618 |
1.0539 |
|
HIGH |
1.0503 |
|
0.618 |
1.0480 |
|
0.500 |
1.0474 |
|
0.382 |
1.0467 |
|
LOW |
1.0444 |
|
0.618 |
1.0408 |
|
1.000 |
1.0385 |
|
1.618 |
1.0349 |
|
2.618 |
1.0290 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0474 |
1.0449 |
| PP |
1.0468 |
1.0443 |
| S1 |
1.0462 |
1.0436 |
|