CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0479 |
1.0467 |
-0.0012 |
-0.1% |
1.0482 |
| High |
1.0503 |
1.0539 |
0.0036 |
0.3% |
1.0622 |
| Low |
1.0444 |
1.0414 |
-0.0030 |
-0.3% |
1.0340 |
| Close |
1.0456 |
1.0504 |
0.0048 |
0.5% |
1.0373 |
| Range |
0.0059 |
0.0125 |
0.0066 |
111.9% |
0.0282 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.4% |
0.0000 |
| Volume |
33,702 |
43,180 |
9,478 |
28.1% |
170,945 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0807 |
1.0573 |
|
| R3 |
1.0736 |
1.0682 |
1.0538 |
|
| R2 |
1.0611 |
1.0611 |
1.0527 |
|
| R1 |
1.0557 |
1.0557 |
1.0515 |
1.0584 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0499 |
| S1 |
1.0432 |
1.0432 |
1.0493 |
1.0459 |
| S2 |
1.0361 |
1.0361 |
1.0481 |
|
| S3 |
1.0236 |
1.0307 |
1.0470 |
|
| S4 |
1.0111 |
1.0182 |
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 |
1.0539 |
1.0340 |
0.0199 |
1.9% |
0.0100 |
1.0% |
82% |
True |
False |
41,304 |
| 10 |
1.0622 |
1.0340 |
0.0282 |
2.7% |
0.0102 |
1.0% |
58% |
False |
False |
35,370 |
| 20 |
1.0622 |
1.0261 |
0.0361 |
3.4% |
0.0094 |
0.9% |
67% |
False |
False |
31,592 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0091 |
0.9% |
66% |
False |
False |
32,512 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0082 |
0.8% |
66% |
False |
False |
29,496 |
| 80 |
1.0633 |
1.0119 |
0.0514 |
4.9% |
0.0077 |
0.7% |
75% |
False |
False |
22,458 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0073 |
0.7% |
80% |
False |
False |
17,968 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0069 |
0.7% |
80% |
False |
False |
14,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1070 |
|
2.618 |
1.0866 |
|
1.618 |
1.0741 |
|
1.000 |
1.0664 |
|
0.618 |
1.0616 |
|
HIGH |
1.0539 |
|
0.618 |
1.0491 |
|
0.500 |
1.0477 |
|
0.382 |
1.0462 |
|
LOW |
1.0414 |
|
0.618 |
1.0337 |
|
1.000 |
1.0289 |
|
1.618 |
1.0212 |
|
2.618 |
1.0087 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0495 |
1.0494 |
| PP |
1.0486 |
1.0483 |
| S1 |
1.0477 |
1.0473 |
|