CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0467 |
1.0524 |
0.0057 |
0.5% |
1.0422 |
| High |
1.0539 |
1.0620 |
0.0081 |
0.8% |
1.0620 |
| Low |
1.0414 |
1.0523 |
0.0109 |
1.0% |
1.0406 |
| Close |
1.0504 |
1.0587 |
0.0083 |
0.8% |
1.0587 |
| Range |
0.0125 |
0.0097 |
-0.0028 |
-22.4% |
0.0214 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.5% |
0.0000 |
| Volume |
43,180 |
35,773 |
-7,407 |
-17.2% |
170,634 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0824 |
1.0640 |
|
| R3 |
1.0771 |
1.0727 |
1.0614 |
|
| R2 |
1.0674 |
1.0674 |
1.0605 |
|
| R1 |
1.0630 |
1.0630 |
1.0596 |
1.0652 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0588 |
| S1 |
1.0533 |
1.0533 |
1.0578 |
1.0555 |
| S2 |
1.0480 |
1.0480 |
1.0569 |
|
| S3 |
1.0383 |
1.0436 |
1.0560 |
|
| S4 |
1.0286 |
1.0339 |
1.0534 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1180 |
1.1097 |
1.0705 |
|
| R3 |
1.0966 |
1.0883 |
1.0646 |
|
| R2 |
1.0752 |
1.0752 |
1.0626 |
|
| R1 |
1.0669 |
1.0669 |
1.0607 |
1.0711 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0558 |
| S1 |
1.0455 |
1.0455 |
1.0567 |
1.0497 |
| S2 |
1.0324 |
1.0324 |
1.0548 |
|
| S3 |
1.0110 |
1.0241 |
1.0528 |
|
| S4 |
0.9896 |
1.0027 |
1.0469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0620 |
1.0369 |
0.0251 |
2.4% |
0.0098 |
0.9% |
87% |
True |
False |
41,074 |
| 10 |
1.0622 |
1.0340 |
0.0282 |
2.7% |
0.0107 |
1.0% |
88% |
False |
False |
37,205 |
| 20 |
1.0622 |
1.0261 |
0.0361 |
3.4% |
0.0096 |
0.9% |
90% |
False |
False |
32,065 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.5% |
0.0092 |
0.9% |
88% |
False |
False |
32,714 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.5% |
0.0082 |
0.8% |
88% |
False |
False |
29,785 |
| 80 |
1.0633 |
1.0225 |
0.0408 |
3.9% |
0.0077 |
0.7% |
89% |
False |
False |
22,904 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0073 |
0.7% |
93% |
False |
False |
18,325 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.2% |
0.0070 |
0.7% |
93% |
False |
False |
15,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.0874 |
|
1.618 |
1.0777 |
|
1.000 |
1.0717 |
|
0.618 |
1.0680 |
|
HIGH |
1.0620 |
|
0.618 |
1.0583 |
|
0.500 |
1.0572 |
|
0.382 |
1.0560 |
|
LOW |
1.0523 |
|
0.618 |
1.0463 |
|
1.000 |
1.0426 |
|
1.618 |
1.0366 |
|
2.618 |
1.0269 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0582 |
1.0564 |
| PP |
1.0577 |
1.0540 |
| S1 |
1.0572 |
1.0517 |
|