CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0570 |
1.0464 |
-0.0106 |
-1.0% |
1.0422 |
| High |
1.0571 |
1.0479 |
-0.0092 |
-0.9% |
1.0620 |
| Low |
1.0455 |
1.0400 |
-0.0055 |
-0.5% |
1.0406 |
| Close |
1.0483 |
1.0414 |
-0.0069 |
-0.7% |
1.0587 |
| Range |
0.0116 |
0.0079 |
-0.0037 |
-31.9% |
0.0214 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
31,951 |
41,247 |
9,296 |
29.1% |
170,634 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0668 |
1.0620 |
1.0457 |
|
| R3 |
1.0589 |
1.0541 |
1.0436 |
|
| R2 |
1.0510 |
1.0510 |
1.0428 |
|
| R1 |
1.0462 |
1.0462 |
1.0421 |
1.0447 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0423 |
| S1 |
1.0383 |
1.0383 |
1.0407 |
1.0368 |
| S2 |
1.0352 |
1.0352 |
1.0400 |
|
| S3 |
1.0273 |
1.0304 |
1.0392 |
|
| S4 |
1.0194 |
1.0225 |
1.0371 |
|
|
| 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 |
1.0400 |
0.0220 |
2.1% |
0.0095 |
0.9% |
6% |
False |
True |
37,170 |
| 10 |
1.0622 |
1.0340 |
0.0282 |
2.7% |
0.0106 |
1.0% |
26% |
False |
False |
39,257 |
| 20 |
1.0622 |
1.0261 |
0.0361 |
3.5% |
0.0096 |
0.9% |
42% |
False |
False |
32,340 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0093 |
0.9% |
42% |
False |
False |
33,303 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0083 |
0.8% |
42% |
False |
False |
30,326 |
| 80 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0078 |
0.7% |
42% |
False |
False |
23,816 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0075 |
0.7% |
67% |
False |
False |
19,057 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0070 |
0.7% |
67% |
False |
False |
15,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0815 |
|
2.618 |
1.0686 |
|
1.618 |
1.0607 |
|
1.000 |
1.0558 |
|
0.618 |
1.0528 |
|
HIGH |
1.0479 |
|
0.618 |
1.0449 |
|
0.500 |
1.0440 |
|
0.382 |
1.0430 |
|
LOW |
1.0400 |
|
0.618 |
1.0351 |
|
1.000 |
1.0321 |
|
1.618 |
1.0272 |
|
2.618 |
1.0193 |
|
4.250 |
1.0064 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0440 |
1.0510 |
| PP |
1.0431 |
1.0478 |
| S1 |
1.0423 |
1.0446 |
|