CME Swiss Franc Future September 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0464 |
1.0417 |
-0.0047 |
-0.4% |
1.0422 |
| High |
1.0479 |
1.0437 |
-0.0042 |
-0.4% |
1.0620 |
| Low |
1.0400 |
1.0354 |
-0.0046 |
-0.4% |
1.0406 |
| Close |
1.0414 |
1.0355 |
-0.0059 |
-0.6% |
1.0587 |
| Range |
0.0079 |
0.0083 |
0.0004 |
5.1% |
0.0214 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
41,247 |
46,154 |
4,907 |
11.9% |
170,634 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0631 |
1.0576 |
1.0401 |
|
| R3 |
1.0548 |
1.0493 |
1.0378 |
|
| R2 |
1.0465 |
1.0465 |
1.0370 |
|
| R1 |
1.0410 |
1.0410 |
1.0363 |
1.0396 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0375 |
| S1 |
1.0327 |
1.0327 |
1.0347 |
1.0313 |
| S2 |
1.0299 |
1.0299 |
1.0340 |
|
| S3 |
1.0216 |
1.0244 |
1.0332 |
|
| S4 |
1.0133 |
1.0161 |
1.0309 |
|
|
| 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 |
1.0354 |
0.0266 |
2.6% |
0.0100 |
1.0% |
0% |
False |
True |
39,661 |
| 10 |
1.0620 |
1.0340 |
0.0280 |
2.7% |
0.0099 |
1.0% |
5% |
False |
False |
39,782 |
| 20 |
1.0622 |
1.0261 |
0.0361 |
3.5% |
0.0097 |
0.9% |
26% |
False |
False |
33,367 |
| 40 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0092 |
0.9% |
26% |
False |
False |
33,600 |
| 60 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0084 |
0.8% |
26% |
False |
False |
30,759 |
| 80 |
1.0633 |
1.0258 |
0.0375 |
3.6% |
0.0078 |
0.8% |
26% |
False |
False |
24,391 |
| 100 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0075 |
0.7% |
58% |
False |
False |
19,519 |
| 120 |
1.0633 |
0.9977 |
0.0656 |
6.3% |
0.0071 |
0.7% |
58% |
False |
False |
16,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0654 |
|
1.618 |
1.0571 |
|
1.000 |
1.0520 |
|
0.618 |
1.0488 |
|
HIGH |
1.0437 |
|
0.618 |
1.0405 |
|
0.500 |
1.0396 |
|
0.382 |
1.0386 |
|
LOW |
1.0354 |
|
0.618 |
1.0303 |
|
1.000 |
1.0271 |
|
1.618 |
1.0220 |
|
2.618 |
1.0137 |
|
4.250 |
1.0001 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0396 |
1.0463 |
| PP |
1.0382 |
1.0427 |
| S1 |
1.0369 |
1.0391 |
|