CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0493 |
1.0481 |
-0.0012 |
-0.1% |
1.0547 |
| High |
1.0545 |
1.0558 |
0.0013 |
0.1% |
1.0683 |
| Low |
1.0431 |
1.0468 |
0.0037 |
0.4% |
1.0402 |
| Close |
1.0434 |
1.0548 |
0.0114 |
1.1% |
1.0434 |
| Range |
0.0114 |
0.0090 |
-0.0024 |
-21.1% |
0.0281 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.6% |
0.0000 |
| Volume |
505 |
1,410 |
905 |
179.2% |
1,803 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0761 |
1.0598 |
|
| R3 |
1.0705 |
1.0671 |
1.0573 |
|
| R2 |
1.0615 |
1.0615 |
1.0565 |
|
| R1 |
1.0581 |
1.0581 |
1.0556 |
1.0598 |
| PP |
1.0525 |
1.0525 |
1.0525 |
1.0533 |
| S1 |
1.0491 |
1.0491 |
1.0540 |
1.0508 |
| S2 |
1.0435 |
1.0435 |
1.0532 |
|
| S3 |
1.0345 |
1.0401 |
1.0523 |
|
| S4 |
1.0255 |
1.0311 |
1.0499 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1173 |
1.0589 |
|
| R3 |
1.1068 |
1.0892 |
1.0511 |
|
| R2 |
1.0787 |
1.0787 |
1.0486 |
|
| R1 |
1.0611 |
1.0611 |
1.0460 |
1.0559 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0480 |
| S1 |
1.0330 |
1.0330 |
1.0408 |
1.0278 |
| S2 |
1.0225 |
1.0225 |
1.0382 |
|
| S3 |
0.9944 |
1.0049 |
1.0357 |
|
| S4 |
0.9663 |
0.9768 |
1.0279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0683 |
1.0402 |
0.0281 |
2.7% |
0.0114 |
1.1% |
52% |
False |
False |
610 |
| 10 |
1.0683 |
1.0385 |
0.0298 |
2.8% |
0.0096 |
0.9% |
55% |
False |
False |
383 |
| 20 |
1.0683 |
1.0319 |
0.0364 |
3.5% |
0.0091 |
0.9% |
63% |
False |
False |
251 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0086 |
0.8% |
61% |
False |
False |
137 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0073 |
0.7% |
61% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0941 |
|
2.618 |
1.0794 |
|
1.618 |
1.0704 |
|
1.000 |
1.0648 |
|
0.618 |
1.0614 |
|
HIGH |
1.0558 |
|
0.618 |
1.0524 |
|
0.500 |
1.0513 |
|
0.382 |
1.0502 |
|
LOW |
1.0468 |
|
0.618 |
1.0412 |
|
1.000 |
1.0378 |
|
1.618 |
1.0322 |
|
2.618 |
1.0232 |
|
4.250 |
1.0086 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0525 |
| PP |
1.0525 |
1.0503 |
| S1 |
1.0513 |
1.0480 |
|