CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0481 |
1.0537 |
0.0056 |
0.5% |
1.0547 |
| High |
1.0558 |
1.0564 |
0.0006 |
0.1% |
1.0683 |
| Low |
1.0468 |
1.0507 |
0.0039 |
0.4% |
1.0402 |
| Close |
1.0548 |
1.0517 |
-0.0031 |
-0.3% |
1.0434 |
| Range |
0.0090 |
0.0057 |
-0.0033 |
-36.7% |
0.0281 |
| ATR |
0.0093 |
0.0091 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
1,410 |
999 |
-411 |
-29.1% |
1,803 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0700 |
1.0666 |
1.0548 |
|
| R3 |
1.0643 |
1.0609 |
1.0533 |
|
| R2 |
1.0586 |
1.0586 |
1.0527 |
|
| R1 |
1.0552 |
1.0552 |
1.0522 |
1.0541 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0524 |
| S1 |
1.0495 |
1.0495 |
1.0512 |
1.0484 |
| S2 |
1.0472 |
1.0472 |
1.0507 |
|
| S3 |
1.0415 |
1.0438 |
1.0501 |
|
| S4 |
1.0358 |
1.0381 |
1.0486 |
|
|
| 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 |
1.0564 |
1.0402 |
0.0162 |
1.5% |
0.0096 |
0.9% |
71% |
True |
False |
729 |
| 10 |
1.0683 |
1.0385 |
0.0298 |
2.8% |
0.0094 |
0.9% |
44% |
False |
False |
480 |
| 20 |
1.0683 |
1.0322 |
0.0361 |
3.4% |
0.0091 |
0.9% |
54% |
False |
False |
300 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0086 |
0.8% |
53% |
False |
False |
162 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0074 |
0.7% |
53% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0806 |
|
2.618 |
1.0713 |
|
1.618 |
1.0656 |
|
1.000 |
1.0621 |
|
0.618 |
1.0599 |
|
HIGH |
1.0564 |
|
0.618 |
1.0542 |
|
0.500 |
1.0536 |
|
0.382 |
1.0529 |
|
LOW |
1.0507 |
|
0.618 |
1.0472 |
|
1.000 |
1.0450 |
|
1.618 |
1.0415 |
|
2.618 |
1.0358 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0511 |
| PP |
1.0529 |
1.0504 |
| S1 |
1.0523 |
1.0498 |
|