CME Swiss Franc Future December 2017
Trading Metrics calculated at close of trading on 07-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1.0537 |
1.0528 |
-0.0009 |
-0.1% |
1.0547 |
High |
1.0564 |
1.0600 |
0.0036 |
0.3% |
1.0683 |
Low |
1.0507 |
1.0481 |
-0.0026 |
-0.2% |
1.0402 |
Close |
1.0517 |
1.0566 |
0.0049 |
0.5% |
1.0434 |
Range |
0.0057 |
0.0119 |
0.0062 |
108.8% |
0.0281 |
ATR |
0.0091 |
0.0093 |
0.0002 |
2.2% |
0.0000 |
Volume |
999 |
1,911 |
912 |
91.3% |
1,803 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0906 |
1.0855 |
1.0631 |
|
R3 |
1.0787 |
1.0736 |
1.0599 |
|
R2 |
1.0668 |
1.0668 |
1.0588 |
|
R1 |
1.0617 |
1.0617 |
1.0577 |
1.0643 |
PP |
1.0549 |
1.0549 |
1.0549 |
1.0562 |
S1 |
1.0498 |
1.0498 |
1.0555 |
1.0524 |
S2 |
1.0430 |
1.0430 |
1.0544 |
|
S3 |
1.0311 |
1.0379 |
1.0533 |
|
S4 |
1.0192 |
1.0260 |
1.0501 |
|
|
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 |
1.0600 |
1.0402 |
0.0198 |
1.9% |
0.0097 |
0.9% |
83% |
True |
False |
1,066 |
10 |
1.0683 |
1.0402 |
0.0281 |
2.7% |
0.0100 |
0.9% |
58% |
False |
False |
649 |
20 |
1.0683 |
1.0322 |
0.0361 |
3.4% |
0.0090 |
0.9% |
68% |
False |
False |
385 |
40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0087 |
0.8% |
66% |
False |
False |
209 |
60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0076 |
0.7% |
66% |
False |
False |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1106 |
2.618 |
1.0912 |
1.618 |
1.0793 |
1.000 |
1.0719 |
0.618 |
1.0674 |
HIGH |
1.0600 |
0.618 |
1.0555 |
0.500 |
1.0541 |
0.382 |
1.0526 |
LOW |
1.0481 |
0.618 |
1.0407 |
1.000 |
1.0362 |
1.618 |
1.0288 |
2.618 |
1.0169 |
4.250 |
0.9975 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0558 |
1.0555 |
PP |
1.0549 |
1.0545 |
S1 |
1.0541 |
1.0534 |
|