CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0588 |
0.0060 |
0.6% |
1.0481 |
| High |
1.0600 |
1.0681 |
0.0081 |
0.8% |
1.0681 |
| Low |
1.0481 |
1.0586 |
0.0105 |
1.0% |
1.0468 |
| Close |
1.0566 |
1.0648 |
0.0082 |
0.8% |
1.0648 |
| Range |
0.0119 |
0.0095 |
-0.0024 |
-20.2% |
0.0213 |
| ATR |
0.0093 |
0.0094 |
0.0002 |
1.7% |
0.0000 |
| Volume |
1,911 |
1,406 |
-505 |
-26.4% |
5,726 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0923 |
1.0881 |
1.0700 |
|
| R3 |
1.0828 |
1.0786 |
1.0674 |
|
| R2 |
1.0733 |
1.0733 |
1.0665 |
|
| R1 |
1.0691 |
1.0691 |
1.0657 |
1.0712 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0649 |
| S1 |
1.0596 |
1.0596 |
1.0639 |
1.0617 |
| S2 |
1.0543 |
1.0543 |
1.0631 |
|
| S3 |
1.0448 |
1.0501 |
1.0622 |
|
| S4 |
1.0353 |
1.0406 |
1.0596 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1156 |
1.0765 |
|
| R3 |
1.1025 |
1.0943 |
1.0707 |
|
| R2 |
1.0812 |
1.0812 |
1.0687 |
|
| R1 |
1.0730 |
1.0730 |
1.0668 |
1.0771 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0620 |
| S1 |
1.0517 |
1.0517 |
1.0628 |
1.0558 |
| S2 |
1.0386 |
1.0386 |
1.0609 |
|
| S3 |
1.0173 |
1.0304 |
1.0589 |
|
| S4 |
0.9960 |
1.0091 |
1.0531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0681 |
1.0431 |
0.0250 |
2.3% |
0.0095 |
0.9% |
87% |
True |
False |
1,246 |
| 10 |
1.0683 |
1.0402 |
0.0281 |
2.6% |
0.0104 |
1.0% |
88% |
False |
False |
780 |
| 20 |
1.0683 |
1.0322 |
0.0361 |
3.4% |
0.0092 |
0.9% |
90% |
False |
False |
449 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.5% |
0.0088 |
0.8% |
87% |
False |
False |
244 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.5% |
0.0076 |
0.7% |
87% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1085 |
|
2.618 |
1.0930 |
|
1.618 |
1.0835 |
|
1.000 |
1.0776 |
|
0.618 |
1.0740 |
|
HIGH |
1.0681 |
|
0.618 |
1.0645 |
|
0.500 |
1.0634 |
|
0.382 |
1.0622 |
|
LOW |
1.0586 |
|
0.618 |
1.0527 |
|
1.000 |
1.0491 |
|
1.618 |
1.0432 |
|
2.618 |
1.0337 |
|
4.250 |
1.0182 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0643 |
1.0626 |
| PP |
1.0638 |
1.0603 |
| S1 |
1.0634 |
1.0581 |
|