CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0588 |
1.0634 |
0.0046 |
0.4% |
1.0481 |
| High |
1.0681 |
1.0634 |
-0.0047 |
-0.4% |
1.0681 |
| Low |
1.0586 |
1.0517 |
-0.0069 |
-0.7% |
1.0468 |
| Close |
1.0648 |
1.0544 |
-0.0104 |
-1.0% |
1.0648 |
| Range |
0.0095 |
0.0117 |
0.0022 |
23.2% |
0.0213 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
2.8% |
0.0000 |
| Volume |
1,406 |
6,440 |
5,034 |
358.0% |
5,726 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0847 |
1.0608 |
|
| R3 |
1.0799 |
1.0730 |
1.0576 |
|
| R2 |
1.0682 |
1.0682 |
1.0565 |
|
| R1 |
1.0613 |
1.0613 |
1.0555 |
1.0589 |
| PP |
1.0565 |
1.0565 |
1.0565 |
1.0553 |
| S1 |
1.0496 |
1.0496 |
1.0533 |
1.0472 |
| S2 |
1.0448 |
1.0448 |
1.0523 |
|
| S3 |
1.0331 |
1.0379 |
1.0512 |
|
| S4 |
1.0214 |
1.0262 |
1.0480 |
|
|
| 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 |
1.0468 |
0.0213 |
2.0% |
0.0096 |
0.9% |
36% |
False |
False |
2,433 |
| 10 |
1.0683 |
1.0402 |
0.0281 |
2.7% |
0.0101 |
1.0% |
51% |
False |
False |
1,396 |
| 20 |
1.0683 |
1.0322 |
0.0361 |
3.4% |
0.0095 |
0.9% |
61% |
False |
False |
756 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0089 |
0.8% |
60% |
False |
False |
405 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0078 |
0.7% |
60% |
False |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1131 |
|
2.618 |
1.0940 |
|
1.618 |
1.0823 |
|
1.000 |
1.0751 |
|
0.618 |
1.0706 |
|
HIGH |
1.0634 |
|
0.618 |
1.0589 |
|
0.500 |
1.0576 |
|
0.382 |
1.0562 |
|
LOW |
1.0517 |
|
0.618 |
1.0445 |
|
1.000 |
1.0400 |
|
1.618 |
1.0328 |
|
2.618 |
1.0211 |
|
4.250 |
1.0020 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0576 |
1.0581 |
| PP |
1.0565 |
1.0569 |
| S1 |
1.0555 |
1.0556 |
|