CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0476 |
1.0437 |
-0.0039 |
-0.4% |
1.0481 |
| High |
1.0497 |
1.0460 |
-0.0037 |
-0.4% |
1.0681 |
| Low |
1.0414 |
1.0365 |
-0.0049 |
-0.5% |
1.0468 |
| Close |
1.0416 |
1.0437 |
0.0021 |
0.2% |
1.0648 |
| Range |
0.0083 |
0.0095 |
0.0012 |
14.5% |
0.0213 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.0% |
0.0000 |
| Volume |
20,685 |
21,071 |
386 |
1.9% |
5,726 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0706 |
1.0666 |
1.0489 |
|
| R3 |
1.0611 |
1.0571 |
1.0463 |
|
| R2 |
1.0516 |
1.0516 |
1.0454 |
|
| R1 |
1.0476 |
1.0476 |
1.0446 |
1.0485 |
| PP |
1.0421 |
1.0421 |
1.0421 |
1.0425 |
| S1 |
1.0381 |
1.0381 |
1.0428 |
1.0390 |
| S2 |
1.0326 |
1.0326 |
1.0420 |
|
| S3 |
1.0231 |
1.0286 |
1.0411 |
|
| S4 |
1.0136 |
1.0191 |
1.0385 |
|
|
| 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 |
1.0365 |
0.0316 |
3.0% |
0.0093 |
0.9% |
23% |
False |
True |
11,944 |
| 10 |
1.0681 |
1.0365 |
0.0316 |
3.0% |
0.0095 |
0.9% |
23% |
False |
True |
6,505 |
| 20 |
1.0683 |
1.0365 |
0.0318 |
3.0% |
0.0094 |
0.9% |
23% |
False |
True |
3,337 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0090 |
0.9% |
31% |
False |
False |
1,701 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0080 |
0.8% |
31% |
False |
False |
1,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0864 |
|
2.618 |
1.0709 |
|
1.618 |
1.0614 |
|
1.000 |
1.0555 |
|
0.618 |
1.0519 |
|
HIGH |
1.0460 |
|
0.618 |
1.0424 |
|
0.500 |
1.0413 |
|
0.382 |
1.0401 |
|
LOW |
1.0365 |
|
0.618 |
1.0306 |
|
1.000 |
1.0270 |
|
1.618 |
1.0211 |
|
2.618 |
1.0116 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0429 |
1.0452 |
| PP |
1.0421 |
1.0447 |
| S1 |
1.0413 |
1.0442 |
|