CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0437 |
1.0439 |
0.0002 |
0.0% |
1.0634 |
| High |
1.0460 |
1.0515 |
0.0055 |
0.5% |
1.0634 |
| Low |
1.0365 |
1.0426 |
0.0061 |
0.6% |
1.0365 |
| Close |
1.0437 |
1.0487 |
0.0050 |
0.5% |
1.0487 |
| Range |
0.0095 |
0.0089 |
-0.0006 |
-6.3% |
0.0269 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
21,071 |
31,370 |
10,299 |
48.9% |
89,688 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0704 |
1.0536 |
|
| R3 |
1.0654 |
1.0615 |
1.0511 |
|
| R2 |
1.0565 |
1.0565 |
1.0503 |
|
| R1 |
1.0526 |
1.0526 |
1.0495 |
1.0546 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0486 |
| S1 |
1.0437 |
1.0437 |
1.0479 |
1.0457 |
| S2 |
1.0387 |
1.0387 |
1.0471 |
|
| S3 |
1.0298 |
1.0348 |
1.0463 |
|
| S4 |
1.0209 |
1.0259 |
1.0438 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1164 |
1.0635 |
|
| R3 |
1.1033 |
1.0895 |
1.0561 |
|
| R2 |
1.0764 |
1.0764 |
1.0536 |
|
| R1 |
1.0626 |
1.0626 |
1.0512 |
1.0561 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0463 |
| S1 |
1.0357 |
1.0357 |
1.0462 |
1.0292 |
| S2 |
1.0226 |
1.0226 |
1.0438 |
|
| S3 |
0.9957 |
1.0088 |
1.0413 |
|
| S4 |
0.9688 |
0.9819 |
1.0339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0634 |
1.0365 |
0.0269 |
2.6% |
0.0092 |
0.9% |
45% |
False |
False |
17,937 |
| 10 |
1.0681 |
1.0365 |
0.0316 |
3.0% |
0.0094 |
0.9% |
39% |
False |
False |
9,591 |
| 20 |
1.0683 |
1.0365 |
0.0318 |
3.0% |
0.0093 |
0.9% |
38% |
False |
False |
4,902 |
| 40 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0088 |
0.8% |
45% |
False |
False |
2,483 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0081 |
0.8% |
45% |
False |
False |
1,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0893 |
|
2.618 |
1.0748 |
|
1.618 |
1.0659 |
|
1.000 |
1.0604 |
|
0.618 |
1.0570 |
|
HIGH |
1.0515 |
|
0.618 |
1.0481 |
|
0.500 |
1.0471 |
|
0.382 |
1.0460 |
|
LOW |
1.0426 |
|
0.618 |
1.0371 |
|
1.000 |
1.0337 |
|
1.618 |
1.0282 |
|
2.618 |
1.0193 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0482 |
1.0471 |
| PP |
1.0476 |
1.0456 |
| S1 |
1.0471 |
1.0440 |
|