CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0470 |
1.0456 |
-0.0014 |
-0.1% |
1.0634 |
| High |
1.0499 |
1.0481 |
-0.0018 |
-0.2% |
1.0634 |
| Low |
1.0432 |
1.0423 |
-0.0009 |
-0.1% |
1.0365 |
| Close |
1.0462 |
1.0448 |
-0.0014 |
-0.1% |
1.0487 |
| Range |
0.0067 |
0.0058 |
-0.0009 |
-13.4% |
0.0269 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
24,140 |
23,458 |
-682 |
-2.8% |
89,688 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0594 |
1.0480 |
|
| R3 |
1.0567 |
1.0536 |
1.0464 |
|
| R2 |
1.0509 |
1.0509 |
1.0459 |
|
| R1 |
1.0478 |
1.0478 |
1.0453 |
1.0465 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0444 |
| S1 |
1.0420 |
1.0420 |
1.0443 |
1.0407 |
| S2 |
1.0393 |
1.0393 |
1.0437 |
|
| S3 |
1.0335 |
1.0362 |
1.0432 |
|
| S4 |
1.0277 |
1.0304 |
1.0416 |
|
|
| 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 |
1.0515 |
1.0365 |
0.0150 |
1.4% |
0.0078 |
0.8% |
55% |
False |
False |
24,144 |
| 10 |
1.0681 |
1.0365 |
0.0316 |
3.0% |
0.0086 |
0.8% |
26% |
False |
False |
14,160 |
| 20 |
1.0683 |
1.0365 |
0.0318 |
3.0% |
0.0091 |
0.9% |
26% |
False |
False |
7,271 |
| 40 |
1.0683 |
1.0319 |
0.0364 |
3.5% |
0.0088 |
0.8% |
35% |
False |
False |
3,672 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0082 |
0.8% |
34% |
False |
False |
2,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0728 |
|
2.618 |
1.0633 |
|
1.618 |
1.0575 |
|
1.000 |
1.0539 |
|
0.618 |
1.0517 |
|
HIGH |
1.0481 |
|
0.618 |
1.0459 |
|
0.500 |
1.0452 |
|
0.382 |
1.0445 |
|
LOW |
1.0423 |
|
0.618 |
1.0387 |
|
1.000 |
1.0365 |
|
1.618 |
1.0329 |
|
2.618 |
1.0271 |
|
4.250 |
1.0177 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0452 |
1.0469 |
| PP |
1.0451 |
1.0462 |
| S1 |
1.0449 |
1.0455 |
|