CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0456 |
1.0450 |
-0.0006 |
-0.1% |
1.0634 |
| High |
1.0481 |
1.0488 |
0.0007 |
0.1% |
1.0634 |
| Low |
1.0423 |
1.0349 |
-0.0074 |
-0.7% |
1.0365 |
| Close |
1.0448 |
1.0366 |
-0.0082 |
-0.8% |
1.0487 |
| Range |
0.0058 |
0.0139 |
0.0081 |
139.7% |
0.0269 |
| ATR |
0.0090 |
0.0094 |
0.0003 |
3.9% |
0.0000 |
| Volume |
23,458 |
38,214 |
14,756 |
62.9% |
89,688 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0731 |
1.0442 |
|
| R3 |
1.0679 |
1.0592 |
1.0404 |
|
| R2 |
1.0540 |
1.0540 |
1.0391 |
|
| R1 |
1.0453 |
1.0453 |
1.0379 |
1.0427 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0388 |
| S1 |
1.0314 |
1.0314 |
1.0353 |
1.0288 |
| S2 |
1.0262 |
1.0262 |
1.0341 |
|
| S3 |
1.0123 |
1.0175 |
1.0328 |
|
| S4 |
0.9984 |
1.0036 |
1.0290 |
|
|
| 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 |
1.0349 |
0.0166 |
1.6% |
0.0090 |
0.9% |
10% |
False |
True |
27,650 |
| 10 |
1.0681 |
1.0349 |
0.0332 |
3.2% |
0.0094 |
0.9% |
5% |
False |
True |
17,881 |
| 20 |
1.0683 |
1.0349 |
0.0334 |
3.2% |
0.0094 |
0.9% |
5% |
False |
True |
9,181 |
| 40 |
1.0683 |
1.0319 |
0.0364 |
3.5% |
0.0089 |
0.9% |
13% |
False |
False |
4,626 |
| 60 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0083 |
0.8% |
12% |
False |
False |
3,089 |
| 80 |
1.0696 |
1.0319 |
0.0377 |
3.6% |
0.0071 |
0.7% |
12% |
False |
False |
2,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.0852 |
|
1.618 |
1.0713 |
|
1.000 |
1.0627 |
|
0.618 |
1.0574 |
|
HIGH |
1.0488 |
|
0.618 |
1.0435 |
|
0.500 |
1.0419 |
|
0.382 |
1.0402 |
|
LOW |
1.0349 |
|
0.618 |
1.0263 |
|
1.000 |
1.0210 |
|
1.618 |
1.0124 |
|
2.618 |
0.9985 |
|
4.250 |
0.9758 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0424 |
| PP |
1.0401 |
1.0405 |
| S1 |
1.0384 |
1.0385 |
|