CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0369 |
-0.0081 |
-0.8% |
1.0634 |
| High |
1.0488 |
1.0381 |
-0.0107 |
-1.0% |
1.0634 |
| Low |
1.0349 |
1.0314 |
-0.0035 |
-0.3% |
1.0365 |
| Close |
1.0366 |
1.0344 |
-0.0022 |
-0.2% |
1.0487 |
| Range |
0.0139 |
0.0067 |
-0.0072 |
-51.8% |
0.0269 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
38,214 |
31,109 |
-7,105 |
-18.6% |
89,688 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0513 |
1.0381 |
|
| R3 |
1.0480 |
1.0446 |
1.0362 |
|
| R2 |
1.0413 |
1.0413 |
1.0356 |
|
| R1 |
1.0379 |
1.0379 |
1.0350 |
1.0363 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0338 |
| S1 |
1.0312 |
1.0312 |
1.0338 |
1.0296 |
| S2 |
1.0279 |
1.0279 |
1.0332 |
|
| S3 |
1.0212 |
1.0245 |
1.0326 |
|
| S4 |
1.0145 |
1.0178 |
1.0307 |
|
|
| 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 |
1.0314 |
0.0201 |
1.9% |
0.0084 |
0.8% |
15% |
False |
True |
29,658 |
| 10 |
1.0681 |
1.0314 |
0.0367 |
3.5% |
0.0089 |
0.9% |
8% |
False |
True |
20,801 |
| 20 |
1.0683 |
1.0314 |
0.0369 |
3.6% |
0.0094 |
0.9% |
8% |
False |
True |
10,725 |
| 40 |
1.0683 |
1.0314 |
0.0369 |
3.6% |
0.0088 |
0.9% |
8% |
False |
True |
5,403 |
| 60 |
1.0696 |
1.0314 |
0.0382 |
3.7% |
0.0082 |
0.8% |
8% |
False |
True |
3,607 |
| 80 |
1.0696 |
1.0314 |
0.0382 |
3.7% |
0.0071 |
0.7% |
8% |
False |
True |
2,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0666 |
|
2.618 |
1.0556 |
|
1.618 |
1.0489 |
|
1.000 |
1.0448 |
|
0.618 |
1.0422 |
|
HIGH |
1.0381 |
|
0.618 |
1.0355 |
|
0.500 |
1.0348 |
|
0.382 |
1.0340 |
|
LOW |
1.0314 |
|
0.618 |
1.0273 |
|
1.000 |
1.0247 |
|
1.618 |
1.0206 |
|
2.618 |
1.0139 |
|
4.250 |
1.0029 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0348 |
1.0401 |
| PP |
1.0346 |
1.0382 |
| S1 |
1.0345 |
1.0363 |
|