CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0369 |
1.0354 |
-0.0015 |
-0.1% |
1.0470 |
| High |
1.0381 |
1.0398 |
0.0017 |
0.2% |
1.0499 |
| Low |
1.0314 |
1.0353 |
0.0039 |
0.4% |
1.0314 |
| Close |
1.0344 |
1.0364 |
0.0020 |
0.2% |
1.0364 |
| Range |
0.0067 |
0.0045 |
-0.0022 |
-32.8% |
0.0185 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
31,109 |
28,827 |
-2,282 |
-7.3% |
145,748 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0480 |
1.0389 |
|
| R3 |
1.0462 |
1.0435 |
1.0376 |
|
| R2 |
1.0417 |
1.0417 |
1.0372 |
|
| R1 |
1.0390 |
1.0390 |
1.0368 |
1.0404 |
| PP |
1.0372 |
1.0372 |
1.0372 |
1.0378 |
| S1 |
1.0345 |
1.0345 |
1.0360 |
1.0359 |
| S2 |
1.0327 |
1.0327 |
1.0356 |
|
| S3 |
1.0282 |
1.0300 |
1.0352 |
|
| S4 |
1.0237 |
1.0255 |
1.0339 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0841 |
1.0466 |
|
| R3 |
1.0762 |
1.0656 |
1.0415 |
|
| R2 |
1.0577 |
1.0577 |
1.0398 |
|
| R1 |
1.0471 |
1.0471 |
1.0381 |
1.0432 |
| PP |
1.0392 |
1.0392 |
1.0392 |
1.0373 |
| S1 |
1.0286 |
1.0286 |
1.0347 |
1.0247 |
| S2 |
1.0207 |
1.0207 |
1.0330 |
|
| S3 |
1.0022 |
1.0101 |
1.0313 |
|
| S4 |
0.9837 |
0.9916 |
1.0262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0499 |
1.0314 |
0.0185 |
1.8% |
0.0075 |
0.7% |
27% |
False |
False |
29,149 |
| 10 |
1.0634 |
1.0314 |
0.0320 |
3.1% |
0.0084 |
0.8% |
16% |
False |
False |
23,543 |
| 20 |
1.0683 |
1.0314 |
0.0369 |
3.6% |
0.0094 |
0.9% |
14% |
False |
False |
12,161 |
| 40 |
1.0683 |
1.0314 |
0.0369 |
3.6% |
0.0085 |
0.8% |
14% |
False |
False |
6,121 |
| 60 |
1.0696 |
1.0314 |
0.0382 |
3.7% |
0.0082 |
0.8% |
13% |
False |
False |
4,087 |
| 80 |
1.0696 |
1.0314 |
0.0382 |
3.7% |
0.0070 |
0.7% |
13% |
False |
False |
3,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0589 |
|
2.618 |
1.0516 |
|
1.618 |
1.0471 |
|
1.000 |
1.0443 |
|
0.618 |
1.0426 |
|
HIGH |
1.0398 |
|
0.618 |
1.0381 |
|
0.500 |
1.0376 |
|
0.382 |
1.0370 |
|
LOW |
1.0353 |
|
0.618 |
1.0325 |
|
1.000 |
1.0308 |
|
1.618 |
1.0280 |
|
2.618 |
1.0235 |
|
4.250 |
1.0162 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0401 |
| PP |
1.0372 |
1.0389 |
| S1 |
1.0368 |
1.0376 |
|