CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0354 |
1.0362 |
0.0008 |
0.1% |
1.0470 |
| High |
1.0398 |
1.0428 |
0.0030 |
0.3% |
1.0499 |
| Low |
1.0353 |
1.0311 |
-0.0042 |
-0.4% |
1.0314 |
| Close |
1.0364 |
1.0401 |
0.0037 |
0.4% |
1.0364 |
| Range |
0.0045 |
0.0117 |
0.0072 |
160.0% |
0.0185 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.2% |
0.0000 |
| Volume |
28,827 |
33,693 |
4,866 |
16.9% |
145,748 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0683 |
1.0465 |
|
| R3 |
1.0614 |
1.0566 |
1.0433 |
|
| R2 |
1.0497 |
1.0497 |
1.0422 |
|
| R1 |
1.0449 |
1.0449 |
1.0412 |
1.0473 |
| PP |
1.0380 |
1.0380 |
1.0380 |
1.0392 |
| S1 |
1.0332 |
1.0332 |
1.0390 |
1.0356 |
| S2 |
1.0263 |
1.0263 |
1.0380 |
|
| S3 |
1.0146 |
1.0215 |
1.0369 |
|
| S4 |
1.0029 |
1.0098 |
1.0337 |
|
|
| 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 |
1.0488 |
1.0311 |
0.0177 |
1.7% |
0.0085 |
0.8% |
51% |
False |
True |
31,060 |
| 10 |
1.0539 |
1.0311 |
0.0228 |
2.2% |
0.0084 |
0.8% |
39% |
False |
True |
26,268 |
| 20 |
1.0683 |
1.0311 |
0.0372 |
3.6% |
0.0093 |
0.9% |
24% |
False |
True |
13,832 |
| 40 |
1.0683 |
1.0311 |
0.0372 |
3.6% |
0.0085 |
0.8% |
24% |
False |
True |
6,963 |
| 60 |
1.0696 |
1.0311 |
0.0385 |
3.7% |
0.0083 |
0.8% |
23% |
False |
True |
4,649 |
| 80 |
1.0696 |
1.0311 |
0.0385 |
3.7% |
0.0072 |
0.7% |
23% |
False |
True |
3,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0925 |
|
2.618 |
1.0734 |
|
1.618 |
1.0617 |
|
1.000 |
1.0545 |
|
0.618 |
1.0500 |
|
HIGH |
1.0428 |
|
0.618 |
1.0383 |
|
0.500 |
1.0370 |
|
0.382 |
1.0356 |
|
LOW |
1.0311 |
|
0.618 |
1.0239 |
|
1.000 |
1.0194 |
|
1.618 |
1.0122 |
|
2.618 |
1.0005 |
|
4.250 |
0.9814 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0391 |
| PP |
1.0380 |
1.0380 |
| S1 |
1.0370 |
1.0370 |
|