CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0376 |
1.0339 |
-0.0037 |
-0.4% |
1.0470 |
| High |
1.0377 |
1.0362 |
-0.0015 |
-0.1% |
1.0499 |
| Low |
1.0290 |
1.0298 |
0.0008 |
0.1% |
1.0314 |
| Close |
1.0351 |
1.0360 |
0.0009 |
0.1% |
1.0364 |
| Range |
0.0087 |
0.0064 |
-0.0023 |
-26.4% |
0.0185 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
34,049 |
23,877 |
-10,172 |
-29.9% |
145,748 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0510 |
1.0395 |
|
| R3 |
1.0468 |
1.0446 |
1.0378 |
|
| R2 |
1.0404 |
1.0404 |
1.0372 |
|
| R1 |
1.0382 |
1.0382 |
1.0366 |
1.0393 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0346 |
| S1 |
1.0318 |
1.0318 |
1.0354 |
1.0329 |
| S2 |
1.0276 |
1.0276 |
1.0348 |
|
| S3 |
1.0212 |
1.0254 |
1.0342 |
|
| S4 |
1.0148 |
1.0190 |
1.0325 |
|
|
| 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 |
1.0428 |
1.0290 |
0.0138 |
1.3% |
0.0079 |
0.8% |
51% |
False |
False |
30,605 |
| 10 |
1.0515 |
1.0290 |
0.0225 |
2.2% |
0.0081 |
0.8% |
31% |
False |
False |
30,131 |
| 20 |
1.0681 |
1.0290 |
0.0391 |
3.8% |
0.0088 |
0.9% |
18% |
False |
False |
18,318 |
| 40 |
1.0683 |
1.0290 |
0.0393 |
3.8% |
0.0086 |
0.8% |
18% |
False |
False |
9,225 |
| 60 |
1.0696 |
1.0290 |
0.0406 |
3.9% |
0.0084 |
0.8% |
17% |
False |
False |
6,157 |
| 80 |
1.0696 |
1.0290 |
0.0406 |
3.9% |
0.0074 |
0.7% |
17% |
False |
False |
4,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0634 |
|
2.618 |
1.0530 |
|
1.618 |
1.0466 |
|
1.000 |
1.0426 |
|
0.618 |
1.0402 |
|
HIGH |
1.0362 |
|
0.618 |
1.0338 |
|
0.500 |
1.0330 |
|
0.382 |
1.0322 |
|
LOW |
1.0298 |
|
0.618 |
1.0258 |
|
1.000 |
1.0234 |
|
1.618 |
1.0194 |
|
2.618 |
1.0130 |
|
4.250 |
1.0026 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0350 |
1.0358 |
| PP |
1.0340 |
1.0355 |
| S1 |
1.0330 |
1.0353 |
|