CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0339 |
1.0358 |
0.0019 |
0.2% |
1.0362 |
| High |
1.0362 |
1.0392 |
0.0030 |
0.3% |
1.0428 |
| Low |
1.0298 |
1.0338 |
0.0040 |
0.4% |
1.0290 |
| Close |
1.0360 |
1.0378 |
0.0018 |
0.2% |
1.0378 |
| Range |
0.0064 |
0.0054 |
-0.0010 |
-15.6% |
0.0138 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
23,877 |
25,359 |
1,482 |
6.2% |
149,557 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0509 |
1.0408 |
|
| R3 |
1.0477 |
1.0455 |
1.0393 |
|
| R2 |
1.0423 |
1.0423 |
1.0388 |
|
| R1 |
1.0401 |
1.0401 |
1.0383 |
1.0412 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0375 |
| S1 |
1.0347 |
1.0347 |
1.0373 |
1.0358 |
| S2 |
1.0315 |
1.0315 |
1.0368 |
|
| S3 |
1.0261 |
1.0293 |
1.0363 |
|
| S4 |
1.0207 |
1.0239 |
1.0348 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0779 |
1.0717 |
1.0454 |
|
| R3 |
1.0641 |
1.0579 |
1.0416 |
|
| R2 |
1.0503 |
1.0503 |
1.0403 |
|
| R1 |
1.0441 |
1.0441 |
1.0391 |
1.0472 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0381 |
| S1 |
1.0303 |
1.0303 |
1.0365 |
1.0334 |
| S2 |
1.0227 |
1.0227 |
1.0353 |
|
| S3 |
1.0089 |
1.0165 |
1.0340 |
|
| S4 |
0.9951 |
1.0027 |
1.0302 |
|
|
| 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% |
0.0080 |
0.8% |
64% |
False |
False |
29,911 |
| 10 |
1.0499 |
1.0290 |
0.0209 |
2.0% |
0.0078 |
0.7% |
42% |
False |
False |
29,530 |
| 20 |
1.0681 |
1.0290 |
0.0391 |
3.8% |
0.0086 |
0.8% |
23% |
False |
False |
19,561 |
| 40 |
1.0683 |
1.0290 |
0.0393 |
3.8% |
0.0087 |
0.8% |
22% |
False |
False |
9,859 |
| 60 |
1.0696 |
1.0290 |
0.0406 |
3.9% |
0.0084 |
0.8% |
22% |
False |
False |
6,579 |
| 80 |
1.0696 |
1.0290 |
0.0406 |
3.9% |
0.0075 |
0.7% |
22% |
False |
False |
4,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0622 |
|
2.618 |
1.0533 |
|
1.618 |
1.0479 |
|
1.000 |
1.0446 |
|
0.618 |
1.0425 |
|
HIGH |
1.0392 |
|
0.618 |
1.0371 |
|
0.500 |
1.0365 |
|
0.382 |
1.0359 |
|
LOW |
1.0338 |
|
0.618 |
1.0305 |
|
1.000 |
1.0284 |
|
1.618 |
1.0251 |
|
2.618 |
1.0197 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0374 |
1.0366 |
| PP |
1.0369 |
1.0353 |
| S1 |
1.0365 |
1.0341 |
|