CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0358 |
1.0374 |
0.0016 |
0.2% |
1.0362 |
| High |
1.0392 |
1.0379 |
-0.0013 |
-0.1% |
1.0428 |
| Low |
1.0338 |
1.0302 |
-0.0036 |
-0.3% |
1.0290 |
| Close |
1.0378 |
1.0311 |
-0.0067 |
-0.6% |
1.0378 |
| Range |
0.0054 |
0.0077 |
0.0023 |
42.6% |
0.0138 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
25,359 |
26,213 |
854 |
3.4% |
149,557 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0513 |
1.0353 |
|
| R3 |
1.0485 |
1.0436 |
1.0332 |
|
| R2 |
1.0408 |
1.0408 |
1.0325 |
|
| R1 |
1.0359 |
1.0359 |
1.0318 |
1.0345 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0324 |
| S1 |
1.0282 |
1.0282 |
1.0304 |
1.0268 |
| S2 |
1.0254 |
1.0254 |
1.0297 |
|
| S3 |
1.0177 |
1.0205 |
1.0290 |
|
| S4 |
1.0100 |
1.0128 |
1.0269 |
|
|
| 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 |
1.0416 |
1.0290 |
0.0126 |
1.2% |
0.0072 |
0.7% |
17% |
False |
False |
28,415 |
| 10 |
1.0488 |
1.0290 |
0.0198 |
1.9% |
0.0079 |
0.8% |
11% |
False |
False |
29,737 |
| 20 |
1.0681 |
1.0290 |
0.0391 |
3.8% |
0.0084 |
0.8% |
5% |
False |
False |
20,846 |
| 40 |
1.0683 |
1.0290 |
0.0393 |
3.8% |
0.0086 |
0.8% |
5% |
False |
False |
10,514 |
| 60 |
1.0696 |
1.0290 |
0.0406 |
3.9% |
0.0085 |
0.8% |
5% |
False |
False |
7,016 |
| 80 |
1.0696 |
1.0290 |
0.0406 |
3.9% |
0.0075 |
0.7% |
5% |
False |
False |
5,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0706 |
|
2.618 |
1.0581 |
|
1.618 |
1.0504 |
|
1.000 |
1.0456 |
|
0.618 |
1.0427 |
|
HIGH |
1.0379 |
|
0.618 |
1.0350 |
|
0.500 |
1.0341 |
|
0.382 |
1.0331 |
|
LOW |
1.0302 |
|
0.618 |
1.0254 |
|
1.000 |
1.0225 |
|
1.618 |
1.0177 |
|
2.618 |
1.0100 |
|
4.250 |
0.9975 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0341 |
1.0345 |
| PP |
1.0331 |
1.0334 |
| S1 |
1.0321 |
1.0322 |
|