CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0309 |
1.0314 |
0.0005 |
0.0% |
1.0362 |
| High |
1.0328 |
1.0347 |
0.0019 |
0.2% |
1.0428 |
| Low |
1.0267 |
1.0292 |
0.0025 |
0.2% |
1.0290 |
| Close |
1.0319 |
1.0308 |
-0.0011 |
-0.1% |
1.0378 |
| Range |
0.0061 |
0.0055 |
-0.0006 |
-9.8% |
0.0138 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
22,588 |
17,113 |
-5,475 |
-24.2% |
149,557 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0449 |
1.0338 |
|
| R3 |
1.0426 |
1.0394 |
1.0323 |
|
| R2 |
1.0371 |
1.0371 |
1.0318 |
|
| R1 |
1.0339 |
1.0339 |
1.0313 |
1.0328 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0310 |
| S1 |
1.0284 |
1.0284 |
1.0303 |
1.0273 |
| S2 |
1.0261 |
1.0261 |
1.0298 |
|
| S3 |
1.0206 |
1.0229 |
1.0293 |
|
| S4 |
1.0151 |
1.0174 |
1.0278 |
|
|
| 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 |
1.0392 |
1.0267 |
0.0125 |
1.2% |
0.0062 |
0.6% |
33% |
False |
False |
23,030 |
| 10 |
1.0428 |
1.0267 |
0.0161 |
1.6% |
0.0071 |
0.7% |
25% |
False |
False |
27,540 |
| 20 |
1.0681 |
1.0267 |
0.0414 |
4.0% |
0.0082 |
0.8% |
10% |
False |
False |
22,711 |
| 40 |
1.0683 |
1.0267 |
0.0416 |
4.0% |
0.0087 |
0.8% |
10% |
False |
False |
11,505 |
| 60 |
1.0696 |
1.0267 |
0.0429 |
4.2% |
0.0085 |
0.8% |
10% |
False |
False |
7,678 |
| 80 |
1.0696 |
1.0267 |
0.0429 |
4.2% |
0.0076 |
0.7% |
10% |
False |
False |
5,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0581 |
|
2.618 |
1.0491 |
|
1.618 |
1.0436 |
|
1.000 |
1.0402 |
|
0.618 |
1.0381 |
|
HIGH |
1.0347 |
|
0.618 |
1.0326 |
|
0.500 |
1.0320 |
|
0.382 |
1.0313 |
|
LOW |
1.0292 |
|
0.618 |
1.0258 |
|
1.000 |
1.0237 |
|
1.618 |
1.0203 |
|
2.618 |
1.0148 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0323 |
| PP |
1.0316 |
1.0318 |
| S1 |
1.0312 |
1.0313 |
|