CME Swiss Franc Future December 2017
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0314 |
1.0300 |
-0.0014 |
-0.1% |
1.0362 |
| High |
1.0347 |
1.0310 |
-0.0037 |
-0.4% |
1.0428 |
| Low |
1.0292 |
1.0253 |
-0.0039 |
-0.4% |
1.0290 |
| Close |
1.0308 |
1.0262 |
-0.0046 |
-0.4% |
1.0378 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0138 |
| ATR |
0.0081 |
0.0080 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
17,113 |
17,486 |
373 |
2.2% |
149,557 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0446 |
1.0411 |
1.0293 |
|
| R3 |
1.0389 |
1.0354 |
1.0278 |
|
| R2 |
1.0332 |
1.0332 |
1.0272 |
|
| R1 |
1.0297 |
1.0297 |
1.0267 |
1.0286 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0270 |
| S1 |
1.0240 |
1.0240 |
1.0257 |
1.0229 |
| S2 |
1.0218 |
1.0218 |
1.0252 |
|
| S3 |
1.0161 |
1.0183 |
1.0246 |
|
| S4 |
1.0104 |
1.0126 |
1.0231 |
|
|
| 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 |
1.0253 |
0.0139 |
1.4% |
0.0061 |
0.6% |
6% |
False |
True |
21,751 |
| 10 |
1.0428 |
1.0253 |
0.0175 |
1.7% |
0.0070 |
0.7% |
5% |
False |
True |
26,178 |
| 20 |
1.0681 |
1.0253 |
0.0428 |
4.2% |
0.0079 |
0.8% |
2% |
False |
True |
23,489 |
| 40 |
1.0683 |
1.0253 |
0.0430 |
4.2% |
0.0085 |
0.8% |
2% |
False |
True |
11,937 |
| 60 |
1.0696 |
1.0253 |
0.0443 |
4.3% |
0.0084 |
0.8% |
2% |
False |
True |
7,969 |
| 80 |
1.0696 |
1.0253 |
0.0443 |
4.3% |
0.0077 |
0.7% |
2% |
False |
True |
5,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0552 |
|
2.618 |
1.0459 |
|
1.618 |
1.0402 |
|
1.000 |
1.0367 |
|
0.618 |
1.0345 |
|
HIGH |
1.0310 |
|
0.618 |
1.0288 |
|
0.500 |
1.0282 |
|
0.382 |
1.0275 |
|
LOW |
1.0253 |
|
0.618 |
1.0218 |
|
1.000 |
1.0196 |
|
1.618 |
1.0161 |
|
2.618 |
1.0104 |
|
4.250 |
1.0011 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0300 |
| PP |
1.0275 |
1.0287 |
| S1 |
1.0269 |
1.0275 |
|